ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
138-13 |
139-16 |
1-03 |
0.8% |
139-27 |
| High |
139-28 |
141-03 |
1-07 |
0.9% |
140-24 |
| Low |
137-07 |
139-14 |
2-07 |
1.6% |
136-00 |
| Close |
139-20 |
140-30 |
1-10 |
0.9% |
136-10 |
| Range |
2-21 |
1-21 |
-1-00 |
-37.6% |
4-24 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.8% |
0-00 |
| Volume |
467,862 |
451,239 |
-16,623 |
-3.6% |
1,836,949 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
144-27 |
141-27 |
|
| R3 |
143-26 |
143-06 |
141-13 |
|
| R2 |
142-05 |
142-05 |
141-08 |
|
| R1 |
141-17 |
141-17 |
141-03 |
141-27 |
| PP |
140-16 |
140-16 |
140-16 |
140-20 |
| S1 |
139-28 |
139-28 |
140-25 |
140-06 |
| S2 |
138-27 |
138-27 |
140-20 |
|
| S3 |
137-06 |
138-07 |
140-15 |
|
| S4 |
135-17 |
136-18 |
140-01 |
|
|
| 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 |
141-03 |
134-30 |
6-05 |
4.4% |
2-09 |
1.6% |
97% |
True |
False |
414,200 |
| 10 |
141-29 |
134-30 |
6-31 |
4.9% |
2-06 |
1.5% |
86% |
False |
False |
399,691 |
| 20 |
143-21 |
134-30 |
8-23 |
6.2% |
2-04 |
1.5% |
69% |
False |
False |
360,840 |
| 40 |
153-09 |
134-30 |
18-11 |
13.0% |
2-04 |
1.5% |
33% |
False |
False |
346,402 |
| 60 |
160-12 |
134-30 |
25-14 |
18.0% |
2-03 |
1.5% |
24% |
False |
False |
355,903 |
| 80 |
160-12 |
134-30 |
25-14 |
18.0% |
1-31 |
1.4% |
24% |
False |
False |
267,415 |
| 100 |
165-04 |
134-30 |
30-06 |
21.4% |
1-26 |
1.3% |
20% |
False |
False |
213,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-04 |
|
2.618 |
145-14 |
|
1.618 |
143-25 |
|
1.000 |
142-24 |
|
0.618 |
142-04 |
|
HIGH |
141-03 |
|
0.618 |
140-15 |
|
0.500 |
140-08 |
|
0.382 |
140-02 |
|
LOW |
139-14 |
|
0.618 |
138-13 |
|
1.000 |
137-25 |
|
1.618 |
136-24 |
|
2.618 |
135-03 |
|
4.250 |
132-13 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-23 |
140-10 |
| PP |
140-16 |
139-23 |
| S1 |
140-08 |
139-04 |
|