ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
155-08 |
155-08 |
0-00 |
0.0% |
159-12 |
| High |
156-03 |
155-23 |
-0-12 |
-0.2% |
160-12 |
| Low |
154-13 |
154-18 |
0-05 |
0.1% |
154-13 |
| Close |
154-23 |
155-02 |
0-11 |
0.2% |
155-02 |
| Range |
1-22 |
1-05 |
-0-17 |
-31.5% |
5-31 |
| ATR |
2-04 |
2-02 |
-0-02 |
-3.3% |
0-00 |
| Volume |
373,414 |
253,775 |
-119,639 |
-32.0% |
1,873,946 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-19 |
157-31 |
155-22 |
|
| R3 |
157-14 |
156-26 |
155-12 |
|
| R2 |
156-09 |
156-09 |
155-09 |
|
| R1 |
155-21 |
155-21 |
155-05 |
155-12 |
| PP |
155-04 |
155-04 |
155-04 |
154-31 |
| S1 |
154-16 |
154-16 |
154-31 |
154-08 |
| S2 |
153-31 |
153-31 |
154-27 |
|
| S3 |
152-26 |
153-11 |
154-24 |
|
| S4 |
151-21 |
152-06 |
154-14 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-17 |
170-24 |
158-11 |
|
| R3 |
168-18 |
164-25 |
156-23 |
|
| R2 |
162-19 |
162-19 |
156-05 |
|
| R1 |
158-26 |
158-26 |
155-20 |
157-23 |
| PP |
156-20 |
156-20 |
156-20 |
156-02 |
| S1 |
152-27 |
152-27 |
154-16 |
151-24 |
| S2 |
150-21 |
150-21 |
153-31 |
|
| S3 |
144-22 |
146-28 |
153-13 |
|
| S4 |
138-23 |
140-29 |
151-25 |
|
|
| 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 |
3.8% |
2-01 |
1.3% |
11% |
False |
False |
374,789 |
| 10 |
160-12 |
154-13 |
5-31 |
3.8% |
2-12 |
1.5% |
11% |
False |
False |
435,198 |
| 20 |
160-12 |
151-29 |
8-15 |
5.5% |
2-04 |
1.4% |
37% |
False |
False |
329,456 |
| 40 |
160-12 |
151-29 |
8-15 |
5.5% |
1-26 |
1.2% |
37% |
False |
False |
165,067 |
| 60 |
165-04 |
151-29 |
13-07 |
8.5% |
1-19 |
1.0% |
24% |
False |
False |
110,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-20 |
|
2.618 |
158-24 |
|
1.618 |
157-19 |
|
1.000 |
156-28 |
|
0.618 |
156-14 |
|
HIGH |
155-23 |
|
0.618 |
155-09 |
|
0.500 |
155-04 |
|
0.382 |
155-00 |
|
LOW |
154-18 |
|
0.618 |
153-27 |
|
1.000 |
153-13 |
|
1.618 |
152-22 |
|
2.618 |
151-17 |
|
4.250 |
149-21 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-04 |
156-01 |
| PP |
155-04 |
155-23 |
| S1 |
155-03 |
155-12 |
|