ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
149-17 |
149-30 |
0-13 |
0.3% |
147-08 |
| High |
150-13 |
150-02 |
-0-11 |
-0.2% |
150-13 |
| Low |
149-10 |
147-29 |
-1-13 |
-0.9% |
146-10 |
| Close |
150-02 |
149-26 |
-0-08 |
-0.2% |
149-26 |
| Range |
1-03 |
2-05 |
1-02 |
97.1% |
4-03 |
| ATR |
2-03 |
2-03 |
0-00 |
0.2% |
0-00 |
| Volume |
405,107 |
391,832 |
-13,275 |
-3.3% |
1,772,626 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-23 |
154-30 |
151-00 |
|
| R3 |
153-18 |
152-25 |
150-13 |
|
| R2 |
151-13 |
151-13 |
150-07 |
|
| R1 |
150-20 |
150-20 |
150-00 |
149-30 |
| PP |
149-08 |
149-08 |
149-08 |
148-30 |
| S1 |
148-15 |
148-15 |
149-20 |
147-25 |
| S2 |
147-03 |
147-03 |
149-13 |
|
| S3 |
144-30 |
146-10 |
149-07 |
|
| S4 |
142-25 |
144-05 |
148-20 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-04 |
159-18 |
152-02 |
|
| R3 |
157-01 |
155-15 |
150-30 |
|
| R2 |
152-30 |
152-30 |
150-18 |
|
| R1 |
151-12 |
151-12 |
150-06 |
152-05 |
| PP |
148-27 |
148-27 |
148-27 |
149-08 |
| S1 |
147-09 |
147-09 |
149-14 |
148-02 |
| S2 |
144-24 |
144-24 |
149-02 |
|
| S3 |
140-21 |
143-06 |
148-22 |
|
| S4 |
136-18 |
139-03 |
147-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-13 |
146-10 |
4-03 |
2.7% |
2-00 |
1.3% |
85% |
False |
False |
354,525 |
| 10 |
152-11 |
146-10 |
6-01 |
4.0% |
2-07 |
1.5% |
58% |
False |
False |
334,120 |
| 20 |
160-12 |
146-10 |
14-02 |
9.4% |
2-03 |
1.4% |
25% |
False |
False |
335,808 |
| 40 |
160-12 |
146-10 |
14-02 |
9.4% |
2-02 |
1.4% |
25% |
False |
False |
285,986 |
| 60 |
160-12 |
146-10 |
14-02 |
9.4% |
1-26 |
1.2% |
25% |
False |
False |
190,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-07 |
|
2.618 |
155-23 |
|
1.618 |
153-18 |
|
1.000 |
152-07 |
|
0.618 |
151-13 |
|
HIGH |
150-02 |
|
0.618 |
149-08 |
|
0.500 |
149-00 |
|
0.382 |
148-23 |
|
LOW |
147-29 |
|
0.618 |
146-18 |
|
1.000 |
145-24 |
|
1.618 |
144-13 |
|
2.618 |
142-08 |
|
4.250 |
138-24 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
149-17 |
149-19 |
| PP |
149-08 |
149-12 |
| S1 |
149-00 |
149-05 |
|