ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 24-May-2022

Day Change Summary
	Previous	Current
	23-May-2022	24-May-2022	Change	Change %	Previous Week
Open	140-30	139-18	-1-12	-1.0%	138-04
High	140-30	141-18	0-20	0.4%	141-03
Low	139-03	139-09	0-06	0.1%	137-00
Close	139-11	140-31	1-20	1.2%	140-26
Range	1-27	2-09	0-14	23.7%	4-03
ATR	2-00	2-01	0-01	1.0%	0-00
Volume	183,116	518,424	335,308	183.1%	164,794

Daily Pivots for day following 24-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	147-14	146-16	142-07
R3	145-05	144-07	141-19
R2	142-28	142-28	141-12
R1	141-30	141-30	141-06	142-13
PP	140-19	140-19	140-19	140-27
S1	139-21	139-21	140-24	140-04
S2	138-10	138-10	140-18
S3	136-01	137-12	140-11
S4	133-24	135-03	139-23

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	141-18	137-00	4-18	3.2%	2-05	1.5%	87%	True	False	171,033
10	141-18	136-10	5-08	3.7%	2-00	1.4%	89%	True	False	87,222
20	142-07	134-01	8-06	5.8%	2-01	1.4%	85%	False	False	45,585
40	149-06	134-01	15-05	10.8%	1-30	1.4%	46%	False	False	22,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151-08
2.618	147-17
1.618	145-08
1.000	143-27
0.618	142-31
HIGH	141-18
0.618	140-22
0.500	140-14
0.382	140-05
LOW	139-09
0.618	137-28
1.000	137-00
1.618	135-19
2.618	133-10
4.250	129-19

Fisher Pivots for day following 24-May-2022
Pivot	1 day	3 day
R1	140-25	140-24
PP	140-19	140-17
S1	140-14	140-10

Download as Excel Spreadsheet

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

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