ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
140-04 |
141-14 |
1-10 |
0.9% |
140-30 |
| High |
142-12 |
143-09 |
0-29 |
0.6% |
141-13 |
| Low |
139-28 |
141-00 |
1-04 |
0.8% |
138-14 |
| Close |
141-17 |
142-14 |
0-29 |
0.6% |
140-03 |
| Range |
2-16 |
2-09 |
-0-07 |
-8.8% |
2-31 |
| ATR |
2-03 |
2-03 |
0-00 |
0.7% |
0-00 |
| Volume |
326,285 |
327,726 |
1,441 |
0.4% |
1,571,757 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-03 |
148-01 |
143-22 |
|
| R3 |
146-26 |
145-24 |
143-02 |
|
| R2 |
144-17 |
144-17 |
142-27 |
|
| R1 |
143-15 |
143-15 |
142-21 |
144-00 |
| PP |
142-08 |
142-08 |
142-08 |
142-16 |
| S1 |
141-06 |
141-06 |
142-07 |
141-23 |
| S2 |
139-31 |
139-31 |
142-01 |
|
| S3 |
137-22 |
138-29 |
141-26 |
|
| S4 |
135-13 |
136-20 |
141-06 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-15 |
141-23 |
|
| R3 |
145-29 |
144-16 |
140-29 |
|
| R2 |
142-30 |
142-30 |
140-20 |
|
| R1 |
141-17 |
141-17 |
140-12 |
140-24 |
| PP |
139-31 |
139-31 |
139-31 |
139-19 |
| S1 |
138-18 |
138-18 |
139-26 |
137-25 |
| S2 |
137-00 |
137-00 |
139-18 |
|
| S3 |
134-01 |
135-19 |
139-09 |
|
| S4 |
131-02 |
132-20 |
138-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-09 |
138-14 |
4-27 |
3.4% |
2-09 |
1.6% |
83% |
True |
False |
339,304 |
| 10 |
143-21 |
138-14 |
5-07 |
3.7% |
2-04 |
1.5% |
77% |
False |
False |
328,552 |
| 20 |
150-13 |
138-14 |
11-31 |
8.4% |
2-01 |
1.4% |
33% |
False |
False |
336,934 |
| 40 |
160-12 |
138-14 |
21-30 |
15.4% |
2-05 |
1.5% |
18% |
False |
False |
348,366 |
| 60 |
160-12 |
138-14 |
21-30 |
15.4% |
2-01 |
1.4% |
18% |
False |
False |
278,929 |
| 80 |
162-14 |
138-14 |
24-00 |
16.8% |
1-28 |
1.3% |
17% |
False |
False |
209,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-31 |
|
2.618 |
149-08 |
|
1.618 |
146-31 |
|
1.000 |
145-18 |
|
0.618 |
144-22 |
|
HIGH |
143-09 |
|
0.618 |
142-13 |
|
0.500 |
142-04 |
|
0.382 |
141-28 |
|
LOW |
141-00 |
|
0.618 |
139-19 |
|
1.000 |
138-23 |
|
1.618 |
137-10 |
|
2.618 |
135-01 |
|
4.250 |
131-10 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-11 |
142-02 |
| PP |
142-08 |
141-22 |
| S1 |
142-04 |
141-10 |
|