ECBOT 30 Year Treasury Bond Future June 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 |
157-14 |
155-08 |
-2-06 |
-1.4% |
155-17 |
| High |
157-21 |
156-03 |
-1-18 |
-1.0% |
159-25 |
| Low |
155-08 |
154-13 |
-0-27 |
-0.5% |
154-31 |
| Close |
155-22 |
154-23 |
-0-31 |
-0.6% |
159-10 |
| Range |
2-13 |
1-22 |
-0-23 |
-29.9% |
4-26 |
| ATR |
2-05 |
2-04 |
-0-01 |
-1.6% |
0-00 |
| Volume |
345,907 |
373,414 |
27,507 |
8.0% |
2,478,041 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-04 |
159-04 |
155-21 |
|
| R3 |
158-14 |
157-14 |
155-06 |
|
| R2 |
156-24 |
156-24 |
155-01 |
|
| R1 |
155-24 |
155-24 |
154-28 |
155-13 |
| PP |
155-02 |
155-02 |
155-02 |
154-29 |
| S1 |
154-02 |
154-02 |
154-18 |
153-23 |
| S2 |
153-12 |
153-12 |
154-13 |
|
| S3 |
151-22 |
152-12 |
154-08 |
|
| S4 |
150-00 |
150-22 |
153-25 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-15 |
170-22 |
161-31 |
|
| R3 |
167-21 |
165-28 |
160-20 |
|
| R2 |
162-27 |
162-27 |
160-06 |
|
| R1 |
161-02 |
161-02 |
159-24 |
161-30 |
| PP |
158-01 |
158-01 |
158-01 |
158-15 |
| S1 |
156-08 |
156-08 |
158-28 |
157-04 |
| S2 |
153-07 |
153-07 |
158-14 |
|
| S3 |
148-13 |
151-14 |
158-00 |
|
| S4 |
143-19 |
146-20 |
156-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-12 |
154-13 |
5-31 |
3.9% |
2-14 |
1.6% |
5% |
False |
True |
412,461 |
| 10 |
160-12 |
153-10 |
7-02 |
4.6% |
2-13 |
1.6% |
20% |
False |
False |
445,258 |
| 20 |
160-12 |
151-29 |
8-15 |
5.5% |
2-06 |
1.4% |
33% |
False |
False |
317,004 |
| 40 |
160-12 |
151-29 |
8-15 |
5.5% |
1-26 |
1.2% |
33% |
False |
False |
158,725 |
| 60 |
165-04 |
151-29 |
13-07 |
8.5% |
1-19 |
1.0% |
21% |
False |
False |
105,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-08 |
|
2.618 |
160-16 |
|
1.618 |
158-26 |
|
1.000 |
157-25 |
|
0.618 |
157-04 |
|
HIGH |
156-03 |
|
0.618 |
155-14 |
|
0.500 |
155-08 |
|
0.382 |
155-02 |
|
LOW |
154-13 |
|
0.618 |
153-12 |
|
1.000 |
152-23 |
|
1.618 |
151-22 |
|
2.618 |
150-00 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-08 |
156-28 |
| PP |
155-02 |
156-05 |
| S1 |
154-29 |
155-14 |
|