ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
153-03 |
152-09 |
-0-26 |
-0.5% |
152-24 |
| High |
153-12 |
154-26 |
1-14 |
0.9% |
153-15 |
| Low |
152-02 |
152-07 |
0-05 |
0.1% |
150-12 |
| Close |
152-18 |
152-14 |
-0-04 |
-0.1% |
153-01 |
| Range |
1-10 |
2-19 |
1-09 |
97.6% |
3-03 |
| ATR |
1-19 |
1-21 |
0-02 |
4.5% |
0-00 |
| Volume |
950,229 |
931,968 |
-18,261 |
-1.9% |
1,963,990 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-30 |
159-09 |
153-28 |
|
| R3 |
158-11 |
156-22 |
153-05 |
|
| R2 |
155-24 |
155-24 |
152-29 |
|
| R1 |
154-03 |
154-03 |
152-22 |
154-30 |
| PP |
153-05 |
153-05 |
153-05 |
153-18 |
| S1 |
151-16 |
151-16 |
152-06 |
152-10 |
| S2 |
150-18 |
150-18 |
151-31 |
|
| S3 |
147-31 |
148-29 |
151-23 |
|
| S4 |
145-12 |
146-10 |
151-00 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-18 |
160-13 |
154-23 |
|
| R3 |
158-15 |
157-10 |
153-28 |
|
| R2 |
155-12 |
155-12 |
153-19 |
|
| R1 |
154-07 |
154-07 |
153-10 |
154-26 |
| PP |
152-09 |
152-09 |
152-09 |
152-19 |
| S1 |
151-04 |
151-04 |
152-24 |
151-22 |
| S2 |
149-06 |
149-06 |
152-15 |
|
| S3 |
146-03 |
148-01 |
152-06 |
|
| S4 |
143-00 |
144-30 |
151-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-26 |
150-29 |
3-29 |
2.6% |
1-26 |
1.2% |
39% |
True |
False |
705,594 |
| 10 |
154-26 |
150-12 |
4-14 |
2.9% |
1-28 |
1.2% |
46% |
True |
False |
577,921 |
| 20 |
156-17 |
150-12 |
6-05 |
4.0% |
1-22 |
1.1% |
34% |
False |
False |
456,433 |
| 40 |
160-28 |
150-12 |
10-16 |
6.9% |
1-17 |
1.0% |
20% |
False |
False |
410,788 |
| 60 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
15% |
False |
False |
384,137 |
| 80 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
15% |
False |
False |
319,194 |
| 100 |
164-12 |
150-12 |
14-00 |
9.2% |
1-12 |
0.9% |
15% |
False |
False |
255,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-27 |
|
2.618 |
161-19 |
|
1.618 |
159-00 |
|
1.000 |
157-13 |
|
0.618 |
156-13 |
|
HIGH |
154-26 |
|
0.618 |
153-26 |
|
0.500 |
153-16 |
|
0.382 |
153-07 |
|
LOW |
152-07 |
|
0.618 |
150-20 |
|
1.000 |
149-20 |
|
1.618 |
148-01 |
|
2.618 |
145-14 |
|
4.250 |
141-06 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-16 |
153-14 |
| PP |
153-05 |
153-03 |
| S1 |
152-26 |
152-25 |
|