ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
150-30 |
152-04 |
1-06 |
0.8% |
152-24 |
| High |
152-17 |
153-09 |
0-24 |
0.5% |
153-15 |
| Low |
150-29 |
151-20 |
0-23 |
0.5% |
150-12 |
| Close |
151-31 |
153-01 |
1-02 |
0.7% |
153-01 |
| Range |
1-20 |
1-21 |
0-01 |
1.9% |
3-03 |
| ATR |
1-19 |
1-19 |
0-00 |
0.3% |
0-00 |
| Volume |
421,171 |
370,383 |
-50,788 |
-12.1% |
1,963,990 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-20 |
156-31 |
153-30 |
|
| R3 |
155-31 |
155-10 |
153-16 |
|
| R2 |
154-10 |
154-10 |
153-11 |
|
| R1 |
153-21 |
153-21 |
153-06 |
154-00 |
| PP |
152-21 |
152-21 |
152-21 |
152-26 |
| S1 |
152-00 |
152-00 |
152-28 |
152-10 |
| S2 |
151-00 |
151-00 |
152-23 |
|
| S3 |
149-11 |
150-11 |
152-18 |
|
| S4 |
147-22 |
148-22 |
152-04 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-18 |
160-13 |
154-23 |
|
| R3 |
158-15 |
157-10 |
153-28 |
|
| R2 |
155-12 |
155-12 |
153-19 |
|
| R1 |
154-07 |
154-07 |
153-10 |
154-26 |
| PP |
152-09 |
152-09 |
152-09 |
152-19 |
| S1 |
151-04 |
151-04 |
152-24 |
151-22 |
| S2 |
149-06 |
149-06 |
152-15 |
|
| S3 |
146-03 |
148-01 |
152-06 |
|
| S4 |
143-00 |
144-30 |
151-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-15 |
150-12 |
3-03 |
2.0% |
1-22 |
1.1% |
86% |
False |
False |
392,798 |
| 10 |
153-30 |
150-12 |
3-18 |
2.3% |
1-20 |
1.1% |
75% |
False |
False |
386,285 |
| 20 |
156-19 |
150-12 |
6-07 |
4.1% |
1-19 |
1.0% |
43% |
False |
False |
375,189 |
| 40 |
161-18 |
150-12 |
11-06 |
7.3% |
1-15 |
1.0% |
24% |
False |
False |
354,381 |
| 60 |
164-12 |
150-12 |
14-00 |
9.1% |
1-16 |
1.0% |
19% |
False |
False |
357,612 |
| 80 |
164-12 |
150-12 |
14-00 |
9.1% |
1-16 |
1.0% |
19% |
False |
False |
285,005 |
| 100 |
164-12 |
150-12 |
14-00 |
9.1% |
1-11 |
0.9% |
19% |
False |
False |
228,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-10 |
|
2.618 |
157-20 |
|
1.618 |
155-31 |
|
1.000 |
154-30 |
|
0.618 |
154-10 |
|
HIGH |
153-09 |
|
0.618 |
152-21 |
|
0.500 |
152-14 |
|
0.382 |
152-08 |
|
LOW |
151-20 |
|
0.618 |
150-19 |
|
1.000 |
149-31 |
|
1.618 |
148-30 |
|
2.618 |
147-09 |
|
4.250 |
144-19 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-27 |
152-20 |
| PP |
152-21 |
152-07 |
| S1 |
152-14 |
151-26 |
|