ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
141-26 |
141-24 |
-0-02 |
0.0% |
141-22 |
| High |
142-18 |
142-22 |
0-04 |
0.1% |
142-22 |
| Low |
140-31 |
141-17 |
0-18 |
0.4% |
140-01 |
| Close |
141-22 |
141-30 |
0-08 |
0.2% |
141-30 |
| Range |
1-19 |
1-05 |
-0-14 |
-27.5% |
2-21 |
| ATR |
2-00 |
1-30 |
-0-02 |
-3.0% |
0-00 |
| Volume |
429,911 |
148,561 |
-281,350 |
-65.4% |
2,550,044 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-17 |
144-28 |
142-18 |
|
| R3 |
144-12 |
143-23 |
142-08 |
|
| R2 |
143-07 |
143-07 |
142-05 |
|
| R1 |
142-18 |
142-18 |
142-01 |
142-28 |
| PP |
142-02 |
142-02 |
142-02 |
142-07 |
| S1 |
141-13 |
141-13 |
141-27 |
141-24 |
| S2 |
140-29 |
140-29 |
141-23 |
|
| S3 |
139-24 |
140-08 |
141-20 |
|
| S4 |
138-19 |
139-03 |
141-10 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-12 |
143-13 |
|
| R3 |
146-28 |
145-23 |
142-21 |
|
| R2 |
144-07 |
144-07 |
142-14 |
|
| R1 |
143-02 |
143-02 |
142-06 |
143-20 |
| PP |
141-18 |
141-18 |
141-18 |
141-27 |
| S1 |
140-13 |
140-13 |
141-22 |
141-00 |
| S2 |
138-29 |
138-29 |
141-14 |
|
| S3 |
136-08 |
137-24 |
141-07 |
|
| S4 |
133-19 |
135-03 |
140-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-22 |
140-01 |
2-21 |
1.9% |
1-19 |
1.1% |
72% |
True |
False |
510,008 |
| 10 |
142-22 |
137-30 |
4-24 |
3.3% |
1-25 |
1.3% |
84% |
True |
False |
456,976 |
| 20 |
142-22 |
134-30 |
7-24 |
5.5% |
1-31 |
1.4% |
90% |
True |
False |
419,260 |
| 40 |
150-02 |
134-30 |
15-04 |
10.7% |
2-00 |
1.4% |
46% |
False |
False |
379,653 |
| 60 |
160-12 |
134-30 |
25-14 |
17.9% |
2-02 |
1.5% |
28% |
False |
False |
365,876 |
| 80 |
160-12 |
134-30 |
25-14 |
17.9% |
2-01 |
1.4% |
28% |
False |
False |
327,929 |
| 100 |
160-12 |
134-30 |
25-14 |
17.9% |
1-28 |
1.3% |
28% |
False |
False |
262,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-19 |
|
2.618 |
145-23 |
|
1.618 |
144-18 |
|
1.000 |
143-27 |
|
0.618 |
143-13 |
|
HIGH |
142-22 |
|
0.618 |
142-08 |
|
0.500 |
142-04 |
|
0.382 |
141-31 |
|
LOW |
141-17 |
|
0.618 |
140-26 |
|
1.000 |
140-12 |
|
1.618 |
139-21 |
|
2.618 |
138-16 |
|
4.250 |
136-20 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-04 |
141-29 |
| PP |
142-02 |
141-28 |
| S1 |
142-00 |
141-26 |
|