ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
134-19 |
133-27 |
-0-24 |
-0.6% |
135-17 |
| High |
135-00 |
136-10 |
1-10 |
1.0% |
135-27 |
| Low |
133-09 |
133-22 |
0-13 |
0.3% |
131-01 |
| Close |
133-12 |
135-31 |
2-19 |
1.9% |
134-21 |
| Range |
1-23 |
2-20 |
0-29 |
52.7% |
4-26 |
| ATR |
2-07 |
2-09 |
0-02 |
2.3% |
0-00 |
| Volume |
314,431 |
373,302 |
58,871 |
18.7% |
2,199,568 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
142-07 |
137-13 |
|
| R3 |
140-18 |
139-19 |
136-22 |
|
| R2 |
137-30 |
137-30 |
136-14 |
|
| R1 |
136-31 |
136-31 |
136-07 |
137-14 |
| PP |
135-10 |
135-10 |
135-10 |
135-18 |
| S1 |
134-11 |
134-11 |
135-23 |
134-26 |
| S2 |
132-22 |
132-22 |
135-16 |
|
| S3 |
130-02 |
131-23 |
135-08 |
|
| S4 |
127-14 |
129-03 |
134-17 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
146-09 |
137-10 |
|
| R3 |
143-15 |
141-15 |
135-31 |
|
| R2 |
138-21 |
138-21 |
135-17 |
|
| R1 |
136-21 |
136-21 |
135-03 |
135-08 |
| PP |
133-27 |
133-27 |
133-27 |
133-04 |
| S1 |
131-27 |
131-27 |
134-07 |
130-14 |
| S2 |
129-01 |
129-01 |
133-25 |
|
| S3 |
124-07 |
127-01 |
133-11 |
|
| S4 |
119-13 |
122-07 |
132-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-10 |
131-01 |
5-09 |
3.9% |
2-20 |
1.9% |
93% |
True |
False |
377,134 |
| 10 |
138-09 |
131-01 |
7-08 |
5.3% |
2-18 |
1.9% |
68% |
False |
False |
391,880 |
| 20 |
141-23 |
131-01 |
10-22 |
7.9% |
2-04 |
1.6% |
46% |
False |
False |
385,268 |
| 40 |
142-08 |
131-01 |
11-07 |
8.3% |
2-02 |
1.5% |
44% |
False |
False |
202,470 |
| 60 |
149-06 |
131-01 |
18-05 |
13.4% |
2-00 |
1.5% |
27% |
False |
False |
135,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-15 |
|
2.618 |
143-06 |
|
1.618 |
140-18 |
|
1.000 |
138-30 |
|
0.618 |
137-30 |
|
HIGH |
136-10 |
|
0.618 |
135-10 |
|
0.500 |
135-00 |
|
0.382 |
134-22 |
|
LOW |
133-22 |
|
0.618 |
132-02 |
|
1.000 |
131-02 |
|
1.618 |
129-14 |
|
2.618 |
126-26 |
|
4.250 |
122-17 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135-21 |
135-18 |
| PP |
135-10 |
135-06 |
| S1 |
135-00 |
134-26 |
|