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 |
|
|
|
| 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 |
|