ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
155-08 |
155-08 |
0-00 |
0.0% |
159-12 |
| High |
155-23 |
155-09 |
-0-14 |
-0.3% |
160-12 |
| Low |
154-18 |
152-11 |
-2-07 |
-1.4% |
154-13 |
| Close |
155-02 |
152-16 |
-2-18 |
-1.7% |
155-02 |
| Range |
1-05 |
2-30 |
1-25 |
154.1% |
5-31 |
| ATR |
2-02 |
2-04 |
0-02 |
3.1% |
0-00 |
| Volume |
253,775 |
295,849 |
42,074 |
16.6% |
1,873,946 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-06 |
160-09 |
154-04 |
|
| R3 |
159-08 |
157-11 |
153-10 |
|
| R2 |
156-10 |
156-10 |
153-01 |
|
| R1 |
154-13 |
154-13 |
152-25 |
153-28 |
| PP |
153-12 |
153-12 |
153-12 |
153-04 |
| S1 |
151-15 |
151-15 |
152-07 |
150-30 |
| S2 |
150-14 |
150-14 |
151-31 |
|
| S3 |
147-16 |
148-17 |
151-22 |
|
| S4 |
144-18 |
145-19 |
150-28 |
|
|
| 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 |
159-11 |
152-11 |
7-00 |
4.6% |
2-04 |
1.4% |
2% |
False |
True |
338,811 |
| 10 |
160-12 |
152-11 |
8-01 |
5.3% |
2-14 |
1.6% |
2% |
False |
True |
409,411 |
| 20 |
160-12 |
151-29 |
8-15 |
5.6% |
2-05 |
1.4% |
7% |
False |
False |
343,728 |
| 40 |
160-12 |
151-29 |
8-15 |
5.6% |
1-27 |
1.2% |
7% |
False |
False |
172,417 |
| 60 |
165-04 |
151-29 |
13-07 |
8.7% |
1-20 |
1.1% |
4% |
False |
False |
114,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-24 |
|
2.618 |
162-31 |
|
1.618 |
160-01 |
|
1.000 |
158-07 |
|
0.618 |
157-03 |
|
HIGH |
155-09 |
|
0.618 |
154-05 |
|
0.500 |
153-26 |
|
0.382 |
153-15 |
|
LOW |
152-11 |
|
0.618 |
150-17 |
|
1.000 |
149-13 |
|
1.618 |
147-19 |
|
2.618 |
144-21 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-26 |
154-07 |
| PP |
153-12 |
153-21 |
| S1 |
152-30 |
153-02 |
|