ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 04-Mar-2022

Day Change Summary
	Previous	Current
	03-Mar-2022	04-Mar-2022	Change	Change %	Previous Week
Open	156-07	156-26	0-19	0.4%	155-17
High	157-04	159-25	2-21	1.7%	159-25
Low	155-29	156-20	0-23	0.5%	154-31
Close	156-25	159-10	2-17	1.6%	159-10
Range	1-07	3-05	1-30	159.0%	4-26
ATR	1-31	2-02	0-03	4.3%	0-00
Volume	363,122	442,134	79,012	21.8%	2,478,041

Daily Pivots for day following 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	168-01	166-27	161-02
R3	164-28	163-22	160-06
R2	161-23	161-23	159-29
R1	160-17	160-17	159-19	161-04
PP	158-18	158-18	158-18	158-28
S1	157-12	157-12	159-01	157-31
S2	155-13	155-13	158-23
S3	152-08	154-07	158-14
S4	149-03	151-02	157-18

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	172-15	170-22	161-31
R3	167-21	165-28	160-20
R2	162-27	162-27	160-06
R1	161-02	161-02	159-24	161-30
PP	158-01	158-01	158-01	158-15
S1	156-08	156-08	158-28	157-04
S2	153-07	153-07	158-14
S3	148-13	151-14	158-00
S4	143-19	146-20	156-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-25	154-31	4-26	3.0%	2-23	1.7%	90%	True	False	495,608
10	159-25	153-07	6-18	4.1%	2-10	1.4%	93%	True	False	465,143
20	159-25	151-29	7-28	4.9%	2-00	1.3%	94%	True	False	236,165
40	159-25	151-29	7-28	4.9%	1-22	1.1%	94%	True	False	118,231

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	0-15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173-06
2.618	168-01
1.618	164-28
1.000	162-30
0.618	161-23
HIGH	159-25
0.618	158-18
0.500	158-06
0.382	157-27
LOW	156-20
0.618	154-22
1.000	153-15
1.618	151-17
2.618	148-12
4.250	143-07

Fisher Pivots for day following 04-Mar-2022
Pivot	1 day	3 day
R1	158-30	158-25
PP	158-18	158-07
S1	158-06	157-22

Download as Excel Spreadsheet

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

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