ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
156-25 |
157-21 |
0-28 |
0.6% |
153-09 |
| High |
157-16 |
158-02 |
0-18 |
0.4% |
157-16 |
| Low |
154-26 |
155-31 |
1-05 |
0.7% |
153-05 |
| Close |
157-07 |
157-20 |
0-13 |
0.3% |
157-07 |
| Range |
2-22 |
2-03 |
-0-19 |
-22.1% |
4-11 |
| ATR |
1-30 |
1-31 |
0-00 |
0.5% |
0-00 |
| Volume |
2,218 |
2,594 |
376 |
17.0% |
57,707 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-16 |
162-21 |
158-25 |
|
| R3 |
161-13 |
160-18 |
158-06 |
|
| R2 |
159-10 |
159-10 |
158-00 |
|
| R1 |
158-15 |
158-15 |
157-26 |
157-27 |
| PP |
157-07 |
157-07 |
157-07 |
156-29 |
| S1 |
156-12 |
156-12 |
157-14 |
155-24 |
| S2 |
155-04 |
155-04 |
157-08 |
|
| S3 |
153-01 |
154-09 |
157-02 |
|
| S4 |
150-30 |
152-06 |
156-15 |
|
|
| 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 |
158-02 |
153-26 |
4-08 |
2.7% |
2-14 |
1.6% |
90% |
True |
False |
3,914 |
| 10 |
158-02 |
151-21 |
6-13 |
4.1% |
2-05 |
1.4% |
93% |
True |
False |
300,335 |
| 20 |
158-02 |
150-12 |
7-22 |
4.9% |
1-29 |
1.2% |
94% |
True |
False |
343,310 |
| 40 |
158-02 |
150-12 |
7-22 |
4.9% |
1-22 |
1.1% |
94% |
True |
False |
361,942 |
| 60 |
163-19 |
150-12 |
13-07 |
8.4% |
1-18 |
1.0% |
55% |
False |
False |
336,076 |
| 80 |
164-12 |
150-12 |
14-00 |
8.9% |
1-18 |
1.0% |
52% |
False |
False |
322,312 |
| 100 |
164-12 |
150-12 |
14-00 |
8.9% |
1-16 |
1.0% |
52% |
False |
False |
258,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-31 |
|
2.618 |
163-17 |
|
1.618 |
161-14 |
|
1.000 |
160-05 |
|
0.618 |
159-11 |
|
HIGH |
158-02 |
|
0.618 |
157-08 |
|
0.500 |
157-00 |
|
0.382 |
156-25 |
|
LOW |
155-31 |
|
0.618 |
154-22 |
|
1.000 |
153-28 |
|
1.618 |
152-19 |
|
2.618 |
150-16 |
|
4.250 |
147-02 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
157-14 |
157-04 |
| PP |
157-07 |
156-19 |
| S1 |
157-00 |
156-03 |
|