ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
147-08 |
147-29 |
0-21 |
0.4% |
152-07 |
| High |
148-21 |
149-10 |
0-21 |
0.4% |
152-11 |
| Low |
146-10 |
146-26 |
0-16 |
0.3% |
146-20 |
| Close |
147-20 |
148-30 |
1-10 |
0.9% |
147-02 |
| Range |
2-11 |
2-16 |
0-05 |
6.7% |
5-23 |
| ATR |
2-05 |
2-06 |
0-01 |
1.1% |
0-00 |
| Volume |
328,111 |
337,410 |
9,299 |
2.8% |
1,568,580 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-27 |
154-29 |
150-10 |
|
| R3 |
153-11 |
152-13 |
149-20 |
|
| R2 |
150-27 |
150-27 |
149-13 |
|
| R1 |
149-29 |
149-29 |
149-05 |
150-12 |
| PP |
148-11 |
148-11 |
148-11 |
148-19 |
| S1 |
147-13 |
147-13 |
148-23 |
147-28 |
| S2 |
145-27 |
145-27 |
148-15 |
|
| S3 |
143-11 |
144-29 |
148-08 |
|
| S4 |
140-27 |
142-13 |
147-18 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
162-05 |
150-07 |
|
| R3 |
160-04 |
156-14 |
148-20 |
|
| R2 |
154-13 |
154-13 |
148-04 |
|
| R1 |
150-23 |
150-23 |
147-19 |
149-22 |
| PP |
148-22 |
148-22 |
148-22 |
148-05 |
| S1 |
145-00 |
145-00 |
146-17 |
144-00 |
| S2 |
142-31 |
142-31 |
146-00 |
|
| S3 |
137-08 |
139-09 |
145-16 |
|
| S4 |
131-17 |
133-18 |
143-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-08 |
146-10 |
3-30 |
2.6% |
2-13 |
1.6% |
67% |
False |
False |
325,266 |
| 10 |
153-09 |
146-10 |
6-31 |
4.7% |
2-07 |
1.5% |
38% |
False |
False |
317,106 |
| 20 |
160-12 |
146-10 |
14-02 |
9.4% |
2-08 |
1.5% |
19% |
False |
False |
345,110 |
| 40 |
160-12 |
146-10 |
14-02 |
9.4% |
2-02 |
1.4% |
19% |
False |
False |
258,346 |
| 60 |
162-01 |
146-10 |
15-23 |
10.6% |
1-27 |
1.2% |
17% |
False |
False |
172,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-30 |
|
2.618 |
155-27 |
|
1.618 |
153-11 |
|
1.000 |
151-26 |
|
0.618 |
150-27 |
|
HIGH |
149-10 |
|
0.618 |
148-11 |
|
0.500 |
148-02 |
|
0.382 |
147-25 |
|
LOW |
146-26 |
|
0.618 |
145-09 |
|
1.000 |
144-10 |
|
1.618 |
142-25 |
|
2.618 |
140-09 |
|
4.250 |
136-06 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
148-21 |
148-19 |
| PP |
148-11 |
148-08 |
| S1 |
148-02 |
147-28 |
|