ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-19 |
137-23 |
-1-28 |
-1.3% |
139-27 |
| High |
140-03 |
137-29 |
-2-06 |
-1.6% |
140-24 |
| Low |
136-19 |
136-00 |
-0-19 |
-0.4% |
136-00 |
| Close |
137-09 |
136-10 |
-0-31 |
-0.7% |
136-10 |
| Range |
3-16 |
1-29 |
-1-19 |
-45.5% |
4-24 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.7% |
0-00 |
| Volume |
471,258 |
366,495 |
-104,763 |
-22.2% |
1,836,949 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-15 |
141-09 |
137-12 |
|
| R3 |
140-18 |
139-12 |
136-27 |
|
| R2 |
138-21 |
138-21 |
136-21 |
|
| R1 |
137-15 |
137-15 |
136-16 |
137-04 |
| PP |
136-24 |
136-24 |
136-24 |
136-18 |
| S1 |
135-18 |
135-18 |
136-04 |
135-06 |
| S2 |
134-27 |
134-27 |
135-31 |
|
| S3 |
132-30 |
133-21 |
135-25 |
|
| S4 |
131-01 |
131-24 |
135-08 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-30 |
148-28 |
138-30 |
|
| R3 |
147-06 |
144-04 |
137-20 |
|
| R2 |
142-14 |
142-14 |
137-06 |
|
| R1 |
139-12 |
139-12 |
136-24 |
138-17 |
| PP |
137-22 |
137-22 |
137-22 |
137-08 |
| S1 |
134-20 |
134-20 |
135-28 |
133-25 |
| S2 |
132-30 |
132-30 |
135-14 |
|
| S3 |
128-06 |
129-28 |
135-00 |
|
| S4 |
123-14 |
125-04 |
133-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-24 |
136-00 |
4-24 |
3.5% |
2-02 |
1.5% |
7% |
False |
True |
367,389 |
| 10 |
143-09 |
136-00 |
7-09 |
5.3% |
2-02 |
1.5% |
4% |
False |
True |
360,586 |
| 20 |
144-27 |
136-00 |
8-27 |
6.5% |
2-01 |
1.5% |
4% |
False |
True |
344,641 |
| 40 |
155-23 |
136-00 |
19-23 |
14.5% |
2-02 |
1.5% |
2% |
False |
True |
333,550 |
| 60 |
160-12 |
136-00 |
24-12 |
17.9% |
2-03 |
1.5% |
1% |
False |
True |
328,035 |
| 80 |
160-12 |
136-00 |
24-12 |
17.9% |
1-30 |
1.4% |
1% |
False |
True |
246,138 |
| 100 |
165-04 |
136-00 |
29-04 |
21.4% |
1-25 |
1.3% |
1% |
False |
True |
196,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
142-29 |
|
1.618 |
141-00 |
|
1.000 |
139-26 |
|
0.618 |
139-03 |
|
HIGH |
137-29 |
|
0.618 |
137-06 |
|
0.500 |
136-30 |
|
0.382 |
136-23 |
|
LOW |
136-00 |
|
0.618 |
134-26 |
|
1.000 |
134-03 |
|
1.618 |
132-29 |
|
2.618 |
131-00 |
|
4.250 |
127-29 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-30 |
138-08 |
| PP |
136-24 |
137-20 |
| S1 |
136-17 |
136-31 |
|