ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
152-17 |
152-07 |
-0-10 |
-0.2% |
159-12 |
| High |
153-13 |
152-15 |
-0-30 |
-0.6% |
160-12 |
| Low |
151-28 |
150-27 |
-1-01 |
-0.7% |
154-13 |
| Close |
152-01 |
151-26 |
-0-07 |
-0.1% |
155-02 |
| Range |
1-17 |
1-20 |
0-03 |
6.1% |
5-31 |
| ATR |
2-03 |
2-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
268,199 |
372,596 |
104,397 |
38.9% |
1,873,946 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
155-26 |
152-23 |
|
| R3 |
154-31 |
154-06 |
152-08 |
|
| R2 |
153-11 |
153-11 |
152-04 |
|
| R1 |
152-18 |
152-18 |
151-31 |
152-04 |
| PP |
151-23 |
151-23 |
151-23 |
151-16 |
| S1 |
150-30 |
150-30 |
151-21 |
150-16 |
| S2 |
150-03 |
150-03 |
151-16 |
|
| S3 |
148-15 |
149-10 |
151-12 |
|
| S4 |
146-27 |
147-22 |
150-29 |
|
|
| 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 |
156-03 |
150-27 |
5-08 |
3.5% |
1-25 |
1.2% |
18% |
False |
True |
312,766 |
| 10 |
160-12 |
150-27 |
9-17 |
6.3% |
2-02 |
1.4% |
10% |
False |
True |
361,584 |
| 20 |
160-12 |
150-27 |
9-17 |
6.3% |
2-03 |
1.4% |
10% |
False |
True |
374,904 |
| 40 |
160-12 |
150-27 |
9-17 |
6.3% |
1-27 |
1.2% |
10% |
False |
True |
188,428 |
| 60 |
165-04 |
150-27 |
14-09 |
9.4% |
1-20 |
1.1% |
7% |
False |
True |
125,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-12 |
|
2.618 |
156-23 |
|
1.618 |
155-03 |
|
1.000 |
154-03 |
|
0.618 |
153-15 |
|
HIGH |
152-15 |
|
0.618 |
151-27 |
|
0.500 |
151-21 |
|
0.382 |
151-15 |
|
LOW |
150-27 |
|
0.618 |
149-27 |
|
1.000 |
149-07 |
|
1.618 |
148-07 |
|
2.618 |
146-19 |
|
4.250 |
143-30 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151-24 |
153-02 |
| PP |
151-23 |
152-21 |
| S1 |
151-21 |
152-07 |
|