ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-21 |
139-19 |
-0-02 |
0.0% |
140-04 |
| High |
140-17 |
140-03 |
-0-14 |
-0.3% |
143-09 |
| Low |
138-29 |
136-19 |
-2-10 |
-1.7% |
139-27 |
| Close |
140-05 |
137-09 |
-2-28 |
-2.1% |
140-22 |
| Range |
1-20 |
3-16 |
1-28 |
115.4% |
3-14 |
| ATR |
2-00 |
2-03 |
0-04 |
5.7% |
0-00 |
| Volume |
410,156 |
471,258 |
61,102 |
14.9% |
1,768,915 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-16 |
146-12 |
139-07 |
|
| R3 |
145-00 |
142-28 |
138-08 |
|
| R2 |
141-16 |
141-16 |
137-30 |
|
| R1 |
139-12 |
139-12 |
137-19 |
138-22 |
| PP |
138-00 |
138-00 |
138-00 |
137-20 |
| S1 |
135-28 |
135-28 |
136-31 |
135-06 |
| S2 |
134-16 |
134-16 |
136-20 |
|
| S3 |
131-00 |
132-12 |
136-10 |
|
| S4 |
127-16 |
128-28 |
135-11 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-19 |
149-18 |
142-18 |
|
| R3 |
148-05 |
146-04 |
141-20 |
|
| R2 |
144-23 |
144-23 |
141-10 |
|
| R1 |
142-22 |
142-22 |
141-00 |
143-22 |
| PP |
141-09 |
141-09 |
141-09 |
141-25 |
| S1 |
139-08 |
139-08 |
140-12 |
140-08 |
| S2 |
137-27 |
137-27 |
140-02 |
|
| S3 |
134-13 |
135-26 |
139-24 |
|
| S4 |
130-31 |
132-12 |
138-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-29 |
136-19 |
5-10 |
3.9% |
2-03 |
1.5% |
13% |
False |
True |
385,182 |
| 10 |
143-09 |
136-19 |
6-22 |
4.9% |
2-02 |
1.5% |
10% |
False |
True |
354,178 |
| 20 |
146-04 |
136-19 |
9-17 |
6.9% |
2-02 |
1.5% |
7% |
False |
True |
344,944 |
| 40 |
156-03 |
136-19 |
19-16 |
14.2% |
2-02 |
1.5% |
4% |
False |
True |
333,723 |
| 60 |
160-12 |
136-19 |
23-25 |
17.3% |
2-03 |
1.5% |
3% |
False |
True |
321,947 |
| 80 |
160-12 |
136-19 |
23-25 |
17.3% |
1-29 |
1.4% |
3% |
False |
True |
241,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-31 |
|
2.618 |
149-08 |
|
1.618 |
145-24 |
|
1.000 |
143-19 |
|
0.618 |
142-08 |
|
HIGH |
140-03 |
|
0.618 |
138-24 |
|
0.500 |
138-11 |
|
0.382 |
137-30 |
|
LOW |
136-19 |
|
0.618 |
134-14 |
|
1.000 |
133-03 |
|
1.618 |
130-30 |
|
2.618 |
127-14 |
|
4.250 |
121-23 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-11 |
138-22 |
| PP |
138-00 |
138-07 |
| S1 |
137-20 |
137-24 |
|