ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
152-15 |
153-09 |
0-26 |
0.5% |
153-08 |
| High |
153-07 |
155-06 |
1-31 |
1.3% |
154-26 |
| Low |
151-21 |
153-05 |
1-16 |
1.0% |
151-21 |
| Close |
152-08 |
154-19 |
2-11 |
1.5% |
152-08 |
| Range |
1-18 |
2-01 |
0-15 |
30.0% |
3-05 |
| ATR |
1-21 |
1-24 |
0-03 |
5.5% |
0-00 |
| Volume |
206,639 |
40,728 |
-165,911 |
-80.3% |
2,943,055 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-13 |
159-17 |
155-23 |
|
| R3 |
158-12 |
157-16 |
155-05 |
|
| R2 |
156-11 |
156-11 |
154-31 |
|
| R1 |
155-15 |
155-15 |
154-25 |
155-29 |
| PP |
154-10 |
154-10 |
154-10 |
154-17 |
| S1 |
153-14 |
153-14 |
154-13 |
153-28 |
| S2 |
152-09 |
152-09 |
154-07 |
|
| S3 |
150-08 |
151-13 |
154-01 |
|
| S4 |
148-07 |
149-12 |
153-15 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-12 |
160-15 |
154-00 |
|
| R3 |
159-07 |
157-10 |
153-04 |
|
| R2 |
156-02 |
156-02 |
152-27 |
|
| R1 |
154-05 |
154-05 |
152-17 |
153-17 |
| PP |
152-29 |
152-29 |
152-29 |
152-19 |
| S1 |
151-00 |
151-00 |
151-31 |
150-12 |
| S2 |
149-24 |
149-24 |
151-21 |
|
| S3 |
146-19 |
147-27 |
151-12 |
|
| S4 |
143-14 |
144-22 |
150-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-06 |
151-21 |
3-17 |
2.3% |
1-28 |
1.2% |
83% |
True |
False |
596,756 |
| 10 |
155-06 |
150-12 |
4-26 |
3.1% |
1-25 |
1.2% |
88% |
True |
False |
494,777 |
| 20 |
156-17 |
150-12 |
6-05 |
4.0% |
1-22 |
1.1% |
69% |
False |
False |
432,535 |
| 40 |
160-18 |
150-12 |
10-06 |
6.6% |
1-18 |
1.0% |
41% |
False |
False |
405,430 |
| 60 |
164-12 |
150-12 |
14-00 |
9.1% |
1-16 |
1.0% |
30% |
False |
False |
369,042 |
| 80 |
164-12 |
150-12 |
14-00 |
9.1% |
1-17 |
1.0% |
30% |
False |
False |
322,277 |
| 100 |
164-12 |
150-12 |
14-00 |
9.1% |
1-13 |
0.9% |
30% |
False |
False |
257,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-26 |
|
2.618 |
160-16 |
|
1.618 |
158-15 |
|
1.000 |
157-07 |
|
0.618 |
156-14 |
|
HIGH |
155-06 |
|
0.618 |
154-13 |
|
0.500 |
154-06 |
|
0.382 |
153-30 |
|
LOW |
153-05 |
|
0.618 |
151-29 |
|
1.000 |
151-04 |
|
1.618 |
149-28 |
|
2.618 |
147-27 |
|
4.250 |
144-17 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-14 |
154-06 |
| PP |
154-10 |
153-26 |
| S1 |
154-06 |
153-14 |
|