ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
137-23 |
136-07 |
-1-16 |
-1.1% |
139-27 |
| High |
137-29 |
137-24 |
-0-05 |
-0.1% |
140-24 |
| Low |
136-00 |
134-30 |
-1-02 |
-0.8% |
136-00 |
| Close |
136-10 |
136-30 |
0-20 |
0.5% |
136-10 |
| Range |
1-29 |
2-26 |
0-29 |
47.5% |
4-24 |
| ATR |
2-03 |
2-04 |
0-02 |
2.5% |
0-00 |
| Volume |
366,495 |
405,667 |
39,172 |
10.7% |
1,836,949 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-31 |
143-25 |
138-16 |
|
| R3 |
142-05 |
140-31 |
137-23 |
|
| R2 |
139-11 |
139-11 |
137-14 |
|
| R1 |
138-05 |
138-05 |
137-06 |
138-24 |
| PP |
136-17 |
136-17 |
136-17 |
136-27 |
| S1 |
135-11 |
135-11 |
136-22 |
135-30 |
| S2 |
133-23 |
133-23 |
136-14 |
|
| S3 |
130-29 |
132-17 |
136-05 |
|
| S4 |
128-03 |
129-23 |
135-12 |
|
|
| 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 |
134-30 |
5-26 |
4.2% |
2-10 |
1.7% |
34% |
False |
True |
388,885 |
| 10 |
143-09 |
134-30 |
8-11 |
6.1% |
2-03 |
1.5% |
24% |
False |
True |
368,524 |
| 20 |
143-21 |
134-30 |
8-23 |
6.4% |
2-02 |
1.5% |
23% |
False |
True |
348,806 |
| 40 |
155-09 |
134-30 |
20-11 |
14.9% |
2-03 |
1.5% |
10% |
False |
True |
337,347 |
| 60 |
160-12 |
134-30 |
25-14 |
18.6% |
2-03 |
1.5% |
8% |
False |
True |
334,717 |
| 80 |
160-12 |
134-30 |
25-14 |
18.6% |
1-30 |
1.4% |
8% |
False |
True |
251,207 |
| 100 |
165-04 |
134-30 |
30-06 |
22.0% |
1-25 |
1.3% |
7% |
False |
True |
200,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-22 |
|
2.618 |
145-04 |
|
1.618 |
142-10 |
|
1.000 |
140-18 |
|
0.618 |
139-16 |
|
HIGH |
137-24 |
|
0.618 |
136-22 |
|
0.500 |
136-11 |
|
0.382 |
136-00 |
|
LOW |
134-30 |
|
0.618 |
133-06 |
|
1.000 |
132-04 |
|
1.618 |
130-12 |
|
2.618 |
127-18 |
|
4.250 |
123-00 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-24 |
137-16 |
| PP |
136-17 |
137-10 |
| S1 |
136-11 |
137-04 |
|