ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
152-07 |
151-24 |
-0-15 |
-0.3% |
159-12 |
| High |
152-15 |
153-09 |
0-26 |
0.5% |
160-12 |
| Low |
150-27 |
151-00 |
0-05 |
0.1% |
154-13 |
| Close |
151-26 |
151-14 |
-0-12 |
-0.2% |
155-02 |
| Range |
1-20 |
2-09 |
0-21 |
40.4% |
5-31 |
| ATR |
2-01 |
2-02 |
0-01 |
0.8% |
0-00 |
| Volume |
372,596 |
325,539 |
-47,057 |
-12.6% |
1,873,946 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-24 |
157-12 |
152-22 |
|
| R3 |
156-15 |
155-03 |
152-02 |
|
| R2 |
154-06 |
154-06 |
151-27 |
|
| R1 |
152-26 |
152-26 |
151-21 |
152-12 |
| PP |
151-29 |
151-29 |
151-29 |
151-22 |
| S1 |
150-17 |
150-17 |
151-07 |
150-02 |
| S2 |
149-20 |
149-20 |
151-01 |
|
| S3 |
147-11 |
148-08 |
150-26 |
|
| S4 |
145-02 |
145-31 |
150-06 |
|
|
| 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 |
155-23 |
150-27 |
4-28 |
3.2% |
1-29 |
1.3% |
12% |
False |
False |
303,191 |
| 10 |
160-12 |
150-27 |
9-17 |
6.3% |
2-05 |
1.4% |
6% |
False |
False |
357,826 |
| 20 |
160-12 |
150-27 |
9-17 |
6.3% |
2-05 |
1.4% |
6% |
False |
False |
390,435 |
| 40 |
160-12 |
150-27 |
9-17 |
6.3% |
1-28 |
1.2% |
6% |
False |
False |
196,564 |
| 60 |
164-02 |
150-27 |
13-07 |
8.7% |
1-21 |
1.1% |
4% |
False |
False |
131,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-31 |
|
2.618 |
159-08 |
|
1.618 |
156-31 |
|
1.000 |
155-18 |
|
0.618 |
154-22 |
|
HIGH |
153-09 |
|
0.618 |
152-13 |
|
0.500 |
152-04 |
|
0.382 |
151-28 |
|
LOW |
151-00 |
|
0.618 |
149-19 |
|
1.000 |
148-23 |
|
1.618 |
147-10 |
|
2.618 |
145-01 |
|
4.250 |
141-10 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-04 |
152-04 |
| PP |
151-29 |
151-29 |
| S1 |
151-22 |
151-21 |
|