ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
152-20 |
151-08 |
-1-12 |
-0.9% |
157-21 |
High |
152-20 |
151-18 |
-1-02 |
-0.7% |
158-02 |
Low |
150-22 |
150-04 |
-0-18 |
-0.4% |
152-16 |
Close |
150-23 |
150-04 |
-0-19 |
-0.4% |
153-05 |
Range |
1-30 |
1-14 |
-0-16 |
-25.8% |
5-18 |
ATR |
1-31 |
1-29 |
-0-01 |
-1.9% |
0-00 |
Volume |
864 |
849 |
-15 |
-1.7% |
4,489 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-29 |
153-31 |
150-29 |
|
R3 |
153-15 |
152-17 |
150-17 |
|
R2 |
152-01 |
152-01 |
150-12 |
|
R1 |
151-03 |
151-03 |
150-08 |
150-27 |
PP |
150-19 |
150-19 |
150-19 |
150-16 |
S1 |
149-21 |
149-21 |
150-00 |
149-13 |
S2 |
149-05 |
149-05 |
149-28 |
|
S3 |
147-23 |
148-07 |
149-23 |
|
S4 |
146-09 |
146-25 |
149-11 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-08 |
167-25 |
156-07 |
|
R3 |
165-22 |
162-07 |
154-22 |
|
R2 |
160-04 |
160-04 |
154-06 |
|
R1 |
156-21 |
156-21 |
153-21 |
155-20 |
PP |
154-18 |
154-18 |
154-18 |
154-02 |
S1 |
151-03 |
151-03 |
152-21 |
150-02 |
S2 |
149-00 |
149-00 |
152-04 |
|
S3 |
143-14 |
145-17 |
151-20 |
|
S4 |
137-28 |
139-31 |
150-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-20 |
150-04 |
5-16 |
3.7% |
1-20 |
1.1% |
0% |
False |
True |
652 |
10 |
158-02 |
150-04 |
7-30 |
5.3% |
1-30 |
1.3% |
0% |
False |
True |
1,404 |
20 |
158-02 |
150-04 |
7-30 |
5.3% |
1-29 |
1.3% |
0% |
False |
True |
225,691 |
40 |
158-02 |
150-04 |
7-30 |
5.3% |
1-24 |
1.2% |
0% |
False |
True |
305,811 |
60 |
163-19 |
150-04 |
13-15 |
9.0% |
1-19 |
1.1% |
0% |
False |
True |
306,412 |
80 |
164-12 |
150-04 |
14-08 |
9.5% |
1-19 |
1.1% |
0% |
False |
True |
321,838 |
100 |
164-12 |
150-04 |
14-08 |
9.5% |
1-18 |
1.0% |
0% |
False |
True |
258,074 |
120 |
164-12 |
150-04 |
14-08 |
9.5% |
1-14 |
1.0% |
0% |
False |
True |
215,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-22 |
2.618 |
155-10 |
1.618 |
153-28 |
1.000 |
153-00 |
0.618 |
152-14 |
HIGH |
151-18 |
0.618 |
151-00 |
0.500 |
150-27 |
0.382 |
150-22 |
LOW |
150-04 |
0.618 |
149-08 |
1.000 |
148-22 |
1.618 |
147-26 |
2.618 |
146-12 |
4.250 |
144-00 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
150-27 |
151-30 |
PP |
150-19 |
151-11 |
S1 |
150-12 |
150-24 |
|