ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
152-07 |
149-31 |
-2-08 |
-1.5% |
155-08 |
| High |
152-11 |
150-03 |
-2-08 |
-1.5% |
155-09 |
| Low |
149-13 |
148-05 |
-1-08 |
-0.8% |
150-27 |
| Close |
149-20 |
148-13 |
-1-07 |
-0.8% |
152-15 |
| Range |
2-30 |
1-30 |
-1-00 |
-34.0% |
4-14 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.5% |
0-00 |
| Volume |
285,423 |
322,346 |
36,923 |
12.9% |
1,501,013 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-16 |
149-15 |
|
| R3 |
152-24 |
151-18 |
148-30 |
|
| R2 |
150-26 |
150-26 |
148-24 |
|
| R1 |
149-20 |
149-20 |
148-19 |
149-08 |
| PP |
148-28 |
148-28 |
148-28 |
148-22 |
| S1 |
147-22 |
147-22 |
148-07 |
147-10 |
| S2 |
146-30 |
146-30 |
148-02 |
|
| S3 |
145-00 |
145-24 |
147-28 |
|
| S4 |
143-02 |
143-26 |
147-11 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-06 |
163-24 |
154-29 |
|
| R3 |
161-24 |
159-10 |
153-22 |
|
| R2 |
157-10 |
157-10 |
153-09 |
|
| R1 |
154-28 |
154-28 |
152-28 |
153-28 |
| PP |
152-28 |
152-28 |
152-28 |
152-12 |
| S1 |
150-14 |
150-14 |
152-02 |
149-14 |
| S2 |
148-14 |
148-14 |
151-21 |
|
| S3 |
144-00 |
146-00 |
151-08 |
|
| S4 |
139-18 |
141-18 |
150-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-09 |
148-05 |
5-04 |
3.5% |
2-01 |
1.4% |
5% |
False |
True |
308,946 |
| 10 |
157-21 |
148-05 |
9-16 |
6.4% |
2-00 |
1.3% |
3% |
False |
True |
308,187 |
| 20 |
160-12 |
148-05 |
12-07 |
8.2% |
2-06 |
1.5% |
2% |
False |
True |
406,308 |
| 40 |
160-12 |
148-05 |
12-07 |
8.2% |
1-30 |
1.3% |
2% |
False |
True |
217,719 |
| 60 |
163-10 |
148-05 |
15-05 |
10.2% |
1-23 |
1.1% |
2% |
False |
True |
145,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-10 |
|
2.618 |
155-05 |
|
1.618 |
153-07 |
|
1.000 |
152-01 |
|
0.618 |
151-09 |
|
HIGH |
150-03 |
|
0.618 |
149-11 |
|
0.500 |
149-04 |
|
0.382 |
148-29 |
|
LOW |
148-05 |
|
0.618 |
146-31 |
|
1.000 |
146-07 |
|
1.618 |
145-01 |
|
2.618 |
143-03 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
149-04 |
150-16 |
| PP |
148-28 |
149-26 |
| S1 |
148-21 |
149-03 |
|