ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-01 |
139-20 |
0-19 |
0.4% |
136-07 |
| High |
140-13 |
139-26 |
-0-19 |
-0.4% |
141-03 |
| Low |
138-25 |
138-06 |
-0-19 |
-0.4% |
134-30 |
| Close |
139-29 |
138-21 |
-1-08 |
-0.9% |
139-03 |
| Range |
1-20 |
1-20 |
0-00 |
0.0% |
6-05 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.3% |
0-00 |
| Volume |
304,067 |
348,422 |
44,355 |
14.6% |
1,978,499 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-24 |
142-27 |
139-18 |
|
| R3 |
142-04 |
141-07 |
139-03 |
|
| R2 |
140-16 |
140-16 |
138-31 |
|
| R1 |
139-19 |
139-19 |
138-26 |
139-08 |
| PP |
138-28 |
138-28 |
138-28 |
138-23 |
| S1 |
137-31 |
137-31 |
138-16 |
137-20 |
| S2 |
137-08 |
137-08 |
138-11 |
|
| S3 |
135-20 |
136-11 |
138-07 |
|
| S4 |
134-00 |
134-23 |
137-24 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
154-04 |
142-15 |
|
| R3 |
150-22 |
147-31 |
140-25 |
|
| R2 |
144-17 |
144-17 |
140-07 |
|
| R1 |
141-26 |
141-26 |
139-21 |
143-06 |
| PP |
138-12 |
138-12 |
138-12 |
139-02 |
| S1 |
135-21 |
135-21 |
138-17 |
137-00 |
| S2 |
132-07 |
132-07 |
137-31 |
|
| S3 |
126-02 |
129-16 |
137-13 |
|
| S4 |
119-29 |
123-11 |
135-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-03 |
137-07 |
3-28 |
2.8% |
1-28 |
1.3% |
37% |
False |
False |
369,116 |
| 10 |
141-03 |
134-30 |
6-05 |
4.4% |
2-05 |
1.6% |
60% |
False |
False |
387,889 |
| 20 |
143-09 |
134-30 |
8-11 |
6.0% |
2-03 |
1.5% |
45% |
False |
False |
363,968 |
| 40 |
150-13 |
134-30 |
15-15 |
11.2% |
2-02 |
1.5% |
24% |
False |
False |
348,319 |
| 60 |
160-12 |
134-30 |
25-14 |
18.3% |
2-04 |
1.5% |
15% |
False |
False |
369,707 |
| 80 |
160-12 |
134-30 |
25-14 |
18.3% |
2-00 |
1.4% |
15% |
False |
False |
278,991 |
| 100 |
163-17 |
134-30 |
28-19 |
20.6% |
1-27 |
1.3% |
13% |
False |
False |
223,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-23 |
|
2.618 |
144-02 |
|
1.618 |
142-14 |
|
1.000 |
141-14 |
|
0.618 |
140-26 |
|
HIGH |
139-26 |
|
0.618 |
139-06 |
|
0.500 |
139-00 |
|
0.382 |
138-26 |
|
LOW |
138-06 |
|
0.618 |
137-06 |
|
1.000 |
136-18 |
|
1.618 |
135-18 |
|
2.618 |
133-30 |
|
4.250 |
131-09 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-00 |
139-13 |
| PP |
138-28 |
139-05 |
| S1 |
138-25 |
138-29 |
|