ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
139-11 |
-0-16 |
-0.4% |
140-04 |
| High |
140-15 |
140-24 |
0-09 |
0.2% |
143-09 |
| Low |
138-29 |
139-01 |
0-04 |
0.1% |
139-27 |
| Close |
139-03 |
140-00 |
0-29 |
0.7% |
140-22 |
| Range |
1-18 |
1-23 |
0-05 |
10.0% |
3-14 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.1% |
0-00 |
| Volume |
298,190 |
290,850 |
-7,340 |
-2.5% |
1,768,915 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-03 |
144-08 |
140-30 |
|
| R3 |
143-12 |
142-17 |
140-15 |
|
| R2 |
141-21 |
141-21 |
140-10 |
|
| R1 |
140-26 |
140-26 |
140-05 |
141-08 |
| PP |
139-30 |
139-30 |
139-30 |
140-04 |
| S1 |
139-03 |
139-03 |
139-27 |
139-16 |
| S2 |
138-07 |
138-07 |
139-22 |
|
| S3 |
136-16 |
137-12 |
139-17 |
|
| S4 |
134-25 |
135-21 |
139-02 |
|
|
| 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% |
1-25 |
1.3% |
25% |
False |
False |
340,788 |
| 10 |
143-09 |
138-14 |
4-27 |
3.5% |
2-01 |
1.4% |
32% |
False |
False |
340,046 |
| 20 |
149-11 |
138-14 |
10-29 |
7.8% |
2-02 |
1.5% |
14% |
False |
False |
335,465 |
| 40 |
159-11 |
138-14 |
20-29 |
14.9% |
2-01 |
1.5% |
7% |
False |
False |
330,963 |
| 60 |
160-12 |
138-14 |
21-30 |
15.7% |
2-01 |
1.5% |
7% |
False |
False |
307,278 |
| 80 |
160-12 |
138-14 |
21-30 |
15.7% |
1-28 |
1.3% |
7% |
False |
False |
230,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
145-08 |
|
1.618 |
143-17 |
|
1.000 |
142-15 |
|
0.618 |
141-26 |
|
HIGH |
140-24 |
|
0.618 |
140-03 |
|
0.500 |
139-28 |
|
0.382 |
139-22 |
|
LOW |
139-01 |
|
0.618 |
137-31 |
|
1.000 |
137-10 |
|
1.618 |
136-08 |
|
2.618 |
134-17 |
|
4.250 |
131-23 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-31 |
140-13 |
| PP |
139-30 |
140-09 |
| S1 |
139-28 |
140-04 |
|