ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 03-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
156-24 |
154-23 |
-2-01 |
-1.3% |
153-08 |
High |
157-02 |
155-07 |
-1-27 |
-1.2% |
154-26 |
Low |
153-26 |
154-04 |
0-10 |
0.2% |
151-21 |
Close |
154-18 |
154-29 |
0-11 |
0.2% |
152-08 |
Range |
3-08 |
1-03 |
-2-05 |
-66.3% |
3-05 |
ATR |
1-30 |
1-28 |
-0-02 |
-3.1% |
0-00 |
Volume |
3,861 |
1,764 |
-2,097 |
-54.3% |
2,943,055 |
|
Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-01 |
157-18 |
155-16 |
|
R3 |
156-30 |
156-15 |
155-07 |
|
R2 |
155-27 |
155-27 |
155-03 |
|
R1 |
155-12 |
155-12 |
155-00 |
155-20 |
PP |
154-24 |
154-24 |
154-24 |
154-28 |
S1 |
154-09 |
154-09 |
154-26 |
154-16 |
S2 |
153-21 |
153-21 |
154-23 |
|
S3 |
152-18 |
153-06 |
154-19 |
|
S4 |
151-15 |
152-03 |
154-10 |
|
|
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 |
157-16 |
151-21 |
5-27 |
3.8% |
2-07 |
1.4% |
56% |
False |
False |
52,425 |
10 |
157-16 |
150-29 |
6-19 |
4.3% |
2-00 |
1.3% |
61% |
False |
False |
379,009 |
20 |
157-16 |
150-12 |
7-04 |
4.6% |
1-28 |
1.2% |
64% |
False |
False |
382,630 |
40 |
157-16 |
150-12 |
7-04 |
4.6% |
1-20 |
1.0% |
64% |
False |
False |
381,130 |
60 |
163-19 |
150-12 |
13-07 |
8.5% |
1-17 |
1.0% |
34% |
False |
False |
347,908 |
80 |
164-12 |
150-12 |
14-00 |
9.0% |
1-17 |
1.0% |
32% |
False |
False |
322,417 |
100 |
164-12 |
150-12 |
14-00 |
9.0% |
1-15 |
0.9% |
32% |
False |
False |
257,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-28 |
2.618 |
158-03 |
1.618 |
157-00 |
1.000 |
156-10 |
0.618 |
155-29 |
HIGH |
155-07 |
0.618 |
154-26 |
0.500 |
154-22 |
0.382 |
154-17 |
LOW |
154-04 |
0.618 |
153-14 |
1.000 |
153-01 |
1.618 |
152-11 |
2.618 |
151-08 |
4.250 |
149-15 |
|
|
Fisher Pivots for day following 03-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
154-26 |
155-21 |
PP |
154-24 |
155-13 |
S1 |
154-22 |
155-05 |
|