ECBOT 30 Year Treasury Bond Future June 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 154-07 155-17 1-10 0.9% 155-00
High 154-29 157-09 2-12 1.5% 156-19
Low 153-10 154-31 1-21 1.1% 153-10
Close 153-31 156-22 2-23 1.8% 153-31
Range 1-19 2-10 0-23 45.1% 3-09
ATR 1-22 1-26 0-04 6.9% 0-00
Volume 354,373 553,719 199,346 56.3% 2,111,217
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 163-08 162-09 157-31
R3 160-30 159-31 157-10
R2 158-20 158-20 157-04
R1 157-21 157-21 156-29 158-04
PP 156-10 156-10 156-10 156-18
S1 155-11 155-11 156-15 155-26
S2 154-00 154-00 156-08
S3 151-22 153-01 156-02
S4 149-12 150-23 155-13
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 164-15 162-16 155-25
R3 161-06 159-07 154-28
R2 157-29 157-29 154-18
R1 155-30 155-30 154-09 155-09
PP 154-20 154-20 154-20 154-10
S1 152-21 152-21 153-21 152-00
S2 151-11 151-11 153-12
S3 148-02 149-12 153-02
S4 144-25 146-03 152-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-09 153-10 3-31 2.5% 2-00 1.3% 85% True False 532,987
10 157-09 151-29 5-12 3.4% 1-27 1.2% 89% True False 278,045
20 158-15 151-29 6-18 4.2% 1-24 1.1% 73% False False 140,054
40 162-14 151-29 10-17 6.7% 1-18 1.0% 45% False False 70,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167-04
2.618 163-11
1.618 161-01
1.000 159-19
0.618 158-23
HIGH 157-09
0.618 156-13
0.500 156-04
0.382 155-27
LOW 154-31
0.618 153-17
1.000 152-21
1.618 151-07
2.618 148-29
4.250 145-04
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 156-16 156-07
PP 156-10 155-24
S1 156-04 155-10

These figures are updated between 7pm and 10pm EST after a trading day.

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