ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
157-21 |
157-00 |
-0-21 |
-0.4% |
153-09 |
| High |
158-02 |
157-00 |
-1-02 |
-0.7% |
157-16 |
| Low |
155-31 |
155-01 |
-0-30 |
-0.6% |
153-05 |
| Close |
157-20 |
155-03 |
-2-17 |
-1.6% |
157-07 |
| Range |
2-03 |
1-31 |
-0-04 |
-6.0% |
4-11 |
| ATR |
1-31 |
2-00 |
0-01 |
2.3% |
0-00 |
| Volume |
2,594 |
345 |
-2,249 |
-86.7% |
57,707 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-20 |
160-10 |
156-06 |
|
| R3 |
159-21 |
158-11 |
155-20 |
|
| R2 |
157-22 |
157-22 |
155-15 |
|
| R1 |
156-12 |
156-12 |
155-09 |
156-02 |
| PP |
155-23 |
155-23 |
155-23 |
155-17 |
| S1 |
154-13 |
154-13 |
154-29 |
154-02 |
| S2 |
153-24 |
153-24 |
154-23 |
|
| S3 |
151-25 |
152-14 |
154-18 |
|
| S4 |
149-26 |
150-15 |
154-00 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-00 |
167-14 |
159-19 |
|
| R3 |
164-21 |
163-03 |
158-13 |
|
| R2 |
160-10 |
160-10 |
158-00 |
|
| R1 |
158-24 |
158-24 |
157-20 |
159-17 |
| PP |
155-31 |
155-31 |
155-31 |
156-11 |
| S1 |
154-13 |
154-13 |
156-26 |
155-06 |
| S2 |
151-20 |
151-20 |
156-14 |
|
| S3 |
147-09 |
150-02 |
156-01 |
|
| S4 |
142-30 |
145-23 |
154-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-02 |
153-26 |
4-08 |
2.7% |
2-07 |
1.4% |
30% |
False |
False |
2,156 |
| 10 |
158-02 |
151-21 |
6-13 |
4.1% |
2-06 |
1.4% |
54% |
False |
False |
214,948 |
| 20 |
158-02 |
150-12 |
7-22 |
5.0% |
1-30 |
1.3% |
61% |
False |
False |
330,024 |
| 40 |
158-02 |
150-12 |
7-22 |
5.0% |
1-22 |
1.1% |
61% |
False |
False |
350,409 |
| 60 |
163-19 |
150-12 |
13-07 |
8.5% |
1-18 |
1.0% |
36% |
False |
False |
330,715 |
| 80 |
164-12 |
150-12 |
14-00 |
9.0% |
1-18 |
1.0% |
34% |
False |
False |
322,258 |
| 100 |
164-12 |
150-12 |
14-00 |
9.0% |
1-16 |
1.0% |
34% |
False |
False |
258,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-12 |
|
2.618 |
162-05 |
|
1.618 |
160-06 |
|
1.000 |
158-31 |
|
0.618 |
158-07 |
|
HIGH |
157-00 |
|
0.618 |
156-08 |
|
0.500 |
156-00 |
|
0.382 |
155-25 |
|
LOW |
155-01 |
|
0.618 |
153-26 |
|
1.000 |
153-02 |
|
1.618 |
151-27 |
|
2.618 |
149-28 |
|
4.250 |
146-21 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
156-14 |
| PP |
155-23 |
156-00 |
| S1 |
155-13 |
155-17 |
|