ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 01-Mar-2022

Day Change Summary
	Previous	Current
	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	155-17	156-30	1-13	0.9%	155-00
High	157-09	159-22	2-13	1.5%	156-19
Low	154-31	156-10	1-11	0.9%	153-10
Close	156-22	159-05	2-15	1.6%	153-31
Range	2-10	3-12	1-02	45.9%	3-09
ATR	1-26	1-29	0-04	6.2%	0-00
Volume	553,719	631,170	77,451	14.0%	2,111,217

Daily Pivots for day following 01-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	168-16	167-07	161-00
R3	165-04	163-27	160-03
R2	161-24	161-24	159-25
R1	160-15	160-15	159-15	161-04
PP	158-12	158-12	158-12	158-23
S1	157-03	157-03	158-27	157-24
S2	155-00	155-00	158-17
S3	151-20	153-23	158-07
S4	148-08	150-11	157-10

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	159-22	153-10	6-12	4.0%	2-08	1.4%	92%	True	False	570,059
10	159-22	151-29	7-25	4.9%	1-30	1.2%	93%	True	False	340,793
20	159-22	151-29	7-25	4.9%	1-28	1.2%	93%	True	False	171,582
40	162-01	151-29	10-04	6.4%	1-20	1.0%	72%	False	False	85,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 54 trading days

Fibonacci Retracements and Extensions
4.250	174-01
2.618	168-17
1.618	165-05
1.000	163-02
0.618	161-25
HIGH	159-22
0.618	158-13
0.500	158-00
0.382	157-19
LOW	156-10
0.618	154-07
1.000	152-30
1.618	150-27
2.618	147-15
4.250	141-31

Fisher Pivots for day following 01-Mar-2022
Pivot	1 day	3 day
R1	158-25	158-09
PP	158-12	157-12
S1	158-00	156-16

Download as Excel Spreadsheet

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

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