ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
149-31 |
148-11 |
-1-20 |
-1.1% |
155-08 |
| High |
150-03 |
150-08 |
0-05 |
0.1% |
155-09 |
| Low |
148-05 |
147-21 |
-0-16 |
-0.3% |
150-27 |
| Close |
148-13 |
149-17 |
1-04 |
0.8% |
152-15 |
| Range |
1-30 |
2-19 |
0-21 |
33.9% |
4-14 |
| ATR |
2-03 |
2-04 |
0-01 |
1.8% |
0-00 |
| Volume |
322,346 |
345,023 |
22,677 |
7.0% |
1,501,013 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-30 |
155-26 |
150-31 |
|
| R3 |
154-11 |
153-07 |
150-08 |
|
| R2 |
151-24 |
151-24 |
150-00 |
|
| R1 |
150-20 |
150-20 |
149-25 |
151-06 |
| PP |
149-05 |
149-05 |
149-05 |
149-14 |
| S1 |
148-01 |
148-01 |
149-09 |
148-19 |
| S2 |
146-18 |
146-18 |
149-02 |
|
| S3 |
143-31 |
145-14 |
148-26 |
|
| S4 |
141-12 |
142-27 |
148-03 |
|
|
| 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 |
153-09 |
147-21 |
5-20 |
3.8% |
2-07 |
1.5% |
33% |
False |
True |
303,432 |
| 10 |
156-03 |
147-21 |
8-14 |
5.6% |
2-00 |
1.3% |
22% |
False |
True |
308,099 |
| 20 |
160-12 |
147-21 |
12-23 |
8.5% |
2-08 |
1.5% |
15% |
False |
True |
388,373 |
| 40 |
160-12 |
147-21 |
12-23 |
8.5% |
1-31 |
1.3% |
15% |
False |
True |
226,341 |
| 60 |
163-10 |
147-21 |
15-21 |
10.5% |
1-24 |
1.2% |
12% |
False |
True |
150,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-09 |
|
2.618 |
157-01 |
|
1.618 |
154-14 |
|
1.000 |
152-27 |
|
0.618 |
151-27 |
|
HIGH |
150-08 |
|
0.618 |
149-08 |
|
0.500 |
148-30 |
|
0.382 |
148-21 |
|
LOW |
147-21 |
|
0.618 |
146-02 |
|
1.000 |
145-02 |
|
1.618 |
143-15 |
|
2.618 |
140-28 |
|
4.250 |
136-20 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
149-11 |
150-00 |
| PP |
149-05 |
149-27 |
| S1 |
148-30 |
149-22 |
|