ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
153-09 |
154-25 |
1-16 |
1.0% |
153-08 |
| High |
155-06 |
157-16 |
2-10 |
1.5% |
154-26 |
| Low |
153-05 |
154-12 |
1-07 |
0.8% |
151-21 |
| Close |
154-19 |
157-01 |
2-14 |
1.6% |
152-08 |
| Range |
2-01 |
3-04 |
1-03 |
53.8% |
3-05 |
| ATR |
1-24 |
1-27 |
0-03 |
5.6% |
0-00 |
| Volume |
40,728 |
9,136 |
-31,592 |
-77.6% |
2,943,055 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-22 |
164-15 |
158-24 |
|
| R3 |
162-18 |
161-11 |
157-28 |
|
| R2 |
159-14 |
159-14 |
157-19 |
|
| R1 |
158-07 |
158-07 |
157-10 |
158-26 |
| PP |
156-10 |
156-10 |
156-10 |
156-19 |
| S1 |
155-03 |
155-03 |
156-24 |
155-22 |
| S2 |
153-06 |
153-06 |
156-15 |
|
| S3 |
150-02 |
151-31 |
156-06 |
|
| S4 |
146-30 |
148-27 |
155-10 |
|
|
| 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 |
157-16 |
151-21 |
5-27 |
3.7% |
2-04 |
1.4% |
92% |
True |
False |
427,740 |
| 10 |
157-16 |
150-12 |
7-04 |
4.5% |
1-28 |
1.2% |
93% |
True |
False |
449,978 |
| 20 |
157-16 |
150-12 |
7-04 |
4.5% |
1-26 |
1.1% |
93% |
True |
False |
414,129 |
| 40 |
160-05 |
150-12 |
9-25 |
6.2% |
1-20 |
1.0% |
68% |
False |
False |
400,757 |
| 60 |
164-12 |
150-12 |
14-00 |
8.9% |
1-17 |
1.0% |
48% |
False |
False |
362,203 |
| 80 |
164-12 |
150-12 |
14-00 |
8.9% |
1-17 |
1.0% |
48% |
False |
False |
322,372 |
| 100 |
164-12 |
150-12 |
14-00 |
8.9% |
1-14 |
0.9% |
48% |
False |
False |
257,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-25 |
|
2.618 |
165-22 |
|
1.618 |
162-18 |
|
1.000 |
160-20 |
|
0.618 |
159-14 |
|
HIGH |
157-16 |
|
0.618 |
156-10 |
|
0.500 |
155-30 |
|
0.382 |
155-18 |
|
LOW |
154-12 |
|
0.618 |
152-14 |
|
1.000 |
151-08 |
|
1.618 |
149-10 |
|
2.618 |
146-06 |
|
4.250 |
141-03 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
156-21 |
156-07 |
| PP |
156-10 |
155-13 |
| S1 |
155-30 |
154-18 |
|