ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
150-08 |
150-29 |
0-21 |
0.4% |
157-21 |
| High |
150-15 |
151-12 |
0-29 |
0.6% |
158-02 |
| Low |
149-15 |
148-30 |
-0-17 |
-0.4% |
152-16 |
| Close |
150-05 |
149-26 |
-0-11 |
-0.2% |
153-05 |
| Range |
1-00 |
2-14 |
1-14 |
143.8% |
5-18 |
| ATR |
1-27 |
1-29 |
0-01 |
2.3% |
0-00 |
| Volume |
122 |
375 |
253 |
207.4% |
4,489 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
156-01 |
151-05 |
|
| R3 |
154-29 |
153-19 |
150-15 |
|
| R2 |
152-15 |
152-15 |
150-08 |
|
| R1 |
151-05 |
151-05 |
150-01 |
150-19 |
| PP |
150-01 |
150-01 |
150-01 |
149-24 |
| S1 |
148-23 |
148-23 |
149-19 |
148-05 |
| S2 |
147-19 |
147-19 |
149-12 |
|
| S3 |
145-05 |
146-09 |
149-05 |
|
| S4 |
142-23 |
143-27 |
148-15 |
|
|
| 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 |
153-25 |
148-30 |
4-27 |
3.2% |
1-18 |
1.0% |
18% |
False |
True |
461 |
| 10 |
158-02 |
148-30 |
9-04 |
6.1% |
1-27 |
1.2% |
10% |
False |
True |
891 |
| 20 |
158-02 |
148-30 |
9-04 |
6.1% |
1-30 |
1.3% |
10% |
False |
True |
189,950 |
| 40 |
158-02 |
148-30 |
9-04 |
6.1% |
1-24 |
1.2% |
10% |
False |
True |
280,113 |
| 60 |
162-03 |
148-30 |
13-05 |
8.8% |
1-19 |
1.1% |
7% |
False |
True |
296,314 |
| 80 |
164-12 |
148-30 |
15-14 |
10.3% |
1-19 |
1.1% |
6% |
False |
True |
319,764 |
| 100 |
164-12 |
148-30 |
15-14 |
10.3% |
1-18 |
1.0% |
6% |
False |
True |
258,079 |
| 120 |
164-12 |
148-30 |
15-14 |
10.3% |
1-14 |
1.0% |
6% |
False |
True |
215,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-24 |
|
2.618 |
157-24 |
|
1.618 |
155-10 |
|
1.000 |
153-26 |
|
0.618 |
152-28 |
|
HIGH |
151-12 |
|
0.618 |
150-14 |
|
0.500 |
150-05 |
|
0.382 |
149-28 |
|
LOW |
148-30 |
|
0.618 |
147-14 |
|
1.000 |
146-16 |
|
1.618 |
145-00 |
|
2.618 |
142-18 |
|
4.250 |
138-18 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150-05 |
150-08 |
| PP |
150-01 |
150-03 |
| S1 |
149-30 |
149-31 |
|