ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
148-11 |
150-00 |
1-21 |
1.1% |
155-08 |
| High |
150-08 |
150-01 |
-0-07 |
-0.1% |
155-09 |
| Low |
147-21 |
148-07 |
0-18 |
0.4% |
150-27 |
| Close |
149-17 |
149-11 |
-0-06 |
-0.1% |
152-15 |
| Range |
2-19 |
1-26 |
-0-25 |
-30.1% |
4-14 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.0% |
0-00 |
| Volume |
345,023 |
279,531 |
-65,492 |
-19.0% |
1,501,013 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-20 |
153-26 |
150-11 |
|
| R3 |
152-26 |
152-00 |
149-27 |
|
| R2 |
151-00 |
151-00 |
149-22 |
|
| R1 |
150-06 |
150-06 |
149-16 |
149-22 |
| PP |
149-06 |
149-06 |
149-06 |
148-30 |
| S1 |
148-12 |
148-12 |
149-06 |
147-28 |
| S2 |
147-12 |
147-12 |
149-00 |
|
| S3 |
145-18 |
146-18 |
148-27 |
|
| S4 |
143-24 |
144-24 |
148-11 |
|
|
| 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 |
152-27 |
147-21 |
5-06 |
3.5% |
2-04 |
1.4% |
33% |
False |
False |
294,230 |
| 10 |
155-23 |
147-21 |
8-02 |
5.4% |
2-01 |
1.4% |
21% |
False |
False |
298,711 |
| 20 |
160-12 |
147-21 |
12-23 |
8.5% |
2-07 |
1.5% |
13% |
False |
False |
371,984 |
| 40 |
160-12 |
147-21 |
12-23 |
8.5% |
1-31 |
1.3% |
13% |
False |
False |
233,326 |
| 60 |
162-31 |
147-21 |
15-10 |
10.3% |
1-24 |
1.2% |
11% |
False |
False |
155,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-24 |
|
2.618 |
154-25 |
|
1.618 |
152-31 |
|
1.000 |
151-27 |
|
0.618 |
151-05 |
|
HIGH |
150-01 |
|
0.618 |
149-11 |
|
0.500 |
149-04 |
|
0.382 |
148-29 |
|
LOW |
148-07 |
|
0.618 |
147-03 |
|
1.000 |
146-13 |
|
1.618 |
145-09 |
|
2.618 |
143-15 |
|
4.250 |
140-16 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
149-09 |
149-07 |
| PP |
149-06 |
149-03 |
| S1 |
149-04 |
148-30 |
|