ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-20 |
138-13 |
-1-07 |
-0.9% |
136-07 |
| High |
139-26 |
140-17 |
0-23 |
0.5% |
141-03 |
| Low |
138-06 |
137-30 |
-0-08 |
-0.2% |
134-30 |
| Close |
138-21 |
140-10 |
1-21 |
1.2% |
139-03 |
| Range |
1-20 |
2-19 |
0-31 |
59.6% |
6-05 |
| ATR |
2-03 |
2-04 |
0-01 |
1.7% |
0-00 |
| Volume |
348,422 |
426,795 |
78,373 |
22.5% |
1,978,499 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-12 |
146-14 |
141-24 |
|
| R3 |
144-25 |
143-27 |
141-01 |
|
| R2 |
142-06 |
142-06 |
140-25 |
|
| R1 |
141-08 |
141-08 |
140-18 |
141-23 |
| PP |
139-19 |
139-19 |
139-19 |
139-26 |
| S1 |
138-21 |
138-21 |
140-02 |
139-04 |
| S2 |
137-00 |
137-00 |
139-27 |
|
| S3 |
134-13 |
136-02 |
139-19 |
|
| S4 |
131-26 |
133-15 |
138-28 |
|
|
| 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 |
137-30 |
3-05 |
2.2% |
1-27 |
1.3% |
75% |
False |
True |
360,902 |
| 10 |
141-03 |
134-30 |
6-05 |
4.4% |
2-08 |
1.6% |
87% |
False |
False |
389,553 |
| 20 |
143-09 |
134-30 |
8-11 |
5.9% |
2-02 |
1.5% |
64% |
False |
False |
366,872 |
| 40 |
150-13 |
134-30 |
15-15 |
11.0% |
2-03 |
1.5% |
35% |
False |
False |
350,931 |
| 60 |
160-12 |
134-30 |
25-14 |
18.1% |
2-04 |
1.5% |
21% |
False |
False |
369,390 |
| 80 |
160-12 |
134-30 |
25-14 |
18.1% |
2-00 |
1.4% |
21% |
False |
False |
284,325 |
| 100 |
163-10 |
134-30 |
28-12 |
20.2% |
1-27 |
1.3% |
19% |
False |
False |
227,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
147-10 |
|
1.618 |
144-23 |
|
1.000 |
143-04 |
|
0.618 |
142-04 |
|
HIGH |
140-17 |
|
0.618 |
139-17 |
|
0.500 |
139-08 |
|
0.382 |
138-30 |
|
LOW |
137-30 |
|
0.618 |
136-11 |
|
1.000 |
135-11 |
|
1.618 |
133-24 |
|
2.618 |
131-05 |
|
4.250 |
126-29 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-30 |
139-30 |
| PP |
139-19 |
139-19 |
| S1 |
139-08 |
139-08 |
|