ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
150-14 |
-0-15 |
-0.3% |
152-20 |
| High |
151-12 |
150-29 |
-0-15 |
-0.3% |
152-20 |
| Low |
148-30 |
149-27 |
0-29 |
0.6% |
148-30 |
| Close |
149-26 |
150-25 |
0-31 |
0.6% |
150-25 |
| Range |
2-14 |
1-02 |
-1-12 |
-56.4% |
3-22 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.0% |
0-00 |
| Volume |
375 |
23 |
-352 |
-93.9% |
2,233 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
153-10 |
151-12 |
|
| R3 |
152-20 |
152-08 |
151-02 |
|
| R2 |
151-18 |
151-18 |
150-31 |
|
| R1 |
151-06 |
151-06 |
150-28 |
151-12 |
| PP |
150-16 |
150-16 |
150-16 |
150-20 |
| S1 |
150-04 |
150-04 |
150-22 |
150-10 |
| S2 |
149-14 |
149-14 |
150-19 |
|
| S3 |
148-12 |
149-02 |
150-16 |
|
| S4 |
147-10 |
148-00 |
150-06 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-00 |
152-26 |
|
| R3 |
158-05 |
156-10 |
151-25 |
|
| R2 |
154-15 |
154-15 |
151-15 |
|
| R1 |
152-20 |
152-20 |
151-04 |
151-22 |
| PP |
150-25 |
150-25 |
150-25 |
150-10 |
| S1 |
148-30 |
148-30 |
150-14 |
148-00 |
| S2 |
147-03 |
147-03 |
150-03 |
|
| S3 |
143-13 |
145-08 |
149-25 |
|
| S4 |
139-23 |
141-18 |
148-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-20 |
148-30 |
3-22 |
2.4% |
1-18 |
1.0% |
50% |
False |
False |
446 |
| 10 |
158-02 |
148-30 |
9-04 |
6.1% |
1-22 |
1.1% |
20% |
False |
False |
672 |
| 20 |
158-02 |
148-30 |
9-04 |
6.1% |
1-29 |
1.3% |
20% |
False |
False |
168,893 |
| 40 |
158-02 |
148-30 |
9-04 |
6.1% |
1-24 |
1.2% |
20% |
False |
False |
273,303 |
| 60 |
161-19 |
148-30 |
12-21 |
8.4% |
1-19 |
1.1% |
15% |
False |
False |
290,265 |
| 80 |
164-12 |
148-30 |
15-14 |
10.2% |
1-19 |
1.1% |
12% |
False |
False |
313,370 |
| 100 |
164-12 |
148-30 |
15-14 |
10.2% |
1-18 |
1.0% |
12% |
False |
False |
258,079 |
| 120 |
164-12 |
148-30 |
15-14 |
10.2% |
1-14 |
1.0% |
12% |
False |
False |
215,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-14 |
|
2.618 |
153-22 |
|
1.618 |
152-20 |
|
1.000 |
151-31 |
|
0.618 |
151-18 |
|
HIGH |
150-29 |
|
0.618 |
150-16 |
|
0.500 |
150-12 |
|
0.382 |
150-08 |
|
LOW |
149-27 |
|
0.618 |
149-06 |
|
1.000 |
148-25 |
|
1.618 |
148-04 |
|
2.618 |
147-02 |
|
4.250 |
145-10 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150-21 |
150-18 |
| PP |
150-16 |
150-12 |
| S1 |
150-12 |
150-05 |
|