ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
135-26 |
136-25 |
0-31 |
0.7% |
134-19 |
| High |
137-29 |
137-16 |
-0-13 |
-0.3% |
137-29 |
| Low |
135-24 |
135-25 |
0-01 |
0.0% |
133-09 |
| Close |
137-03 |
136-01 |
-1-02 |
-0.8% |
136-01 |
| Range |
2-05 |
1-23 |
-0-14 |
-20.3% |
4-20 |
| ATR |
2-09 |
2-07 |
-0-01 |
-1.7% |
0-00 |
| Volume |
464,294 |
293,386 |
-170,908 |
-36.8% |
1,445,413 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-19 |
140-17 |
136-31 |
|
| R3 |
139-28 |
138-26 |
136-16 |
|
| R2 |
138-05 |
138-05 |
136-11 |
|
| R1 |
137-03 |
137-03 |
136-06 |
136-24 |
| PP |
136-14 |
136-14 |
136-14 |
136-09 |
| S1 |
135-12 |
135-12 |
135-28 |
135-02 |
| S2 |
134-23 |
134-23 |
135-23 |
|
| S3 |
133-00 |
133-21 |
135-18 |
|
| S4 |
131-09 |
131-30 |
135-03 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
147-14 |
138-18 |
|
| R3 |
145-00 |
142-26 |
137-10 |
|
| R2 |
140-12 |
140-12 |
136-28 |
|
| R1 |
138-06 |
138-06 |
136-15 |
139-09 |
| PP |
135-24 |
135-24 |
135-24 |
136-09 |
| S1 |
133-18 |
133-18 |
135-19 |
134-21 |
| S2 |
131-04 |
131-04 |
135-06 |
|
| S3 |
126-16 |
128-30 |
134-24 |
|
| S4 |
121-28 |
124-10 |
133-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-29 |
133-09 |
4-20 |
3.4% |
2-00 |
1.5% |
59% |
False |
False |
350,310 |
| 10 |
138-09 |
131-01 |
7-08 |
5.3% |
2-24 |
2.0% |
69% |
False |
False |
412,633 |
| 20 |
141-21 |
131-01 |
10-20 |
7.8% |
2-05 |
1.6% |
47% |
False |
False |
368,257 |
| 40 |
141-23 |
131-01 |
10-22 |
7.9% |
2-02 |
1.5% |
47% |
False |
False |
221,399 |
| 60 |
149-06 |
131-01 |
18-05 |
13.3% |
2-00 |
1.5% |
28% |
False |
False |
147,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-26 |
|
2.618 |
142-00 |
|
1.618 |
140-09 |
|
1.000 |
139-07 |
|
0.618 |
138-18 |
|
HIGH |
137-16 |
|
0.618 |
136-27 |
|
0.500 |
136-20 |
|
0.382 |
136-14 |
|
LOW |
135-25 |
|
0.618 |
134-23 |
|
1.000 |
134-02 |
|
1.618 |
133-00 |
|
2.618 |
131-09 |
|
4.250 |
128-15 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-20 |
135-30 |
| PP |
136-14 |
135-28 |
| S1 |
136-08 |
135-26 |
|