ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
153-11 |
152-20 |
-0-23 |
-0.5% |
157-21 |
| High |
153-25 |
152-20 |
-1-05 |
-0.8% |
158-02 |
| Low |
152-24 |
150-22 |
-2-02 |
-1.4% |
152-16 |
| Close |
153-05 |
150-23 |
-2-14 |
-1.6% |
153-05 |
| Range |
1-01 |
1-30 |
0-29 |
87.9% |
5-18 |
| ATR |
1-29 |
1-31 |
0-01 |
2.1% |
0-00 |
| Volume |
95 |
864 |
769 |
809.5% |
4,489 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-05 |
155-28 |
151-25 |
|
| R3 |
155-07 |
153-30 |
151-08 |
|
| R2 |
153-09 |
153-09 |
151-02 |
|
| R1 |
152-00 |
152-00 |
150-29 |
151-22 |
| PP |
151-11 |
151-11 |
151-11 |
151-06 |
| S1 |
150-02 |
150-02 |
150-17 |
149-24 |
| S2 |
149-13 |
149-13 |
150-12 |
|
| S3 |
147-15 |
148-04 |
150-06 |
|
| S4 |
145-17 |
146-06 |
149-21 |
|
|
| 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 |
157-00 |
150-22 |
6-10 |
4.2% |
1-24 |
1.2% |
0% |
False |
True |
551 |
| 10 |
158-02 |
150-22 |
7-12 |
4.9% |
2-03 |
1.4% |
0% |
False |
True |
2,233 |
| 20 |
158-02 |
150-12 |
7-22 |
5.1% |
1-30 |
1.3% |
4% |
False |
False |
248,505 |
| 40 |
158-02 |
150-12 |
7-22 |
5.1% |
1-24 |
1.2% |
4% |
False |
False |
316,008 |
| 60 |
163-19 |
150-12 |
13-07 |
8.8% |
1-19 |
1.1% |
3% |
False |
False |
312,304 |
| 80 |
164-12 |
150-12 |
14-00 |
9.3% |
1-19 |
1.1% |
2% |
False |
False |
321,945 |
| 100 |
164-12 |
150-12 |
14-00 |
9.3% |
1-17 |
1.0% |
2% |
False |
False |
258,066 |
| 120 |
164-12 |
150-12 |
14-00 |
9.3% |
1-14 |
0.9% |
2% |
False |
False |
215,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-28 |
|
2.618 |
157-22 |
|
1.618 |
155-24 |
|
1.000 |
154-18 |
|
0.618 |
153-26 |
|
HIGH |
152-20 |
|
0.618 |
151-28 |
|
0.500 |
151-21 |
|
0.382 |
151-14 |
|
LOW |
150-22 |
|
0.618 |
149-16 |
|
1.000 |
148-24 |
|
1.618 |
147-18 |
|
2.618 |
145-20 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151-21 |
152-12 |
| PP |
151-11 |
151-26 |
| S1 |
151-01 |
151-08 |
|