ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
131-06 |
133-23 |
2-17 |
1.9% |
138-12 |
| High |
133-28 |
135-12 |
1-16 |
1.1% |
138-15 |
| Low |
131-06 |
131-01 |
-0-05 |
-0.1% |
135-05 |
| Close |
132-13 |
133-13 |
1-00 |
0.8% |
135-20 |
| Range |
2-22 |
4-11 |
1-21 |
61.6% |
3-10 |
| ATR |
2-04 |
2-09 |
0-05 |
7.4% |
0-00 |
| Volume |
444,607 |
447,189 |
2,582 |
0.6% |
1,563,640 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-10 |
144-06 |
135-25 |
|
| R3 |
141-31 |
139-27 |
134-19 |
|
| R2 |
137-20 |
137-20 |
134-06 |
|
| R1 |
135-16 |
135-16 |
133-26 |
134-12 |
| PP |
133-09 |
133-09 |
133-09 |
132-23 |
| S1 |
131-05 |
131-05 |
133-00 |
130-02 |
| S2 |
128-30 |
128-30 |
132-20 |
|
| S3 |
124-19 |
126-26 |
132-07 |
|
| S4 |
120-08 |
122-15 |
131-01 |
|
|
| 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 |
153-27 |
|
2.618 |
146-24 |
|
1.618 |
142-13 |
|
1.000 |
139-23 |
|
0.618 |
138-02 |
|
HIGH |
135-12 |
|
0.618 |
133-23 |
|
0.500 |
133-06 |
|
0.382 |
132-22 |
|
LOW |
131-01 |
|
0.618 |
128-11 |
|
1.000 |
126-22 |
|
1.618 |
124-00 |
|
2.618 |
119-21 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-11 |
133-11 |
| PP |
133-09 |
133-09 |
| S1 |
133-06 |
133-06 |
|