ECBOT 30 Year Treasury Bond Future June 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 156-26 159-12 2-18 1.6% 155-17
High 159-25 160-12 0-19 0.4% 159-25
Low 156-20 157-30 1-10 0.8% 154-31
Close 159-10 159-25 0-15 0.3% 159-10
Range 3-05 2-14 -0-23 -22.8% 4-26
ATR 2-02 2-03 0-01 1.3% 0-00
Volume 442,134 475,737 33,603 7.6% 2,478,041
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 166-22 165-21 161-04
R3 164-08 163-07 160-14
R2 161-26 161-26 160-07
R1 160-25 160-25 160-00 161-10
PP 159-12 159-12 159-12 159-20
S1 158-11 158-11 159-18 158-28
S2 156-30 156-30 159-11
S3 154-16 155-29 159-04
S4 152-02 153-15 158-14
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 172-15 170-22 161-31
R3 167-21 165-28 160-20
R2 162-27 162-27 160-06
R1 161-02 161-02 159-24 161-30
PP 158-01 158-01 158-01 158-15
S1 156-08 156-08 158-28 157-04
S2 153-07 153-07 158-14
S3 148-13 151-14 158-00
S4 143-19 146-20 156-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-12 155-19 4-25 3.0% 2-24 1.7% 88% True False 480,011
10 160-12 153-10 7-02 4.4% 2-12 1.5% 92% True False 506,499
20 160-12 151-29 8-15 5.3% 2-00 1.3% 93% True False 259,907
40 160-12 151-29 8-15 5.3% 1-23 1.1% 93% True False 130,123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170-24
2.618 166-24
1.618 164-10
1.000 162-26
0.618 161-28
HIGH 160-12
0.618 159-14
0.500 159-05
0.382 158-28
LOW 157-30
0.618 156-14
1.000 155-16
1.618 154-00
2.618 151-18
4.250 147-18
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 159-18 159-08
PP 159-12 158-22
S1 159-05 158-04

These figures are updated between 7pm and 10pm EST after a trading day.

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