ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
150-00 |
148-24 |
-1-08 |
-0.8% |
152-07 |
| High |
150-01 |
149-15 |
-0-18 |
-0.4% |
152-11 |
| Low |
148-07 |
146-20 |
-1-19 |
-1.1% |
146-20 |
| Close |
149-11 |
147-02 |
-2-09 |
-1.5% |
147-02 |
| Range |
1-26 |
2-27 |
1-01 |
56.9% |
5-23 |
| ATR |
2-03 |
2-05 |
0-02 |
2.6% |
0-00 |
| Volume |
279,531 |
336,257 |
56,726 |
20.3% |
1,568,580 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-08 |
154-16 |
148-20 |
|
| R3 |
153-13 |
151-21 |
147-27 |
|
| R2 |
150-18 |
150-18 |
147-19 |
|
| R1 |
148-26 |
148-26 |
147-10 |
148-08 |
| PP |
147-23 |
147-23 |
147-23 |
147-14 |
| S1 |
145-31 |
145-31 |
146-26 |
145-14 |
| S2 |
144-28 |
144-28 |
146-17 |
|
| S3 |
142-01 |
143-04 |
146-09 |
|
| S4 |
139-06 |
140-09 |
145-16 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
162-05 |
150-07 |
|
| R3 |
160-04 |
156-14 |
148-20 |
|
| R2 |
154-13 |
154-13 |
148-04 |
|
| R1 |
150-23 |
150-23 |
147-19 |
149-22 |
| PP |
148-22 |
148-22 |
148-22 |
148-05 |
| S1 |
145-00 |
145-00 |
146-17 |
144-00 |
| S2 |
142-31 |
142-31 |
146-00 |
|
| S3 |
137-08 |
139-09 |
145-16 |
|
| S4 |
131-17 |
133-18 |
143-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-11 |
146-20 |
5-23 |
3.9% |
2-14 |
1.6% |
8% |
False |
True |
313,716 |
| 10 |
155-09 |
146-20 |
8-21 |
5.9% |
2-06 |
1.5% |
5% |
False |
True |
306,959 |
| 20 |
160-12 |
146-20 |
13-24 |
9.3% |
2-09 |
1.6% |
3% |
False |
True |
371,079 |
| 40 |
160-12 |
146-20 |
13-24 |
9.3% |
2-00 |
1.4% |
3% |
False |
True |
241,731 |
| 60 |
162-14 |
146-20 |
15-26 |
10.8% |
1-25 |
1.2% |
3% |
False |
True |
161,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-18 |
|
2.618 |
156-29 |
|
1.618 |
154-02 |
|
1.000 |
152-10 |
|
0.618 |
151-07 |
|
HIGH |
149-15 |
|
0.618 |
148-12 |
|
0.500 |
148-02 |
|
0.382 |
147-23 |
|
LOW |
146-20 |
|
0.618 |
144-28 |
|
1.000 |
143-25 |
|
1.618 |
142-01 |
|
2.618 |
139-06 |
|
4.250 |
134-17 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
148-02 |
148-14 |
| PP |
147-23 |
147-31 |
| S1 |
147-12 |
147-17 |
|