ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
150-24 |
150-30 |
0-06 |
0.1% |
153-14 |
| High |
151-16 |
152-17 |
1-01 |
0.7% |
153-30 |
| Low |
150-12 |
150-29 |
0-17 |
0.4% |
150-26 |
| Close |
150-27 |
151-31 |
1-04 |
0.7% |
152-21 |
| Range |
1-04 |
1-20 |
0-16 |
44.4% |
3-04 |
| ATR |
1-19 |
1-19 |
0-00 |
0.5% |
0-00 |
| Volume |
391,691 |
421,171 |
29,480 |
7.5% |
1,898,868 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-22 |
155-30 |
152-28 |
|
| R3 |
155-02 |
154-10 |
152-13 |
|
| R2 |
153-14 |
153-14 |
152-09 |
|
| R1 |
152-22 |
152-22 |
152-04 |
153-02 |
| PP |
151-26 |
151-26 |
151-26 |
152-00 |
| S1 |
151-02 |
151-02 |
151-26 |
151-14 |
| S2 |
150-06 |
150-06 |
151-21 |
|
| S3 |
148-18 |
149-14 |
151-17 |
|
| S4 |
146-30 |
147-26 |
151-02 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-12 |
154-12 |
|
| R3 |
158-23 |
157-08 |
153-16 |
|
| R2 |
155-19 |
155-19 |
153-07 |
|
| R1 |
154-04 |
154-04 |
152-30 |
153-10 |
| PP |
152-15 |
152-15 |
152-15 |
152-02 |
| S1 |
151-00 |
151-00 |
152-12 |
150-06 |
| S2 |
149-11 |
149-11 |
152-03 |
|
| S3 |
146-07 |
147-28 |
151-26 |
|
| S4 |
143-03 |
144-24 |
150-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-15 |
150-12 |
3-03 |
2.0% |
1-27 |
1.2% |
52% |
False |
False |
426,458 |
| 10 |
155-13 |
150-12 |
5-01 |
3.3% |
1-22 |
1.1% |
32% |
False |
False |
389,149 |
| 20 |
156-19 |
150-12 |
6-07 |
4.1% |
1-19 |
1.0% |
26% |
False |
False |
377,713 |
| 40 |
161-19 |
150-12 |
11-07 |
7.4% |
1-14 |
0.9% |
14% |
False |
False |
350,952 |
| 60 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
11% |
False |
False |
361,530 |
| 80 |
164-12 |
150-12 |
14-00 |
9.2% |
1-15 |
1.0% |
11% |
False |
False |
280,376 |
| 100 |
164-12 |
150-12 |
14-00 |
9.2% |
1-11 |
0.9% |
11% |
False |
False |
224,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-14 |
|
2.618 |
156-25 |
|
1.618 |
155-05 |
|
1.000 |
154-05 |
|
0.618 |
153-17 |
|
HIGH |
152-17 |
|
0.618 |
151-29 |
|
0.500 |
151-23 |
|
0.382 |
151-17 |
|
LOW |
150-29 |
|
0.618 |
149-29 |
|
1.000 |
149-09 |
|
1.618 |
148-09 |
|
2.618 |
146-21 |
|
4.250 |
144-00 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151-28 |
151-26 |
| PP |
151-26 |
151-20 |
| S1 |
151-23 |
151-14 |
|