ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
136-07 |
137-17 |
1-10 |
1.0% |
139-27 |
| High |
137-24 |
139-15 |
1-23 |
1.2% |
140-24 |
| Low |
134-30 |
137-04 |
2-06 |
1.6% |
136-00 |
| Close |
136-30 |
138-19 |
1-21 |
1.2% |
136-10 |
| Range |
2-26 |
2-11 |
-0-15 |
-16.7% |
4-24 |
| ATR |
2-04 |
2-05 |
0-01 |
1.3% |
0-00 |
| Volume |
405,667 |
379,740 |
-25,927 |
-6.4% |
1,836,949 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-14 |
144-11 |
139-28 |
|
| R3 |
143-03 |
142-00 |
139-08 |
|
| R2 |
140-24 |
140-24 |
139-01 |
|
| R1 |
139-21 |
139-21 |
138-26 |
140-06 |
| PP |
138-13 |
138-13 |
138-13 |
138-21 |
| S1 |
137-10 |
137-10 |
138-12 |
137-28 |
| S2 |
136-02 |
136-02 |
138-05 |
|
| S3 |
133-23 |
134-31 |
137-30 |
|
| S4 |
131-12 |
132-20 |
137-10 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-30 |
148-28 |
138-30 |
|
| R3 |
147-06 |
144-04 |
137-20 |
|
| R2 |
142-14 |
142-14 |
137-06 |
|
| R1 |
139-12 |
139-12 |
136-24 |
138-17 |
| PP |
137-22 |
137-22 |
137-22 |
137-08 |
| S1 |
134-20 |
134-20 |
135-28 |
133-25 |
| S2 |
132-30 |
132-30 |
135-14 |
|
| S3 |
128-06 |
129-28 |
135-00 |
|
| S4 |
123-14 |
125-04 |
133-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-17 |
134-30 |
5-19 |
4.0% |
2-14 |
1.8% |
65% |
False |
False |
406,663 |
| 10 |
143-09 |
134-30 |
8-11 |
6.0% |
2-04 |
1.5% |
44% |
False |
False |
373,726 |
| 20 |
143-21 |
134-30 |
8-23 |
6.3% |
2-04 |
1.5% |
42% |
False |
False |
351,139 |
| 40 |
153-13 |
134-30 |
18-15 |
13.3% |
2-03 |
1.5% |
20% |
False |
False |
339,445 |
| 60 |
160-12 |
134-30 |
25-14 |
18.4% |
2-03 |
1.5% |
14% |
False |
False |
340,872 |
| 80 |
160-12 |
134-30 |
25-14 |
18.4% |
1-31 |
1.4% |
14% |
False |
False |
255,931 |
| 100 |
165-04 |
134-30 |
30-06 |
21.8% |
1-26 |
1.3% |
12% |
False |
False |
204,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-14 |
|
2.618 |
145-19 |
|
1.618 |
143-08 |
|
1.000 |
141-26 |
|
0.618 |
140-29 |
|
HIGH |
139-15 |
|
0.618 |
138-18 |
|
0.500 |
138-10 |
|
0.382 |
138-01 |
|
LOW |
137-04 |
|
0.618 |
135-22 |
|
1.000 |
134-25 |
|
1.618 |
133-11 |
|
2.618 |
131-00 |
|
4.250 |
127-05 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-16 |
138-04 |
| PP |
138-13 |
137-21 |
| S1 |
138-10 |
137-06 |
|