ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
157-00 |
155-11 |
-1-21 |
-1.1% |
153-09 |
| High |
157-00 |
155-20 |
-1-12 |
-0.9% |
157-16 |
| Low |
155-01 |
153-13 |
-1-20 |
-1.0% |
153-05 |
| Close |
155-03 |
153-22 |
-1-13 |
-0.9% |
157-07 |
| Range |
1-31 |
2-07 |
0-08 |
12.7% |
4-11 |
| ATR |
2-00 |
2-01 |
0-00 |
0.8% |
0-00 |
| Volume |
345 |
962 |
617 |
178.8% |
57,707 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-29 |
159-16 |
154-29 |
|
| R3 |
158-22 |
157-09 |
154-10 |
|
| R2 |
156-15 |
156-15 |
154-03 |
|
| R1 |
155-02 |
155-02 |
153-29 |
154-21 |
| PP |
154-08 |
154-08 |
154-08 |
154-01 |
| S1 |
152-27 |
152-27 |
153-15 |
152-14 |
| S2 |
152-01 |
152-01 |
153-09 |
|
| S3 |
149-26 |
150-20 |
153-02 |
|
| S4 |
147-19 |
148-13 |
152-15 |
|
|
| 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 |
153-13 |
4-21 |
3.0% |
2-00 |
1.3% |
6% |
False |
True |
1,576 |
| 10 |
158-02 |
151-21 |
6-13 |
4.2% |
2-08 |
1.5% |
32% |
False |
False |
120,021 |
| 20 |
158-02 |
150-12 |
7-22 |
5.0% |
2-00 |
1.3% |
43% |
False |
False |
316,623 |
| 40 |
158-02 |
150-12 |
7-22 |
5.0% |
1-23 |
1.1% |
43% |
False |
False |
341,003 |
| 60 |
163-19 |
150-12 |
13-07 |
8.6% |
1-19 |
1.0% |
25% |
False |
False |
325,446 |
| 80 |
164-12 |
150-12 |
14-00 |
9.1% |
1-19 |
1.0% |
24% |
False |
False |
322,263 |
| 100 |
164-12 |
150-12 |
14-00 |
9.1% |
1-17 |
1.0% |
24% |
False |
False |
258,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-02 |
|
2.618 |
161-14 |
|
1.618 |
159-07 |
|
1.000 |
157-27 |
|
0.618 |
157-00 |
|
HIGH |
155-20 |
|
0.618 |
154-25 |
|
0.500 |
154-16 |
|
0.382 |
154-08 |
|
LOW |
153-13 |
|
0.618 |
152-01 |
|
1.000 |
151-06 |
|
1.618 |
149-26 |
|
2.618 |
147-19 |
|
4.250 |
143-31 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-16 |
155-24 |
| PP |
154-08 |
155-02 |
| S1 |
153-31 |
154-12 |
|