ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
137-31 |
136-16 |
-1-15 |
-1.1% |
139-12 |
| High |
139-10 |
136-26 |
-2-16 |
-1.8% |
139-16 |
| Low |
136-07 |
132-21 |
-3-18 |
-2.6% |
136-07 |
| Close |
136-21 |
133-19 |
-3-02 |
-2.2% |
136-21 |
| Range |
3-03 |
4-05 |
1-02 |
34.3% |
3-09 |
| ATR |
1-28 |
2-01 |
0-05 |
8.8% |
0-00 |
| Volume |
666 |
4,253 |
3,587 |
538.6% |
9,315 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
144-12 |
135-28 |
|
| R3 |
142-21 |
140-07 |
134-24 |
|
| R2 |
138-16 |
138-16 |
134-11 |
|
| R1 |
136-02 |
136-02 |
133-31 |
135-06 |
| PP |
134-11 |
134-11 |
134-11 |
133-30 |
| S1 |
131-29 |
131-29 |
133-07 |
131-02 |
| S2 |
130-06 |
130-06 |
132-27 |
|
| S3 |
126-01 |
127-24 |
132-14 |
|
| S4 |
121-28 |
123-19 |
131-10 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
145-08 |
138-15 |
|
| R3 |
144-01 |
141-31 |
137-18 |
|
| R2 |
140-24 |
140-24 |
137-08 |
|
| R1 |
138-22 |
138-22 |
136-31 |
138-02 |
| PP |
137-15 |
137-15 |
137-15 |
137-05 |
| S1 |
135-13 |
135-13 |
136-11 |
134-26 |
| S2 |
134-06 |
134-06 |
136-02 |
|
| S3 |
130-29 |
132-04 |
135-24 |
|
| S4 |
127-20 |
128-27 |
134-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-10 |
132-21 |
6-21 |
5.0% |
2-07 |
1.7% |
14% |
False |
True |
1,951 |
| 10 |
142-01 |
132-21 |
9-12 |
7.0% |
1-31 |
1.5% |
10% |
False |
True |
6,525 |
| 20 |
142-22 |
132-21 |
10-01 |
7.5% |
1-28 |
1.4% |
9% |
False |
True |
231,751 |
| 40 |
143-09 |
132-21 |
10-20 |
8.0% |
1-31 |
1.5% |
9% |
False |
True |
294,778 |
| 60 |
152-27 |
132-21 |
20-06 |
15.1% |
2-01 |
1.5% |
5% |
False |
True |
307,326 |
| 80 |
160-12 |
132-21 |
27-23 |
20.7% |
2-02 |
1.5% |
3% |
False |
True |
328,103 |
| 100 |
160-12 |
132-21 |
27-23 |
20.7% |
1-31 |
1.5% |
3% |
False |
True |
263,021 |
| 120 |
164-02 |
132-21 |
31-13 |
23.5% |
1-27 |
1.4% |
3% |
False |
True |
219,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
147-22 |
|
1.618 |
143-17 |
|
1.000 |
140-31 |
|
0.618 |
139-12 |
|
HIGH |
136-26 |
|
0.618 |
135-07 |
|
0.500 |
134-24 |
|
0.382 |
134-08 |
|
LOW |
132-21 |
|
0.618 |
130-03 |
|
1.000 |
128-16 |
|
1.618 |
125-30 |
|
2.618 |
121-25 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-24 |
136-00 |
| PP |
134-11 |
135-06 |
| S1 |
133-31 |
134-12 |
|