ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
149-15 |
149-04 |
-0-11 |
-0.2% |
147-08 |
| High |
149-21 |
149-11 |
-0-10 |
-0.2% |
150-13 |
| Low |
148-13 |
146-07 |
-2-06 |
-1.5% |
146-10 |
| Close |
148-28 |
146-13 |
-2-15 |
-1.7% |
149-26 |
| Range |
1-08 |
3-04 |
1-28 |
150.0% |
4-03 |
| ATR |
2-01 |
2-04 |
0-02 |
3.8% |
0-00 |
| Volume |
288,810 |
307,287 |
18,477 |
6.4% |
1,772,626 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-22 |
154-22 |
148-04 |
|
| R3 |
153-18 |
151-18 |
147-08 |
|
| R2 |
150-14 |
150-14 |
146-31 |
|
| R1 |
148-14 |
148-14 |
146-22 |
147-28 |
| PP |
147-10 |
147-10 |
147-10 |
147-02 |
| S1 |
145-10 |
145-10 |
146-04 |
144-24 |
| S2 |
144-06 |
144-06 |
145-27 |
|
| S3 |
141-02 |
142-06 |
145-18 |
|
| S4 |
137-30 |
139-02 |
144-22 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-04 |
159-18 |
152-02 |
|
| R3 |
157-01 |
155-15 |
150-30 |
|
| R2 |
152-30 |
152-30 |
150-18 |
|
| R1 |
151-12 |
151-12 |
150-06 |
152-05 |
| PP |
148-27 |
148-27 |
148-27 |
149-08 |
| S1 |
147-09 |
147-09 |
149-14 |
148-02 |
| S2 |
144-24 |
144-24 |
149-02 |
|
| S3 |
140-21 |
143-06 |
148-22 |
|
| S4 |
136-18 |
139-03 |
147-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-13 |
146-07 |
4-06 |
2.9% |
1-29 |
1.3% |
4% |
False |
True |
340,640 |
| 10 |
150-13 |
146-07 |
4-06 |
2.9% |
2-05 |
1.5% |
4% |
False |
True |
332,953 |
| 20 |
157-21 |
146-07 |
11-14 |
7.8% |
2-02 |
1.4% |
2% |
False |
True |
320,570 |
| 40 |
160-12 |
146-07 |
14-05 |
9.7% |
2-03 |
1.4% |
1% |
False |
True |
300,861 |
| 60 |
160-12 |
146-07 |
14-05 |
9.7% |
1-27 |
1.3% |
1% |
False |
True |
200,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-20 |
|
2.618 |
157-17 |
|
1.618 |
154-13 |
|
1.000 |
152-15 |
|
0.618 |
151-09 |
|
HIGH |
149-11 |
|
0.618 |
148-05 |
|
0.500 |
147-25 |
|
0.382 |
147-13 |
|
LOW |
146-07 |
|
0.618 |
144-09 |
|
1.000 |
143-03 |
|
1.618 |
141-05 |
|
2.618 |
138-01 |
|
4.250 |
132-30 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
147-25 |
148-04 |
| PP |
147-10 |
147-18 |
| S1 |
146-28 |
147-00 |
|