ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
152-09 |
152-15 |
0-06 |
0.1% |
153-08 |
| High |
154-26 |
153-07 |
-1-19 |
-1.0% |
154-26 |
| Low |
152-07 |
151-21 |
-0-18 |
-0.4% |
151-21 |
| Close |
152-14 |
152-08 |
-0-06 |
-0.1% |
152-08 |
| Range |
2-19 |
1-18 |
-1-01 |
-39.8% |
3-05 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.5% |
0-00 |
| Volume |
931,968 |
206,639 |
-725,329 |
-77.8% |
2,943,055 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-02 |
156-07 |
153-04 |
|
| R3 |
155-16 |
154-21 |
152-22 |
|
| R2 |
153-30 |
153-30 |
152-17 |
|
| R1 |
153-03 |
153-03 |
152-13 |
152-24 |
| PP |
152-12 |
152-12 |
152-12 |
152-06 |
| S1 |
151-17 |
151-17 |
152-03 |
151-06 |
| S2 |
150-26 |
150-26 |
151-31 |
|
| S3 |
149-08 |
149-31 |
151-26 |
|
| S4 |
147-22 |
148-13 |
151-12 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-12 |
160-15 |
154-00 |
|
| R3 |
159-07 |
157-10 |
153-04 |
|
| R2 |
156-02 |
156-02 |
152-27 |
|
| R1 |
154-05 |
154-05 |
152-17 |
153-17 |
| PP |
152-29 |
152-29 |
152-29 |
152-19 |
| S1 |
151-00 |
151-00 |
151-31 |
150-12 |
| S2 |
149-24 |
149-24 |
151-21 |
|
| S3 |
146-19 |
147-27 |
151-12 |
|
| S4 |
143-14 |
144-22 |
150-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-26 |
151-20 |
3-06 |
2.1% |
1-26 |
1.2% |
20% |
False |
False |
662,687 |
| 10 |
154-26 |
150-12 |
4-14 |
2.9% |
1-26 |
1.2% |
42% |
False |
False |
544,572 |
| 20 |
156-17 |
150-12 |
6-05 |
4.0% |
1-21 |
1.1% |
30% |
False |
False |
447,322 |
| 40 |
160-18 |
150-12 |
10-06 |
6.7% |
1-17 |
1.0% |
18% |
False |
False |
409,489 |
| 60 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
13% |
False |
False |
376,231 |
| 80 |
164-12 |
150-12 |
14-00 |
9.2% |
1-16 |
1.0% |
13% |
False |
False |
321,773 |
| 100 |
164-12 |
150-12 |
14-00 |
9.2% |
1-13 |
0.9% |
13% |
False |
False |
257,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
157-10 |
|
1.618 |
155-24 |
|
1.000 |
154-25 |
|
0.618 |
154-06 |
|
HIGH |
153-07 |
|
0.618 |
152-20 |
|
0.500 |
152-14 |
|
0.382 |
152-08 |
|
LOW |
151-21 |
|
0.618 |
150-22 |
|
1.000 |
150-03 |
|
1.618 |
149-04 |
|
2.618 |
147-18 |
|
4.250 |
145-00 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-14 |
153-08 |
| PP |
152-12 |
152-29 |
| S1 |
152-10 |
152-18 |
|