ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
139-16 |
140-19 |
1-03 |
0.8% |
136-07 |
| High |
141-03 |
140-20 |
-0-15 |
-0.3% |
141-03 |
| Low |
139-14 |
138-28 |
-0-18 |
-0.4% |
134-30 |
| Close |
140-30 |
139-03 |
-1-27 |
-1.3% |
139-03 |
| Range |
1-21 |
1-24 |
0-03 |
5.7% |
6-05 |
| ATR |
2-05 |
2-05 |
0-00 |
-0.3% |
0-00 |
| Volume |
451,239 |
273,991 |
-177,248 |
-39.3% |
1,978,499 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-25 |
143-22 |
140-02 |
|
| R3 |
143-01 |
141-30 |
139-18 |
|
| R2 |
141-09 |
141-09 |
139-13 |
|
| R1 |
140-06 |
140-06 |
139-08 |
139-28 |
| PP |
139-17 |
139-17 |
139-17 |
139-12 |
| S1 |
138-14 |
138-14 |
138-30 |
138-04 |
| S2 |
137-25 |
137-25 |
138-25 |
|
| S3 |
136-01 |
136-22 |
138-20 |
|
| S4 |
134-09 |
134-30 |
138-04 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
154-04 |
142-15 |
|
| R3 |
150-22 |
147-31 |
140-25 |
|
| R2 |
144-17 |
144-17 |
140-07 |
|
| R1 |
141-26 |
141-26 |
139-21 |
143-06 |
| PP |
138-12 |
138-12 |
138-12 |
139-02 |
| S1 |
135-21 |
135-21 |
138-17 |
137-00 |
| S2 |
132-07 |
132-07 |
137-31 |
|
| S3 |
126-02 |
129-16 |
137-13 |
|
| S4 |
119-29 |
123-11 |
135-23 |
|
|
| 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% |
2-08 |
1.6% |
68% |
False |
False |
395,699 |
| 10 |
141-03 |
134-30 |
6-05 |
4.4% |
2-05 |
1.5% |
68% |
False |
False |
381,544 |
| 20 |
143-09 |
134-30 |
8-11 |
6.0% |
2-02 |
1.5% |
50% |
False |
False |
357,806 |
| 40 |
152-27 |
134-30 |
17-29 |
12.9% |
2-03 |
1.5% |
23% |
False |
False |
345,114 |
| 60 |
160-12 |
134-30 |
25-14 |
18.3% |
2-04 |
1.5% |
16% |
False |
False |
360,221 |
| 80 |
160-12 |
134-30 |
25-14 |
18.3% |
2-00 |
1.4% |
16% |
False |
False |
270,839 |
| 100 |
164-02 |
134-30 |
29-04 |
20.9% |
1-27 |
1.3% |
14% |
False |
False |
216,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
145-07 |
|
1.618 |
143-15 |
|
1.000 |
142-12 |
|
0.618 |
141-23 |
|
HIGH |
140-20 |
|
0.618 |
139-31 |
|
0.500 |
139-24 |
|
0.382 |
139-17 |
|
LOW |
138-28 |
|
0.618 |
137-25 |
|
1.000 |
137-04 |
|
1.618 |
136-01 |
|
2.618 |
134-09 |
|
4.250 |
131-14 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-24 |
139-05 |
| PP |
139-17 |
139-04 |
| S1 |
139-10 |
139-04 |
|