ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
150-14 |
149-10 |
-1-04 |
-0.7% |
152-20 |
| High |
150-29 |
149-13 |
-1-16 |
-1.0% |
152-20 |
| Low |
149-27 |
147-26 |
-2-01 |
-1.4% |
148-30 |
| Close |
150-25 |
148-03 |
-2-22 |
-1.8% |
150-25 |
| Range |
1-02 |
1-19 |
0-17 |
50.0% |
3-22 |
| ATR |
1-27 |
1-29 |
0-03 |
4.4% |
0-00 |
| Volume |
23 |
175 |
152 |
660.9% |
2,233 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-07 |
152-08 |
148-31 |
|
| R3 |
151-20 |
150-21 |
148-17 |
|
| R2 |
150-01 |
150-01 |
148-12 |
|
| R1 |
149-02 |
149-02 |
148-08 |
148-24 |
| PP |
148-14 |
148-14 |
148-14 |
148-09 |
| S1 |
147-15 |
147-15 |
147-30 |
147-05 |
| S2 |
146-27 |
146-27 |
147-26 |
|
| S3 |
145-08 |
145-28 |
147-21 |
|
| S4 |
143-21 |
144-09 |
147-07 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-00 |
152-26 |
|
| R3 |
158-05 |
156-10 |
151-25 |
|
| R2 |
154-15 |
154-15 |
151-15 |
|
| R1 |
152-20 |
152-20 |
151-04 |
151-22 |
| PP |
150-25 |
150-25 |
150-25 |
150-10 |
| S1 |
148-30 |
148-30 |
150-14 |
148-00 |
| S2 |
147-03 |
147-03 |
150-03 |
|
| S3 |
143-13 |
145-08 |
149-25 |
|
| S4 |
139-23 |
141-18 |
148-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-18 |
147-26 |
3-24 |
2.5% |
1-16 |
1.0% |
8% |
False |
True |
308 |
| 10 |
157-00 |
147-26 |
9-06 |
6.2% |
1-20 |
1.1% |
3% |
False |
True |
430 |
| 20 |
158-02 |
147-26 |
10-08 |
6.9% |
1-29 |
1.3% |
3% |
False |
True |
150,382 |
| 40 |
158-02 |
147-26 |
10-08 |
6.9% |
1-24 |
1.2% |
3% |
False |
True |
262,786 |
| 60 |
161-18 |
147-26 |
13-24 |
9.3% |
1-19 |
1.1% |
2% |
False |
True |
286,382 |
| 80 |
164-12 |
147-26 |
16-18 |
11.2% |
1-19 |
1.1% |
2% |
False |
True |
305,804 |
| 100 |
164-12 |
147-26 |
16-18 |
11.2% |
1-18 |
1.1% |
2% |
False |
True |
258,080 |
| 120 |
164-12 |
147-26 |
16-18 |
11.2% |
1-14 |
1.0% |
2% |
False |
True |
215,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-06 |
|
2.618 |
153-19 |
|
1.618 |
152-00 |
|
1.000 |
151-00 |
|
0.618 |
150-13 |
|
HIGH |
149-13 |
|
0.618 |
148-26 |
|
0.500 |
148-20 |
|
0.382 |
148-13 |
|
LOW |
147-26 |
|
0.618 |
146-26 |
|
1.000 |
146-07 |
|
1.618 |
145-07 |
|
2.618 |
143-20 |
|
4.250 |
141-01 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
148-20 |
149-19 |
| PP |
148-14 |
149-03 |
| S1 |
148-08 |
148-19 |
|