ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
153-26 |
153-11 |
-0-15 |
-0.3% |
157-21 |
| High |
154-01 |
153-25 |
-0-08 |
-0.2% |
158-02 |
| Low |
152-16 |
152-24 |
0-08 |
0.2% |
152-16 |
| Close |
152-26 |
153-05 |
0-11 |
0.2% |
153-05 |
| Range |
1-17 |
1-01 |
-0-16 |
-32.7% |
5-18 |
| ATR |
1-31 |
1-29 |
-0-02 |
-3.4% |
0-00 |
| Volume |
493 |
95 |
-398 |
-80.7% |
4,489 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-10 |
155-25 |
153-23 |
|
| R3 |
155-09 |
154-24 |
153-14 |
|
| R2 |
154-08 |
154-08 |
153-11 |
|
| R1 |
153-23 |
153-23 |
153-08 |
153-15 |
| PP |
153-07 |
153-07 |
153-07 |
153-04 |
| S1 |
152-22 |
152-22 |
153-02 |
152-14 |
| S2 |
152-06 |
152-06 |
152-31 |
|
| S3 |
151-05 |
151-21 |
152-28 |
|
| S4 |
150-04 |
150-20 |
152-19 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-08 |
167-25 |
156-07 |
|
| R3 |
165-22 |
162-07 |
154-22 |
|
| R2 |
160-04 |
160-04 |
154-06 |
|
| R1 |
156-21 |
156-21 |
153-21 |
155-20 |
| PP |
154-18 |
154-18 |
154-18 |
154-02 |
| S1 |
151-03 |
151-03 |
152-21 |
150-02 |
| S2 |
149-00 |
149-00 |
152-04 |
|
| S3 |
143-14 |
145-17 |
151-20 |
|
| S4 |
137-28 |
139-31 |
150-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-02 |
152-16 |
5-18 |
3.6% |
1-25 |
1.2% |
12% |
False |
False |
897 |
| 10 |
158-02 |
152-16 |
5-18 |
3.6% |
2-03 |
1.4% |
12% |
False |
False |
6,219 |
| 20 |
158-02 |
150-12 |
7-22 |
5.0% |
1-31 |
1.3% |
36% |
False |
False |
275,396 |
| 40 |
158-02 |
150-12 |
7-22 |
5.0% |
1-23 |
1.1% |
36% |
False |
False |
324,062 |
| 60 |
163-19 |
150-12 |
13-07 |
8.6% |
1-18 |
1.0% |
21% |
False |
False |
317,298 |
| 80 |
164-12 |
150-12 |
14-00 |
9.1% |
1-18 |
1.0% |
20% |
False |
False |
322,106 |
| 100 |
164-12 |
150-12 |
14-00 |
9.1% |
1-17 |
1.0% |
20% |
False |
False |
258,057 |
| 120 |
164-12 |
150-12 |
14-00 |
9.1% |
1-13 |
0.9% |
20% |
False |
False |
215,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-05 |
|
2.618 |
156-15 |
|
1.618 |
155-14 |
|
1.000 |
154-26 |
|
0.618 |
154-13 |
|
HIGH |
153-25 |
|
0.618 |
153-12 |
|
0.500 |
153-08 |
|
0.382 |
153-05 |
|
LOW |
152-24 |
|
0.618 |
152-04 |
|
1.000 |
151-23 |
|
1.618 |
151-03 |
|
2.618 |
150-02 |
|
4.250 |
148-12 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
154-02 |
| PP |
153-07 |
153-24 |
| S1 |
153-06 |
153-15 |
|