ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 15-Mar-2022

Day Change Summary
	Previous	Current
	14-Mar-2022	15-Mar-2022	Change	Change %	Previous Week
Open	155-08	152-17	-2-23	-1.8%	159-12
High	155-09	153-13	-1-28	-1.2%	160-12
Low	152-11	151-28	-0-15	-0.3%	154-13
Close	152-16	152-01	-0-15	-0.3%	155-02
Range	2-30	1-17	-1-13	-47.9%	5-31
ATR	2-04	2-03	-0-01	-2.0%	0-00
Volume	295,849	268,199	-27,650	-9.3%	1,873,946

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	157-01	156-02	152-28
R3	155-16	154-17	152-14
R2	153-31	153-31	152-10
R1	153-00	153-00	152-05	152-23
PP	152-14	152-14	152-14	152-10
S1	151-15	151-15	151-29	151-06
S2	150-29	150-29	151-24
S3	149-12	149-30	151-20
S4	147-27	148-13	151-06

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	174-17	170-24	158-11
R3	168-18	164-25	156-23
R2	162-19	162-19	156-05
R1	158-26	158-26	155-20	157-23
PP	156-20	156-20	156-20	156-02
S1	152-27	152-27	154-16	151-24
S2	150-21	150-21	153-31
S3	144-22	146-28	153-13
S4	138-23	140-29	151-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-21	151-28	5-25	3.8%	1-30	1.3%	3%	False	True	307,428
10	160-12	151-28	8-16	5.6%	2-08	1.5%	2%	False	True	373,114
20	160-12	151-28	8-16	5.6%	2-03	1.4%	2%	False	True	356,953
40	160-12	151-28	8-16	5.6%	1-27	1.2%	2%	False	True	179,120
60	165-04	151-28	13-08	8.7%	1-20	1.1%	1%	False	True	119,466

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-29
2.618	157-13
1.618	155-28
1.000	154-30
0.618	154-11
HIGH	153-13
0.618	152-26
0.500	152-20
0.382	152-15
LOW	151-28
0.618	150-30
1.000	150-11
1.618	149-13
2.618	147-28
4.250	145-12

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	152-20	153-26
PP	152-14	153-07
S1	152-08	152-20

Download as Excel Spreadsheet

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

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