ECBOT 30 Year Treasury Bond Future September 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 |
135-17 |
132-20 |
-2-29 |
-2.1% |
138-12 |
| High |
135-27 |
134-03 |
-1-24 |
-1.3% |
138-15 |
| Low |
131-19 |
131-03 |
-0-16 |
-0.4% |
135-05 |
| Close |
132-17 |
131-11 |
-1-06 |
-0.9% |
135-20 |
| Range |
4-08 |
3-00 |
-1-08 |
-29.4% |
3-10 |
| ATR |
2-01 |
2-03 |
0-02 |
3.4% |
0-00 |
| Volume |
545,588 |
456,043 |
-89,545 |
-16.4% |
1,563,640 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
139-08 |
133-00 |
|
| R3 |
138-06 |
136-08 |
132-05 |
|
| R2 |
135-06 |
135-06 |
131-29 |
|
| R1 |
133-08 |
133-08 |
131-20 |
132-23 |
| PP |
132-06 |
132-06 |
132-06 |
131-29 |
| S1 |
130-08 |
130-08 |
131-02 |
129-23 |
| S2 |
129-06 |
129-06 |
130-25 |
|
| S3 |
126-06 |
127-08 |
130-17 |
|
| S4 |
123-06 |
124-08 |
129-22 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-11 |
144-10 |
137-14 |
|
| R3 |
143-01 |
141-00 |
136-17 |
|
| R2 |
139-23 |
139-23 |
136-07 |
|
| R1 |
137-22 |
137-22 |
135-30 |
137-02 |
| PP |
136-13 |
136-13 |
136-13 |
136-03 |
| S1 |
134-12 |
134-12 |
135-10 |
133-24 |
| S2 |
133-03 |
133-03 |
135-01 |
|
| S3 |
129-25 |
131-02 |
134-23 |
|
| S4 |
126-15 |
127-24 |
133-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-27 |
|
2.618 |
141-30 |
|
1.618 |
138-30 |
|
1.000 |
137-03 |
|
0.618 |
135-30 |
|
HIGH |
134-03 |
|
0.618 |
132-30 |
|
0.500 |
132-19 |
|
0.382 |
132-08 |
|
LOW |
131-03 |
|
0.618 |
129-08 |
|
1.000 |
128-03 |
|
1.618 |
126-08 |
|
2.618 |
123-08 |
|
4.250 |
118-11 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
132-19 |
134-22 |
| PP |
132-06 |
133-18 |
| S1 |
131-24 |
132-15 |
|