ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
149-03 |
149-17 |
0-14 |
0.3% |
152-07 |
| High |
150-01 |
150-13 |
0-12 |
0.2% |
152-11 |
| Low |
148-06 |
149-10 |
1-04 |
0.8% |
146-20 |
| Close |
149-14 |
150-02 |
0-20 |
0.4% |
147-02 |
| Range |
1-27 |
1-03 |
-0-24 |
-40.7% |
5-23 |
| ATR |
2-05 |
2-03 |
-0-02 |
-3.5% |
0-00 |
| Volume |
310,166 |
405,107 |
94,941 |
30.6% |
1,568,580 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-07 |
152-23 |
150-21 |
|
| R3 |
152-04 |
151-20 |
150-12 |
|
| R2 |
151-01 |
151-01 |
150-08 |
|
| R1 |
150-17 |
150-17 |
150-05 |
150-25 |
| PP |
149-30 |
149-30 |
149-30 |
150-02 |
| S1 |
149-14 |
149-14 |
149-31 |
149-22 |
| S2 |
148-27 |
148-27 |
149-28 |
|
| S3 |
147-24 |
148-11 |
149-24 |
|
| S4 |
146-21 |
147-08 |
149-15 |
|
|
| 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 |
150-13 |
146-10 |
4-03 |
2.7% |
2-04 |
1.4% |
92% |
True |
False |
343,410 |
| 10 |
152-27 |
146-10 |
6-17 |
4.4% |
2-04 |
1.4% |
57% |
False |
False |
318,820 |
| 20 |
160-12 |
146-10 |
14-02 |
9.4% |
2-05 |
1.4% |
27% |
False |
False |
338,323 |
| 40 |
160-12 |
146-10 |
14-02 |
9.4% |
2-02 |
1.4% |
27% |
False |
False |
276,205 |
| 60 |
160-12 |
146-10 |
14-02 |
9.4% |
1-26 |
1.2% |
27% |
False |
False |
184,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
153-09 |
|
1.618 |
152-06 |
|
1.000 |
151-16 |
|
0.618 |
151-03 |
|
HIGH |
150-13 |
|
0.618 |
150-00 |
|
0.500 |
149-28 |
|
0.382 |
149-23 |
|
LOW |
149-10 |
|
0.618 |
148-20 |
|
1.000 |
148-07 |
|
1.618 |
147-17 |
|
2.618 |
146-14 |
|
4.250 |
144-21 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150-00 |
149-18 |
| PP |
149-30 |
149-03 |
| S1 |
149-28 |
148-20 |
|