ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
154-25 |
156-24 |
1-31 |
1.3% |
153-08 |
| High |
157-16 |
157-02 |
-0-14 |
-0.3% |
154-26 |
| Low |
154-12 |
153-26 |
-0-18 |
-0.4% |
151-21 |
| Close |
157-01 |
154-18 |
-2-15 |
-1.6% |
152-08 |
| Range |
3-04 |
3-08 |
0-04 |
4.0% |
3-05 |
| ATR |
1-27 |
1-30 |
0-03 |
5.4% |
0-00 |
| Volume |
9,136 |
3,861 |
-5,275 |
-57.7% |
2,943,055 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-29 |
162-31 |
156-11 |
|
| R3 |
161-21 |
159-23 |
155-15 |
|
| R2 |
158-13 |
158-13 |
155-05 |
|
| R1 |
156-15 |
156-15 |
154-28 |
155-26 |
| PP |
155-05 |
155-05 |
155-05 |
154-26 |
| S1 |
153-07 |
153-07 |
154-08 |
152-18 |
| S2 |
151-29 |
151-29 |
153-31 |
|
| S3 |
148-21 |
149-31 |
153-21 |
|
| S4 |
145-13 |
146-23 |
152-25 |
|
|
| 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 |
3.8% |
2-16 |
1.6% |
50% |
False |
False |
238,466 |
| 10 |
157-16 |
150-12 |
7-04 |
4.6% |
2-01 |
1.3% |
59% |
False |
False |
418,002 |
| 20 |
157-16 |
150-12 |
7-04 |
4.6% |
1-28 |
1.2% |
59% |
False |
False |
398,255 |
| 40 |
158-02 |
150-12 |
7-22 |
5.0% |
1-20 |
1.1% |
54% |
False |
False |
392,116 |
| 60 |
163-30 |
150-12 |
13-18 |
8.8% |
1-17 |
1.0% |
31% |
False |
False |
353,467 |
| 80 |
164-12 |
150-12 |
14-00 |
9.1% |
1-18 |
1.0% |
30% |
False |
False |
322,410 |
| 100 |
164-12 |
150-12 |
14-00 |
9.1% |
1-15 |
0.9% |
30% |
False |
False |
257,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-28 |
|
2.618 |
165-18 |
|
1.618 |
162-10 |
|
1.000 |
160-10 |
|
0.618 |
159-02 |
|
HIGH |
157-02 |
|
0.618 |
155-26 |
|
0.500 |
155-14 |
|
0.382 |
155-02 |
|
LOW |
153-26 |
|
0.618 |
151-26 |
|
1.000 |
150-18 |
|
1.618 |
148-18 |
|
2.618 |
145-10 |
|
4.250 |
140-00 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-14 |
155-10 |
| PP |
155-05 |
155-02 |
| S1 |
154-27 |
154-26 |
|