ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-11 |
139-21 |
0-10 |
0.2% |
140-04 |
| High |
140-24 |
140-17 |
-0-07 |
-0.2% |
143-09 |
| Low |
139-01 |
138-29 |
-0-04 |
-0.1% |
139-27 |
| Close |
140-00 |
140-05 |
0-05 |
0.1% |
140-22 |
| Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
3-14 |
| ATR |
2-00 |
2-00 |
-0-01 |
-1.4% |
0-00 |
| Volume |
290,850 |
410,156 |
119,306 |
41.0% |
1,768,915 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
144-02 |
141-02 |
|
| R3 |
143-04 |
142-14 |
140-19 |
|
| R2 |
141-16 |
141-16 |
140-15 |
|
| R1 |
140-26 |
140-26 |
140-10 |
141-05 |
| PP |
139-28 |
139-28 |
139-28 |
140-01 |
| S1 |
139-06 |
139-06 |
140-00 |
139-17 |
| S2 |
138-08 |
138-08 |
139-27 |
|
| S3 |
136-20 |
137-18 |
139-23 |
|
| S4 |
135-00 |
135-30 |
139-08 |
|
|
| 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 |
141-31 |
138-29 |
3-02 |
2.2% |
1-23 |
1.2% |
41% |
False |
True |
356,669 |
| 10 |
143-09 |
138-29 |
4-12 |
3.1% |
1-29 |
1.4% |
29% |
False |
True |
344,190 |
| 20 |
146-22 |
138-14 |
8-08 |
5.9% |
1-31 |
1.4% |
21% |
False |
False |
340,608 |
| 40 |
157-21 |
138-14 |
19-07 |
13.7% |
2-01 |
1.4% |
9% |
False |
False |
330,589 |
| 60 |
160-12 |
138-14 |
21-30 |
15.7% |
2-01 |
1.5% |
8% |
False |
False |
314,110 |
| 80 |
160-12 |
138-14 |
21-30 |
15.7% |
1-28 |
1.3% |
8% |
False |
False |
235,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-14 |
|
2.618 |
144-25 |
|
1.618 |
143-05 |
|
1.000 |
142-05 |
|
0.618 |
141-17 |
|
HIGH |
140-17 |
|
0.618 |
139-29 |
|
0.500 |
139-23 |
|
0.382 |
139-17 |
|
LOW |
138-29 |
|
0.618 |
137-29 |
|
1.000 |
137-09 |
|
1.618 |
136-09 |
|
2.618 |
134-21 |
|
4.250 |
132-00 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
140-02 |
| PP |
139-28 |
139-30 |
| S1 |
139-23 |
139-26 |
|