ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
139-04 |
141-05 |
2-01 |
1.5% |
143-04 |
| High |
141-13 |
141-08 |
-0-05 |
-0.1% |
143-21 |
| Low |
138-14 |
139-09 |
0-27 |
0.6% |
140-24 |
| Close |
141-01 |
140-02 |
-0-31 |
-0.7% |
141-02 |
| Range |
2-31 |
1-31 |
-1-00 |
-33.7% |
2-29 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
368,716 |
371,377 |
2,661 |
0.7% |
1,392,835 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-03 |
145-02 |
141-05 |
|
| R3 |
144-04 |
143-03 |
140-19 |
|
| R2 |
142-05 |
142-05 |
140-14 |
|
| R1 |
141-04 |
141-04 |
140-08 |
140-21 |
| PP |
140-06 |
140-06 |
140-06 |
139-31 |
| S1 |
139-05 |
139-05 |
139-28 |
138-22 |
| S2 |
138-07 |
138-07 |
139-22 |
|
| S3 |
136-08 |
137-06 |
139-17 |
|
| S4 |
134-09 |
135-07 |
138-31 |
|
|
| 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% |
2-03 |
1.5% |
31% |
False |
False |
320,803 |
| 10 |
146-04 |
138-14 |
7-22 |
5.5% |
2-02 |
1.5% |
21% |
False |
False |
335,709 |
| 20 |
150-13 |
138-14 |
11-31 |
8.5% |
2-02 |
1.5% |
14% |
False |
False |
336,307 |
| 40 |
160-12 |
138-14 |
21-30 |
15.7% |
2-05 |
1.5% |
7% |
False |
False |
362,340 |
| 60 |
160-12 |
138-14 |
21-30 |
15.7% |
2-00 |
1.4% |
7% |
False |
False |
262,997 |
| 80 |
163-10 |
138-14 |
24-28 |
17.8% |
1-26 |
1.3% |
7% |
False |
False |
197,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-20 |
|
2.618 |
146-13 |
|
1.618 |
144-14 |
|
1.000 |
143-07 |
|
0.618 |
142-15 |
|
HIGH |
141-08 |
|
0.618 |
140-16 |
|
0.500 |
140-08 |
|
0.382 |
140-01 |
|
LOW |
139-09 |
|
0.618 |
138-02 |
|
1.000 |
137-10 |
|
1.618 |
136-03 |
|
2.618 |
134-04 |
|
4.250 |
130-29 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-00 |
| PP |
140-06 |
139-31 |
| S1 |
140-04 |
139-30 |
|