ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
151-21 |
152-07 |
0-18 |
0.4% |
155-08 |
| High |
152-27 |
152-11 |
-0-16 |
-0.3% |
155-09 |
| Low |
151-14 |
149-13 |
-2-01 |
-1.3% |
150-27 |
| Close |
152-15 |
149-20 |
-2-27 |
-1.9% |
152-15 |
| Range |
1-13 |
2-30 |
1-17 |
108.9% |
4-14 |
| ATR |
2-01 |
2-03 |
0-02 |
3.7% |
0-00 |
| Volume |
238,830 |
285,423 |
46,593 |
19.5% |
1,501,013 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-09 |
157-12 |
151-08 |
|
| R3 |
156-11 |
154-14 |
150-14 |
|
| R2 |
153-13 |
153-13 |
150-05 |
|
| R1 |
151-16 |
151-16 |
149-29 |
151-00 |
| PP |
150-15 |
150-15 |
150-15 |
150-06 |
| S1 |
148-18 |
148-18 |
149-11 |
148-02 |
| S2 |
147-17 |
147-17 |
149-03 |
|
| S3 |
144-19 |
145-20 |
148-26 |
|
| S4 |
141-21 |
142-22 |
148-00 |
|
|
| 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 |
153-13 |
149-13 |
4-00 |
2.7% |
1-31 |
1.3% |
5% |
False |
True |
298,117 |
| 10 |
159-11 |
149-13 |
9-30 |
6.6% |
2-01 |
1.4% |
2% |
False |
True |
318,464 |
| 20 |
160-12 |
149-13 |
10-31 |
7.3% |
2-07 |
1.5% |
2% |
False |
True |
412,482 |
| 40 |
160-12 |
149-13 |
10-31 |
7.3% |
1-30 |
1.3% |
2% |
False |
True |
209,662 |
| 60 |
163-17 |
149-13 |
14-04 |
9.4% |
1-22 |
1.1% |
2% |
False |
True |
139,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-26 |
|
2.618 |
160-01 |
|
1.618 |
157-03 |
|
1.000 |
155-09 |
|
0.618 |
154-05 |
|
HIGH |
152-11 |
|
0.618 |
151-07 |
|
0.500 |
150-28 |
|
0.382 |
150-17 |
|
LOW |
149-13 |
|
0.618 |
147-19 |
|
1.000 |
146-15 |
|
1.618 |
144-21 |
|
2.618 |
141-23 |
|
4.250 |
136-30 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150-28 |
151-11 |
| PP |
150-15 |
150-25 |
| S1 |
150-01 |
150-06 |
|