ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
155-11 |
153-26 |
-1-17 |
-1.0% |
153-09 |
| High |
155-20 |
154-01 |
-1-19 |
-1.0% |
157-16 |
| Low |
153-13 |
152-16 |
-0-29 |
-0.6% |
153-05 |
| Close |
153-22 |
152-26 |
-0-28 |
-0.6% |
157-07 |
| Range |
2-07 |
1-17 |
-0-22 |
-31.0% |
4-11 |
| ATR |
2-01 |
1-31 |
-0-01 |
-1.7% |
0-00 |
| Volume |
962 |
493 |
-469 |
-48.8% |
57,707 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
156-25 |
153-21 |
|
| R3 |
156-06 |
155-08 |
153-07 |
|
| R2 |
154-21 |
154-21 |
153-03 |
|
| R1 |
153-23 |
153-23 |
152-30 |
153-14 |
| PP |
153-04 |
153-04 |
153-04 |
152-31 |
| S1 |
152-06 |
152-06 |
152-22 |
151-28 |
| S2 |
151-19 |
151-19 |
152-17 |
|
| S3 |
150-02 |
150-21 |
152-13 |
|
| S4 |
148-17 |
149-04 |
151-31 |
|
|
| 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 |
152-16 |
5-18 |
3.6% |
2-03 |
1.4% |
6% |
False |
True |
1,322 |
| 10 |
158-02 |
151-21 |
6-13 |
4.2% |
2-05 |
1.4% |
18% |
False |
False |
26,874 |
| 20 |
158-02 |
150-12 |
7-22 |
5.0% |
2-01 |
1.3% |
32% |
False |
False |
302,397 |
| 40 |
158-02 |
150-12 |
7-22 |
5.0% |
1-23 |
1.1% |
32% |
False |
False |
332,498 |
| 60 |
163-19 |
150-12 |
13-07 |
8.7% |
1-18 |
1.0% |
18% |
False |
False |
321,711 |
| 80 |
164-12 |
150-12 |
14-00 |
9.2% |
1-19 |
1.0% |
17% |
False |
False |
322,176 |
| 100 |
164-12 |
150-12 |
14-00 |
9.2% |
1-17 |
1.0% |
17% |
False |
False |
258,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-17 |
|
2.618 |
158-01 |
|
1.618 |
156-16 |
|
1.000 |
155-18 |
|
0.618 |
154-31 |
|
HIGH |
154-01 |
|
0.618 |
153-14 |
|
0.500 |
153-08 |
|
0.382 |
153-03 |
|
LOW |
152-16 |
|
0.618 |
151-18 |
|
1.000 |
150-31 |
|
1.618 |
150-01 |
|
2.618 |
148-16 |
|
4.250 |
146-00 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
154-24 |
| PP |
153-04 |
154-03 |
| S1 |
152-31 |
153-15 |
|