ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
135-04 |
135-17 |
0-13 |
0.3% |
134-19 |
| High |
135-23 |
136-31 |
1-08 |
0.9% |
137-29 |
| Low |
134-08 |
135-13 |
1-05 |
0.9% |
133-09 |
| Close |
135-05 |
136-30 |
1-25 |
1.3% |
136-01 |
| Range |
1-15 |
1-18 |
0-03 |
6.4% |
4-20 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.0% |
0-00 |
| Volume |
231,757 |
250,920 |
19,163 |
8.3% |
1,445,413 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-04 |
140-19 |
137-26 |
|
| R3 |
139-18 |
139-01 |
137-12 |
|
| R2 |
138-00 |
138-00 |
137-07 |
|
| R1 |
137-15 |
137-15 |
137-03 |
137-24 |
| PP |
136-14 |
136-14 |
136-14 |
136-18 |
| S1 |
135-29 |
135-29 |
136-25 |
136-06 |
| S2 |
134-28 |
134-28 |
136-21 |
|
| S3 |
133-10 |
134-11 |
136-16 |
|
| S4 |
131-24 |
132-25 |
136-02 |
|
|
| 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 |
134-08 |
3-21 |
2.7% |
1-21 |
1.2% |
74% |
False |
False |
295,800 |
| 10 |
137-29 |
131-01 |
6-28 |
5.0% |
2-05 |
1.6% |
86% |
False |
False |
336,467 |
| 20 |
140-00 |
131-01 |
8-31 |
6.5% |
2-04 |
1.6% |
66% |
False |
False |
345,999 |
| 40 |
141-23 |
131-01 |
10-22 |
7.8% |
2-02 |
1.5% |
55% |
False |
False |
239,063 |
| 60 |
148-14 |
131-01 |
17-13 |
12.7% |
2-00 |
1.5% |
34% |
False |
False |
159,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
141-02 |
|
1.618 |
139-16 |
|
1.000 |
138-17 |
|
0.618 |
137-30 |
|
HIGH |
136-31 |
|
0.618 |
136-12 |
|
0.500 |
136-06 |
|
0.382 |
136-00 |
|
LOW |
135-13 |
|
0.618 |
134-14 |
|
1.000 |
133-27 |
|
1.618 |
132-28 |
|
2.618 |
131-10 |
|
4.250 |
128-24 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
136-16 |
| PP |
136-14 |
136-02 |
| S1 |
136-06 |
135-20 |
|