ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
151-24 |
151-21 |
-0-03 |
-0.1% |
155-08 |
| High |
153-09 |
152-27 |
-0-14 |
-0.3% |
155-09 |
| Low |
151-00 |
151-14 |
0-14 |
0.3% |
150-27 |
| Close |
151-14 |
152-15 |
1-01 |
0.7% |
152-15 |
| Range |
2-09 |
1-13 |
-0-28 |
-38.4% |
4-14 |
| ATR |
2-02 |
2-01 |
-0-02 |
-2.3% |
0-00 |
| Volume |
325,539 |
238,830 |
-86,709 |
-26.6% |
1,501,013 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-15 |
155-28 |
153-08 |
|
| R3 |
155-02 |
154-15 |
152-27 |
|
| R2 |
153-21 |
153-21 |
152-23 |
|
| R1 |
153-02 |
153-02 |
152-19 |
153-12 |
| PP |
152-08 |
152-08 |
152-08 |
152-13 |
| S1 |
151-21 |
151-21 |
152-11 |
151-30 |
| S2 |
150-27 |
150-27 |
152-07 |
|
| S3 |
149-14 |
150-08 |
152-03 |
|
| S4 |
148-01 |
148-27 |
151-22 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-06 |
163-24 |
154-29 |
|
| R3 |
161-24 |
159-10 |
153-22 |
|
| R2 |
157-10 |
157-10 |
153-09 |
|
| R1 |
154-28 |
154-28 |
152-28 |
153-28 |
| PP |
152-28 |
152-28 |
152-28 |
152-12 |
| S1 |
150-14 |
150-14 |
152-02 |
149-14 |
| S2 |
148-14 |
148-14 |
151-21 |
|
| S3 |
144-00 |
146-00 |
151-08 |
|
| S4 |
139-18 |
141-18 |
150-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-09 |
150-27 |
4-14 |
2.9% |
1-31 |
1.3% |
37% |
False |
False |
300,202 |
| 10 |
160-12 |
150-27 |
9-17 |
6.3% |
2-00 |
1.3% |
17% |
False |
False |
337,495 |
| 20 |
160-12 |
150-27 |
9-17 |
6.3% |
2-05 |
1.4% |
17% |
False |
False |
401,319 |
| 40 |
160-12 |
150-27 |
9-17 |
6.3% |
1-28 |
1.2% |
17% |
False |
False |
202,529 |
| 60 |
163-18 |
150-27 |
12-23 |
8.3% |
1-21 |
1.1% |
13% |
False |
False |
135,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-26 |
|
2.618 |
156-17 |
|
1.618 |
155-04 |
|
1.000 |
154-08 |
|
0.618 |
153-23 |
|
HIGH |
152-27 |
|
0.618 |
152-10 |
|
0.500 |
152-04 |
|
0.382 |
151-31 |
|
LOW |
151-14 |
|
0.618 |
150-18 |
|
1.000 |
150-01 |
|
1.618 |
149-05 |
|
2.618 |
147-24 |
|
4.250 |
145-15 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-12 |
152-11 |
| PP |
152-08 |
152-06 |
| S1 |
152-04 |
152-02 |
|