ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
139-27 |
-1-29 |
-1.3% |
140-04 |
| High |
141-29 |
140-15 |
-1-14 |
-1.0% |
143-09 |
| Low |
139-27 |
138-29 |
-0-30 |
-0.7% |
139-27 |
| Close |
140-22 |
139-03 |
-1-19 |
-1.1% |
140-22 |
| Range |
2-02 |
1-18 |
-0-16 |
-24.2% |
3-14 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.0% |
0-00 |
| Volume |
455,460 |
298,190 |
-157,270 |
-34.5% |
1,768,915 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-06 |
143-06 |
139-30 |
|
| R3 |
142-20 |
141-20 |
139-17 |
|
| R2 |
141-02 |
141-02 |
139-12 |
|
| R1 |
140-02 |
140-02 |
139-08 |
139-25 |
| PP |
139-16 |
139-16 |
139-16 |
139-11 |
| S1 |
138-16 |
138-16 |
138-30 |
138-07 |
| S2 |
137-30 |
137-30 |
138-26 |
|
| S3 |
136-12 |
136-30 |
138-21 |
|
| S4 |
134-26 |
135-12 |
138-08 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-19 |
149-18 |
142-18 |
|
| R3 |
148-05 |
146-04 |
141-20 |
|
| R2 |
144-23 |
144-23 |
141-10 |
|
| R1 |
142-22 |
142-22 |
141-00 |
143-22 |
| PP |
141-09 |
141-09 |
141-09 |
141-25 |
| S1 |
139-08 |
139-08 |
140-12 |
140-08 |
| S2 |
137-27 |
137-27 |
140-02 |
|
| S3 |
134-13 |
135-26 |
139-24 |
|
| S4 |
130-31 |
132-12 |
138-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-09 |
138-29 |
4-12 |
3.1% |
1-29 |
1.4% |
4% |
False |
True |
348,164 |
| 10 |
143-09 |
138-14 |
4-27 |
3.5% |
2-00 |
1.4% |
14% |
False |
False |
343,273 |
| 20 |
149-21 |
138-14 |
11-07 |
8.1% |
2-01 |
1.5% |
6% |
False |
False |
335,363 |
| 40 |
160-12 |
138-14 |
21-30 |
15.8% |
2-02 |
1.5% |
3% |
False |
False |
335,585 |
| 60 |
160-12 |
138-14 |
21-30 |
15.8% |
2-01 |
1.5% |
3% |
False |
False |
302,445 |
| 80 |
160-12 |
138-14 |
21-30 |
15.8% |
1-28 |
1.3% |
3% |
False |
False |
226,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-04 |
|
2.618 |
144-18 |
|
1.618 |
143-00 |
|
1.000 |
142-01 |
|
0.618 |
141-14 |
|
HIGH |
140-15 |
|
0.618 |
139-28 |
|
0.500 |
139-22 |
|
0.382 |
139-16 |
|
LOW |
138-29 |
|
0.618 |
137-30 |
|
1.000 |
137-11 |
|
1.618 |
136-12 |
|
2.618 |
134-26 |
|
4.250 |
132-08 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
140-14 |
| PP |
139-16 |
140-00 |
| S1 |
139-09 |
139-17 |
|