ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
147-29 |
149-03 |
1-06 |
0.8% |
152-07 |
| High |
149-10 |
150-01 |
0-23 |
0.5% |
152-11 |
| Low |
146-26 |
148-06 |
1-12 |
0.9% |
146-20 |
| Close |
148-30 |
149-14 |
0-16 |
0.3% |
147-02 |
| Range |
2-16 |
1-27 |
-0-21 |
-26.3% |
5-23 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.1% |
0-00 |
| Volume |
337,410 |
310,166 |
-27,244 |
-8.1% |
1,568,580 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-24 |
153-30 |
150-14 |
|
| R3 |
152-29 |
152-03 |
149-30 |
|
| R2 |
151-02 |
151-02 |
149-25 |
|
| R1 |
150-08 |
150-08 |
149-19 |
150-21 |
| PP |
149-07 |
149-07 |
149-07 |
149-14 |
| S1 |
148-13 |
148-13 |
149-09 |
148-26 |
| S2 |
147-12 |
147-12 |
149-03 |
|
| S3 |
145-17 |
146-18 |
148-30 |
|
| S4 |
143-22 |
144-23 |
148-14 |
|
|
| 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 |
150-01 |
146-10 |
3-23 |
2.5% |
2-09 |
1.5% |
84% |
True |
False |
318,295 |
| 10 |
153-09 |
146-10 |
6-31 |
4.7% |
2-08 |
1.5% |
45% |
False |
False |
310,863 |
| 20 |
160-12 |
146-10 |
14-02 |
9.4% |
2-05 |
1.4% |
22% |
False |
False |
336,224 |
| 40 |
160-12 |
146-10 |
14-02 |
9.4% |
2-02 |
1.4% |
22% |
False |
False |
266,095 |
| 60 |
160-12 |
146-10 |
14-02 |
9.4% |
1-26 |
1.2% |
22% |
False |
False |
177,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-28 |
|
2.618 |
154-27 |
|
1.618 |
153-00 |
|
1.000 |
151-28 |
|
0.618 |
151-05 |
|
HIGH |
150-01 |
|
0.618 |
149-10 |
|
0.500 |
149-04 |
|
0.382 |
148-29 |
|
LOW |
148-06 |
|
0.618 |
147-02 |
|
1.000 |
146-11 |
|
1.618 |
145-07 |
|
2.618 |
143-12 |
|
4.250 |
140-11 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
149-10 |
149-00 |
| PP |
149-07 |
148-19 |
| S1 |
149-04 |
148-06 |
|