ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
133-22 |
133-02 |
-0-20 |
-0.5% |
139-12 |
| High |
135-01 |
134-25 |
-0-08 |
-0.2% |
139-16 |
| Low |
132-05 |
132-11 |
0-06 |
0.1% |
136-07 |
| Close |
132-12 |
133-13 |
1-01 |
0.8% |
136-21 |
| Range |
2-28 |
2-14 |
-0-14 |
-15.2% |
3-09 |
| ATR |
2-03 |
2-04 |
0-01 |
1.2% |
0-00 |
| Volume |
1,248 |
7,022 |
5,774 |
462.7% |
9,315 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-26 |
139-18 |
134-24 |
|
| R3 |
138-12 |
137-04 |
134-02 |
|
| R2 |
135-30 |
135-30 |
133-27 |
|
| R1 |
134-22 |
134-22 |
133-20 |
135-10 |
| PP |
133-16 |
133-16 |
133-16 |
133-26 |
| S1 |
132-08 |
132-08 |
133-06 |
132-28 |
| S2 |
131-02 |
131-02 |
132-31 |
|
| S3 |
128-20 |
129-26 |
132-24 |
|
| S4 |
126-06 |
127-12 |
132-02 |
|
|
| 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% |
2-23 |
2.0% |
17% |
False |
False |
2,983 |
| 10 |
140-11 |
132-05 |
8-06 |
6.1% |
2-03 |
1.6% |
15% |
False |
False |
3,584 |
| 20 |
142-22 |
132-05 |
10-17 |
7.9% |
2-00 |
1.5% |
12% |
False |
False |
199,540 |
| 40 |
143-09 |
132-05 |
11-04 |
8.3% |
2-01 |
1.5% |
11% |
False |
False |
281,754 |
| 60 |
150-13 |
132-05 |
18-08 |
13.7% |
2-01 |
1.5% |
7% |
False |
False |
298,726 |
| 80 |
160-12 |
132-05 |
28-07 |
21.2% |
2-03 |
1.6% |
4% |
False |
False |
327,165 |
| 100 |
160-12 |
132-05 |
28-07 |
21.2% |
2-00 |
1.5% |
4% |
False |
False |
263,100 |
| 120 |
163-17 |
132-05 |
31-12 |
23.5% |
1-28 |
1.4% |
4% |
False |
False |
219,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-04 |
|
2.618 |
141-05 |
|
1.618 |
138-23 |
|
1.000 |
137-07 |
|
0.618 |
136-09 |
|
HIGH |
134-25 |
|
0.618 |
133-27 |
|
0.500 |
133-18 |
|
0.382 |
133-09 |
|
LOW |
132-11 |
|
0.618 |
130-27 |
|
1.000 |
129-29 |
|
1.618 |
128-13 |
|
2.618 |
125-31 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-18 |
134-16 |
| PP |
133-16 |
134-04 |
| S1 |
133-15 |
133-24 |
|