ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
141-14 |
143-02 |
1-20 |
1.1% |
140-30 |
| High |
143-09 |
143-09 |
0-00 |
0.0% |
141-13 |
| Low |
141-00 |
141-09 |
0-09 |
0.2% |
138-14 |
| Close |
142-14 |
141-17 |
-0-29 |
-0.6% |
140-03 |
| Range |
2-09 |
2-00 |
-0-09 |
-12.3% |
2-31 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
327,726 |
330,754 |
3,028 |
0.9% |
1,571,757 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
146-25 |
142-20 |
|
| R3 |
146-01 |
144-25 |
142-03 |
|
| R2 |
144-01 |
144-01 |
141-29 |
|
| R1 |
142-25 |
142-25 |
141-23 |
142-13 |
| PP |
142-01 |
142-01 |
142-01 |
141-27 |
| S1 |
140-25 |
140-25 |
141-11 |
140-13 |
| S2 |
140-01 |
140-01 |
141-05 |
|
| S3 |
138-01 |
138-25 |
140-31 |
|
| S4 |
136-01 |
136-25 |
140-14 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-15 |
141-23 |
|
| R3 |
145-29 |
144-16 |
140-29 |
|
| R2 |
142-30 |
142-30 |
140-20 |
|
| R1 |
141-17 |
141-17 |
140-12 |
140-24 |
| PP |
139-31 |
139-31 |
139-31 |
139-19 |
| S1 |
138-18 |
138-18 |
139-26 |
137-25 |
| S2 |
137-00 |
137-00 |
139-18 |
|
| S3 |
134-01 |
135-19 |
139-09 |
|
| S4 |
131-02 |
132-20 |
138-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-09 |
139-09 |
4-00 |
2.8% |
2-02 |
1.5% |
56% |
True |
False |
331,712 |
| 10 |
143-21 |
138-14 |
5-07 |
3.7% |
2-04 |
1.5% |
59% |
False |
False |
324,853 |
| 20 |
150-13 |
138-14 |
11-31 |
8.5% |
2-01 |
1.4% |
26% |
False |
False |
336,601 |
| 40 |
160-12 |
138-14 |
21-30 |
15.5% |
2-04 |
1.5% |
14% |
False |
False |
340,856 |
| 60 |
160-12 |
138-14 |
21-30 |
15.5% |
2-01 |
1.4% |
14% |
False |
False |
284,431 |
| 80 |
162-01 |
138-14 |
23-19 |
16.7% |
1-28 |
1.3% |
13% |
False |
False |
213,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-25 |
|
2.618 |
148-17 |
|
1.618 |
146-17 |
|
1.000 |
145-09 |
|
0.618 |
144-17 |
|
HIGH |
143-09 |
|
0.618 |
142-17 |
|
0.500 |
142-09 |
|
0.382 |
142-01 |
|
LOW |
141-09 |
|
0.618 |
140-01 |
|
1.000 |
139-09 |
|
1.618 |
138-01 |
|
2.618 |
136-01 |
|
4.250 |
132-25 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
141-18 |
| PP |
142-01 |
141-18 |
| S1 |
141-25 |
141-18 |
|