ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
137-17 |
138-13 |
0-28 |
0.6% |
139-27 |
| High |
139-15 |
139-28 |
0-13 |
0.3% |
140-24 |
| Low |
137-04 |
137-07 |
0-03 |
0.1% |
136-00 |
| Close |
138-19 |
139-20 |
1-01 |
0.7% |
136-10 |
| Range |
2-11 |
2-21 |
0-10 |
13.3% |
4-24 |
| ATR |
2-05 |
2-06 |
0-01 |
1.6% |
0-00 |
| Volume |
379,740 |
467,862 |
88,122 |
23.2% |
1,836,949 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
145-29 |
141-03 |
|
| R3 |
144-07 |
143-08 |
140-11 |
|
| R2 |
141-18 |
141-18 |
140-04 |
|
| R1 |
140-19 |
140-19 |
139-28 |
141-02 |
| PP |
138-29 |
138-29 |
138-29 |
139-05 |
| S1 |
137-30 |
137-30 |
139-12 |
138-14 |
| S2 |
136-08 |
136-08 |
139-04 |
|
| S3 |
133-19 |
135-09 |
138-29 |
|
| S4 |
130-30 |
132-20 |
138-05 |
|
|
| 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 |
140-03 |
134-30 |
5-05 |
3.7% |
2-21 |
1.9% |
91% |
False |
False |
418,204 |
| 10 |
141-31 |
134-30 |
7-01 |
5.0% |
2-06 |
1.6% |
67% |
False |
False |
387,436 |
| 20 |
143-21 |
134-30 |
8-23 |
6.2% |
2-05 |
1.5% |
54% |
False |
False |
356,144 |
| 40 |
153-09 |
134-30 |
18-11 |
13.1% |
2-04 |
1.5% |
26% |
False |
False |
344,436 |
| 60 |
160-12 |
134-30 |
25-14 |
18.2% |
2-03 |
1.5% |
18% |
False |
False |
348,609 |
| 80 |
160-12 |
134-30 |
25-14 |
18.2% |
1-31 |
1.4% |
18% |
False |
False |
261,778 |
| 100 |
165-04 |
134-30 |
30-06 |
21.6% |
1-26 |
1.3% |
16% |
False |
False |
209,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-05 |
|
2.618 |
146-27 |
|
1.618 |
144-06 |
|
1.000 |
142-17 |
|
0.618 |
141-17 |
|
HIGH |
139-28 |
|
0.618 |
138-28 |
|
0.500 |
138-18 |
|
0.382 |
138-07 |
|
LOW |
137-07 |
|
0.618 |
135-18 |
|
1.000 |
134-18 |
|
1.618 |
132-29 |
|
2.618 |
130-08 |
|
4.250 |
125-30 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-08 |
138-28 |
| PP |
138-29 |
138-05 |
| S1 |
138-18 |
137-13 |
|