ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 20-May-2022

Day Change Summary
	Previous	Current
	19-May-2022	20-May-2022	Change	Change %	Previous Week
Open	139-09	139-29	0-20	0.4%	138-04
High	141-03	141-02	-0-01	0.0%	141-03
Low	138-24	139-08	0-16	0.4%	137-00
Close	139-20	140-26	1-06	0.9%	140-26
Range	2-11	1-26	-0-17	-22.7%	4-03
ATR	2-01	2-01	-0-01	-0.8%	0-00
Volume	45,659	99,268	53,609	117.4%	164,794

Daily Pivots for day following 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	145-26	145-04	141-26
R3	144-00	143-10	141-10
R2	142-06	142-06	141-05
R1	141-16	141-16	140-31	141-27
PP	140-12	140-12	140-12	140-18
S1	139-22	139-22	140-21	140-01
S2	138-18	138-18	140-15
S3	136-24	137-28	140-10
S4	134-30	136-02	139-26

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	151-29	150-15	143-02
R3	147-26	146-12	141-30
R2	143-23	143-23	141-18
R1	142-09	142-09	141-06	143-00
PP	139-20	139-20	139-20	140-00
S1	138-06	138-06	140-14	138-29
S2	135-17	135-17	140-02
S3	131-14	134-03	139-22
S4	127-11	130-00	138-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-03	137-00	4-03	2.9%	1-31	1.4%	93%	False	False	32,958
10	141-03	134-01	7-02	5.0%	2-03	1.5%	96%	False	False	18,203
20	142-08	134-01	8-07	5.8%	2-02	1.5%	83%	False	False	10,527

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-24
2.618	145-26
1.618	144-00
1.000	142-28
0.618	142-06
HIGH	141-02
0.618	140-12
0.500	140-05
0.382	139-30
LOW	139-08
0.618	138-04
1.000	137-14
1.618	136-10
2.618	134-16
4.250	131-18

Fisher Pivots for day following 20-May-2022
Pivot	1 day	3 day
R1	140-19	140-07
PP	140-12	139-20
S1	140-05	139-02

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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