ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
139-04 |
-1-03 |
-0.8% |
143-04 |
| High |
140-18 |
141-13 |
0-27 |
0.6% |
143-21 |
| Low |
138-31 |
138-14 |
-0-17 |
-0.4% |
140-24 |
| Close |
139-15 |
141-01 |
1-18 |
1.1% |
141-02 |
| Range |
1-19 |
2-31 |
1-12 |
86.3% |
2-29 |
| ATR |
2-01 |
2-03 |
0-02 |
3.3% |
0-00 |
| Volume |
323,115 |
368,716 |
45,601 |
14.1% |
1,392,835 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-03 |
142-21 |
|
| R3 |
146-07 |
145-04 |
141-27 |
|
| R2 |
143-08 |
143-08 |
141-18 |
|
| R1 |
142-05 |
142-05 |
141-10 |
142-22 |
| PP |
140-09 |
140-09 |
140-09 |
140-18 |
| S1 |
139-06 |
139-06 |
140-24 |
139-24 |
| S2 |
137-10 |
137-10 |
140-16 |
|
| S3 |
134-11 |
136-07 |
140-07 |
|
| S4 |
131-12 |
133-08 |
139-13 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-17 |
148-23 |
142-21 |
|
| R3 |
147-20 |
145-26 |
141-28 |
|
| R2 |
144-23 |
144-23 |
141-19 |
|
| R1 |
142-29 |
142-29 |
141-11 |
142-12 |
| PP |
141-26 |
141-26 |
141-26 |
141-18 |
| S1 |
140-00 |
140-00 |
140-25 |
139-14 |
| S2 |
138-29 |
138-29 |
140-17 |
|
| S3 |
136-00 |
137-03 |
140-08 |
|
| S4 |
133-03 |
134-06 |
139-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-21 |
138-14 |
5-07 |
3.7% |
2-05 |
1.5% |
50% |
False |
True |
317,993 |
| 10 |
146-22 |
138-14 |
8-08 |
5.8% |
2-02 |
1.5% |
31% |
False |
True |
337,027 |
| 20 |
150-13 |
138-14 |
11-31 |
8.5% |
2-03 |
1.5% |
22% |
False |
True |
334,990 |
| 40 |
160-12 |
138-14 |
21-30 |
15.6% |
2-05 |
1.5% |
12% |
False |
True |
370,649 |
| 60 |
160-12 |
138-14 |
21-30 |
15.6% |
2-00 |
1.4% |
12% |
False |
True |
256,809 |
| 80 |
163-10 |
138-14 |
24-28 |
17.6% |
1-26 |
1.3% |
10% |
False |
True |
192,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-01 |
|
2.618 |
149-06 |
|
1.618 |
146-07 |
|
1.000 |
144-12 |
|
0.618 |
143-08 |
|
HIGH |
141-13 |
|
0.618 |
140-09 |
|
0.500 |
139-30 |
|
0.382 |
139-18 |
|
LOW |
138-14 |
|
0.618 |
136-19 |
|
1.000 |
135-15 |
|
1.618 |
133-20 |
|
2.618 |
130-21 |
|
4.250 |
125-26 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-21 |
140-21 |
| PP |
140-09 |
140-09 |
| S1 |
139-30 |
139-30 |
|