ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
136-16 |
133-22 |
-2-26 |
-2.1% |
139-12 |
| High |
136-26 |
135-01 |
-1-25 |
-1.3% |
139-16 |
| Low |
132-21 |
132-05 |
-0-16 |
-0.4% |
136-07 |
| Close |
133-19 |
132-12 |
-1-07 |
-0.9% |
136-21 |
| Range |
4-05 |
2-28 |
-1-09 |
-30.8% |
3-09 |
| ATR |
2-01 |
2-03 |
0-02 |
3.0% |
0-00 |
| Volume |
4,253 |
1,248 |
-3,005 |
-70.7% |
9,315 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-26 |
139-31 |
133-31 |
|
| R3 |
138-30 |
137-03 |
133-05 |
|
| R2 |
136-02 |
136-02 |
132-29 |
|
| R1 |
134-07 |
134-07 |
132-20 |
133-22 |
| PP |
133-06 |
133-06 |
133-06 |
132-30 |
| S1 |
131-11 |
131-11 |
132-04 |
130-26 |
| S2 |
130-10 |
130-10 |
131-27 |
|
| S3 |
127-14 |
128-15 |
131-19 |
|
| S4 |
124-18 |
125-19 |
130-25 |
|
|
| 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 |
132-05 |
7-05 |
5.4% |
2-14 |
1.8% |
3% |
False |
True |
1,758 |
| 10 |
141-00 |
132-05 |
8-27 |
6.7% |
2-01 |
1.5% |
2% |
False |
True |
4,155 |
| 20 |
142-22 |
132-05 |
10-17 |
8.0% |
1-30 |
1.5% |
2% |
False |
True |
216,610 |
| 40 |
143-09 |
132-05 |
11-04 |
8.4% |
2-01 |
1.5% |
2% |
False |
True |
289,656 |
| 60 |
152-11 |
132-05 |
20-06 |
15.3% |
2-02 |
1.5% |
1% |
False |
True |
303,366 |
| 80 |
160-12 |
132-05 |
28-07 |
21.3% |
2-02 |
1.6% |
1% |
False |
True |
327,854 |
| 100 |
160-12 |
132-05 |
28-07 |
21.3% |
1-31 |
1.5% |
1% |
False |
True |
263,031 |
| 120 |
163-18 |
132-05 |
31-13 |
23.7% |
1-27 |
1.4% |
1% |
False |
True |
219,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-08 |
|
2.618 |
142-18 |
|
1.618 |
139-22 |
|
1.000 |
137-29 |
|
0.618 |
136-26 |
|
HIGH |
135-01 |
|
0.618 |
133-30 |
|
0.500 |
133-19 |
|
0.382 |
133-08 |
|
LOW |
132-05 |
|
0.618 |
130-12 |
|
1.000 |
129-09 |
|
1.618 |
127-16 |
|
2.618 |
124-20 |
|
4.250 |
119-30 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
135-24 |
| PP |
133-06 |
134-20 |
| S1 |
132-25 |
133-16 |
|