ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 16-Mar-2022

Day Change Summary
	Previous	Current
	15-Mar-2022	16-Mar-2022	Change	Change %	Previous Week
Open	152-17	152-07	-0-10	-0.2%	159-12
High	153-13	152-15	-0-30	-0.6%	160-12
Low	151-28	150-27	-1-01	-0.7%	154-13
Close	152-01	151-26	-0-07	-0.1%	155-02
Range	1-17	1-20	0-03	6.1%	5-31
ATR	2-03	2-01	-0-01	-1.6%	0-00
Volume	268,199	372,596	104,397	38.9%	1,873,946

Daily Pivots for day following 16-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	156-19	155-26	152-23
R3	154-31	154-06	152-08
R2	153-11	153-11	152-04
R1	152-18	152-18	151-31	152-04
PP	151-23	151-23	151-23	151-16
S1	150-30	150-30	151-21	150-16
S2	150-03	150-03	151-16
S3	148-15	149-10	151-12
S4	146-27	147-22	150-29

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	156-03	150-27	5-08	3.5%	1-25	1.2%	18%	False	True	312,766
10	160-12	150-27	9-17	6.3%	2-02	1.4%	10%	False	True	361,584
20	160-12	150-27	9-17	6.3%	2-03	1.4%	10%	False	True	374,904
40	160-12	150-27	9-17	6.3%	1-27	1.2%	10%	False	True	188,428
60	165-04	150-27	14-09	9.4%	1-20	1.1%	7%	False	True	125,675

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	159-12
2.618	156-23
1.618	155-03
1.000	154-03
0.618	153-15
HIGH	152-15
0.618	151-27
0.500	151-21
0.382	151-15
LOW	150-27
0.618	149-27
1.000	149-07
1.618	148-07
2.618	146-19
4.250	143-30

Fisher Pivots for day following 16-Mar-2022
Pivot	1 day	3 day
R1	151-24	153-02
PP	151-23	152-21
S1	151-21	152-07

Download as Excel Spreadsheet

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

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