ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
149-10 |
146-26 |
-2-16 |
-1.7% |
152-20 |
| High |
149-13 |
147-02 |
-2-11 |
-1.6% |
152-20 |
| Low |
147-26 |
146-10 |
-1-16 |
-1.0% |
148-30 |
| Close |
148-03 |
146-31 |
-1-04 |
-0.8% |
150-25 |
| Range |
1-19 |
0-24 |
-0-27 |
-52.9% |
3-22 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.5% |
0-00 |
| Volume |
175 |
87 |
-88 |
-50.3% |
2,233 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-01 |
148-24 |
147-12 |
|
| R3 |
148-09 |
148-00 |
147-06 |
|
| R2 |
147-17 |
147-17 |
147-03 |
|
| R1 |
147-08 |
147-08 |
147-01 |
147-12 |
| PP |
146-25 |
146-25 |
146-25 |
146-27 |
| S1 |
146-16 |
146-16 |
146-29 |
146-20 |
| S2 |
146-01 |
146-01 |
146-27 |
|
| S3 |
145-09 |
145-24 |
146-24 |
|
| S4 |
144-17 |
145-00 |
146-18 |
|
|
| 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 |
151-12 |
146-10 |
5-02 |
3.4% |
1-12 |
0.9% |
13% |
False |
True |
156 |
| 10 |
155-20 |
146-10 |
9-10 |
6.3% |
1-16 |
1.0% |
7% |
False |
True |
404 |
| 20 |
158-02 |
146-10 |
11-24 |
8.0% |
1-27 |
1.2% |
6% |
False |
True |
107,676 |
| 40 |
158-02 |
146-10 |
11-24 |
8.0% |
1-23 |
1.2% |
6% |
False |
True |
252,312 |
| 60 |
161-11 |
146-10 |
15-01 |
10.2% |
1-19 |
1.1% |
4% |
False |
True |
282,883 |
| 80 |
164-12 |
146-10 |
18-02 |
12.3% |
1-19 |
1.1% |
4% |
False |
True |
300,585 |
| 100 |
164-12 |
146-10 |
18-02 |
12.3% |
1-18 |
1.1% |
4% |
False |
True |
258,077 |
| 120 |
164-12 |
146-10 |
18-02 |
12.3% |
1-14 |
1.0% |
4% |
False |
True |
215,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-08 |
|
2.618 |
149-01 |
|
1.618 |
148-09 |
|
1.000 |
147-26 |
|
0.618 |
147-17 |
|
HIGH |
147-02 |
|
0.618 |
146-25 |
|
0.500 |
146-22 |
|
0.382 |
146-19 |
|
LOW |
146-10 |
|
0.618 |
145-27 |
|
1.000 |
145-18 |
|
1.618 |
145-03 |
|
2.618 |
144-11 |
|
4.250 |
143-04 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
146-28 |
148-20 |
| PP |
146-25 |
148-02 |
| S1 |
146-22 |
147-16 |
|