ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
141-00 |
139-14 |
-1-18 |
-1.1% |
140-30 |
| High |
141-03 |
140-00 |
-1-03 |
-0.8% |
141-23 |
| Low |
138-22 |
138-06 |
-0-16 |
-0.4% |
139-03 |
| Close |
139-14 |
138-19 |
-0-27 |
-0.6% |
140-30 |
| Range |
2-13 |
1-26 |
-0-19 |
-24.7% |
2-20 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.4% |
0-00 |
| Volume |
528,547 |
401,312 |
-127,235 |
-24.1% |
1,918,969 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
143-09 |
139-19 |
|
| R3 |
142-18 |
141-15 |
139-03 |
|
| R2 |
140-24 |
140-24 |
138-30 |
|
| R1 |
139-21 |
139-21 |
138-24 |
139-10 |
| PP |
138-30 |
138-30 |
138-30 |
138-24 |
| S1 |
137-27 |
137-27 |
138-14 |
137-16 |
| S2 |
137-04 |
137-04 |
138-08 |
|
| S3 |
135-10 |
136-01 |
138-03 |
|
| S4 |
133-16 |
134-07 |
137-19 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
147-10 |
142-12 |
|
| R3 |
145-27 |
144-22 |
141-21 |
|
| R2 |
143-07 |
143-07 |
141-13 |
|
| R1 |
142-02 |
142-02 |
141-06 |
142-08 |
| PP |
140-19 |
140-19 |
140-19 |
140-22 |
| S1 |
139-14 |
139-14 |
140-22 |
139-20 |
| S2 |
137-31 |
137-31 |
140-15 |
|
| S3 |
135-11 |
136-26 |
140-07 |
|
| S4 |
132-23 |
134-06 |
139-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-22 |
|
2.618 |
144-24 |
|
1.618 |
142-30 |
|
1.000 |
141-26 |
|
0.618 |
141-04 |
|
HIGH |
140-00 |
|
0.618 |
139-10 |
|
0.500 |
139-03 |
|
0.382 |
138-28 |
|
LOW |
138-06 |
|
0.618 |
137-02 |
|
1.000 |
136-12 |
|
1.618 |
135-08 |
|
2.618 |
133-14 |
|
4.250 |
130-16 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-03 |
139-30 |
| PP |
138-30 |
139-15 |
| S1 |
138-24 |
139-01 |
|