ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
135-17 |
136-26 |
1-09 |
0.9% |
134-19 |
| High |
136-31 |
138-22 |
1-23 |
1.3% |
137-29 |
| Low |
135-13 |
136-18 |
1-05 |
0.9% |
133-09 |
| Close |
136-30 |
138-20 |
1-22 |
1.2% |
136-01 |
| Range |
1-18 |
2-04 |
0-18 |
36.0% |
4-20 |
| ATR |
2-03 |
2-03 |
0-00 |
0.1% |
0-00 |
| Volume |
250,920 |
426,307 |
175,387 |
69.9% |
1,445,413 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-19 |
139-25 |
|
| R3 |
142-07 |
141-15 |
139-07 |
|
| R2 |
140-03 |
140-03 |
139-00 |
|
| R1 |
139-11 |
139-11 |
138-26 |
139-23 |
| PP |
137-31 |
137-31 |
137-31 |
138-04 |
| S1 |
137-07 |
137-07 |
138-14 |
137-19 |
| S2 |
135-27 |
135-27 |
138-08 |
|
| S3 |
133-23 |
135-03 |
138-01 |
|
| S4 |
131-19 |
132-31 |
137-15 |
|
|
| 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 |
138-22 |
134-08 |
4-14 |
3.2% |
1-21 |
1.2% |
99% |
True |
False |
288,203 |
| 10 |
138-22 |
131-01 |
7-21 |
5.5% |
2-03 |
1.5% |
99% |
True |
False |
334,637 |
| 20 |
139-11 |
131-01 |
8-10 |
6.0% |
2-04 |
1.5% |
91% |
False |
False |
347,248 |
| 40 |
141-23 |
131-01 |
10-22 |
7.7% |
2-02 |
1.5% |
71% |
False |
False |
249,593 |
| 60 |
148-14 |
131-01 |
17-13 |
12.6% |
2-01 |
1.5% |
44% |
False |
False |
166,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-23 |
|
2.618 |
144-08 |
|
1.618 |
142-04 |
|
1.000 |
140-26 |
|
0.618 |
140-00 |
|
HIGH |
138-22 |
|
0.618 |
137-28 |
|
0.500 |
137-20 |
|
0.382 |
137-12 |
|
LOW |
136-18 |
|
0.618 |
135-08 |
|
1.000 |
134-14 |
|
1.618 |
133-04 |
|
2.618 |
131-00 |
|
4.250 |
127-17 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-09 |
137-29 |
| PP |
137-31 |
137-06 |
| S1 |
137-20 |
136-15 |
|