ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
154-23 |
156-25 |
2-02 |
1.3% |
153-09 |
| High |
155-07 |
157-16 |
2-09 |
1.5% |
157-16 |
| Low |
154-04 |
154-26 |
0-22 |
0.4% |
153-05 |
| Close |
154-29 |
157-07 |
2-10 |
1.5% |
157-07 |
| Range |
1-03 |
2-22 |
1-19 |
145.7% |
4-11 |
| ATR |
1-28 |
1-30 |
0-02 |
3.0% |
0-00 |
| Volume |
1,764 |
2,218 |
454 |
25.7% |
57,707 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-18 |
163-19 |
158-22 |
|
| R3 |
161-28 |
160-29 |
157-31 |
|
| R2 |
159-06 |
159-06 |
157-23 |
|
| R1 |
158-07 |
158-07 |
157-15 |
158-22 |
| PP |
156-16 |
156-16 |
156-16 |
156-24 |
| S1 |
155-17 |
155-17 |
156-31 |
156-00 |
| S2 |
153-26 |
153-26 |
156-23 |
|
| S3 |
151-04 |
152-27 |
156-15 |
|
| S4 |
148-14 |
150-05 |
155-24 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-00 |
167-14 |
159-19 |
|
| R3 |
164-21 |
163-03 |
158-13 |
|
| R2 |
160-10 |
160-10 |
158-00 |
|
| R1 |
158-24 |
158-24 |
157-20 |
159-17 |
| PP |
155-31 |
155-31 |
155-31 |
156-11 |
| S1 |
154-13 |
154-13 |
156-26 |
155-06 |
| S2 |
151-20 |
151-20 |
156-14 |
|
| S3 |
147-09 |
150-02 |
156-01 |
|
| S4 |
142-30 |
145-23 |
154-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-16 |
153-05 |
4-11 |
2.8% |
2-14 |
1.6% |
94% |
True |
False |
11,541 |
| 10 |
157-16 |
151-20 |
5-28 |
3.7% |
2-04 |
1.3% |
95% |
True |
False |
337,114 |
| 20 |
157-16 |
150-12 |
7-04 |
4.5% |
1-29 |
1.2% |
96% |
True |
False |
363,131 |
| 40 |
157-16 |
150-12 |
7-04 |
4.5% |
1-21 |
1.1% |
96% |
True |
False |
371,648 |
| 60 |
163-19 |
150-12 |
13-07 |
8.4% |
1-18 |
1.0% |
52% |
False |
False |
342,735 |
| 80 |
164-12 |
150-12 |
14-00 |
8.9% |
1-18 |
1.0% |
49% |
False |
False |
322,400 |
| 100 |
164-12 |
150-12 |
14-00 |
8.9% |
1-16 |
0.9% |
49% |
False |
False |
258,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-30 |
|
2.618 |
164-17 |
|
1.618 |
161-27 |
|
1.000 |
160-06 |
|
0.618 |
159-05 |
|
HIGH |
157-16 |
|
0.618 |
156-15 |
|
0.500 |
156-05 |
|
0.382 |
155-27 |
|
LOW |
154-26 |
|
0.618 |
153-05 |
|
1.000 |
152-04 |
|
1.618 |
150-15 |
|
2.618 |
147-25 |
|
4.250 |
143-12 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
156-28 |
156-22 |
| PP |
156-16 |
156-06 |
| S1 |
156-05 |
155-21 |
|