ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
153-08 |
153-03 |
-0-05 |
-0.1% |
152-24 |
| High |
154-14 |
153-12 |
-1-02 |
-0.7% |
153-15 |
| Low |
152-17 |
152-02 |
-0-15 |
-0.3% |
150-12 |
| Close |
152-31 |
152-18 |
-0-13 |
-0.3% |
153-01 |
| Range |
1-29 |
1-10 |
-0-19 |
-31.1% |
3-03 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.3% |
0-00 |
| Volume |
854,219 |
950,229 |
96,010 |
11.2% |
1,963,990 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
155-29 |
153-09 |
|
| R3 |
155-09 |
154-19 |
152-30 |
|
| R2 |
153-31 |
153-31 |
152-26 |
|
| R1 |
153-09 |
153-09 |
152-22 |
152-31 |
| PP |
152-21 |
152-21 |
152-21 |
152-16 |
| S1 |
151-31 |
151-31 |
152-14 |
151-21 |
| S2 |
151-11 |
151-11 |
152-10 |
|
| S3 |
150-01 |
150-21 |
152-06 |
|
| S4 |
148-23 |
149-11 |
151-27 |
|
|
| 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 |
154-14 |
150-12 |
4-02 |
2.7% |
1-17 |
1.0% |
54% |
False |
False |
597,538 |
| 10 |
154-14 |
150-12 |
4-02 |
2.7% |
1-24 |
1.1% |
54% |
False |
False |
513,225 |
| 20 |
156-17 |
150-12 |
6-05 |
4.0% |
1-20 |
1.1% |
36% |
False |
False |
425,883 |
| 40 |
161-11 |
150-12 |
10-31 |
7.2% |
1-16 |
1.0% |
20% |
False |
False |
391,237 |
| 60 |
164-12 |
150-12 |
14-00 |
9.2% |
1-15 |
1.0% |
16% |
False |
False |
375,189 |
| 80 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
16% |
False |
False |
307,553 |
| 100 |
164-12 |
150-12 |
14-00 |
9.2% |
1-12 |
0.9% |
16% |
False |
False |
246,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
156-26 |
|
1.618 |
155-16 |
|
1.000 |
154-22 |
|
0.618 |
154-06 |
|
HIGH |
153-12 |
|
0.618 |
152-28 |
|
0.500 |
152-23 |
|
0.382 |
152-18 |
|
LOW |
152-02 |
|
0.618 |
151-08 |
|
1.000 |
150-24 |
|
1.618 |
149-30 |
|
2.618 |
148-20 |
|
4.250 |
146-16 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-23 |
153-01 |
| PP |
152-21 |
152-28 |
| S1 |
152-20 |
152-23 |
|