ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
148-24 |
147-08 |
-1-16 |
-1.0% |
152-07 |
| High |
149-15 |
148-21 |
-0-26 |
-0.5% |
152-11 |
| Low |
146-20 |
146-10 |
-0-10 |
-0.2% |
146-20 |
| Close |
147-02 |
147-20 |
0-18 |
0.4% |
147-02 |
| Range |
2-27 |
2-11 |
-0-16 |
-17.6% |
5-23 |
| ATR |
2-05 |
2-05 |
0-00 |
0.6% |
0-00 |
| Volume |
336,257 |
328,111 |
-8,146 |
-2.4% |
1,568,580 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-18 |
153-14 |
148-29 |
|
| R3 |
152-07 |
151-03 |
148-09 |
|
| R2 |
149-28 |
149-28 |
148-02 |
|
| R1 |
148-24 |
148-24 |
147-27 |
149-10 |
| PP |
147-17 |
147-17 |
147-17 |
147-26 |
| S1 |
146-13 |
146-13 |
147-13 |
146-31 |
| S2 |
145-06 |
145-06 |
147-06 |
|
| S3 |
142-27 |
144-02 |
146-31 |
|
| S4 |
140-16 |
141-23 |
146-11 |
|
|
| 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 |
150-08 |
146-10 |
3-30 |
2.7% |
2-10 |
1.6% |
33% |
False |
True |
322,253 |
| 10 |
153-13 |
146-10 |
7-03 |
4.8% |
2-04 |
1.4% |
19% |
False |
True |
310,185 |
| 20 |
160-12 |
146-10 |
14-02 |
9.5% |
2-09 |
1.5% |
9% |
False |
True |
359,798 |
| 40 |
160-12 |
146-10 |
14-02 |
9.5% |
2-01 |
1.4% |
9% |
False |
True |
249,926 |
| 60 |
162-14 |
146-10 |
16-04 |
10.9% |
1-26 |
1.2% |
8% |
False |
True |
166,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-20 |
|
2.618 |
154-25 |
|
1.618 |
152-14 |
|
1.000 |
151-00 |
|
0.618 |
150-03 |
|
HIGH |
148-21 |
|
0.618 |
147-24 |
|
0.500 |
147-16 |
|
0.382 |
147-07 |
|
LOW |
146-10 |
|
0.618 |
144-28 |
|
1.000 |
143-31 |
|
1.618 |
142-17 |
|
2.618 |
140-06 |
|
4.250 |
136-11 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
147-18 |
148-06 |
| PP |
147-17 |
148-00 |
| S1 |
147-16 |
147-26 |
|