ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
139-01 |
-1-18 |
-1.1% |
136-07 |
| High |
140-20 |
140-13 |
-0-07 |
-0.2% |
141-03 |
| Low |
138-28 |
138-25 |
-0-03 |
-0.1% |
134-30 |
| Close |
139-03 |
139-29 |
0-26 |
0.6% |
139-03 |
| Range |
1-24 |
1-20 |
-0-04 |
-7.1% |
6-05 |
| ATR |
2-05 |
2-04 |
-0-01 |
-1.8% |
0-00 |
| Volume |
273,991 |
304,067 |
30,076 |
11.0% |
1,978,499 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-18 |
143-28 |
140-26 |
|
| R3 |
142-30 |
142-08 |
140-11 |
|
| R2 |
141-10 |
141-10 |
140-07 |
|
| R1 |
140-20 |
140-20 |
140-02 |
140-31 |
| PP |
139-22 |
139-22 |
139-22 |
139-28 |
| S1 |
139-00 |
139-00 |
139-24 |
139-11 |
| S2 |
138-02 |
138-02 |
139-19 |
|
| S3 |
136-14 |
137-12 |
139-15 |
|
| S4 |
134-26 |
135-24 |
139-00 |
|
|
| 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 |
137-04 |
3-31 |
2.8% |
2-00 |
1.4% |
70% |
False |
False |
375,379 |
| 10 |
141-03 |
134-30 |
6-05 |
4.4% |
2-05 |
1.5% |
81% |
False |
False |
382,132 |
| 20 |
143-09 |
134-30 |
8-11 |
6.0% |
2-03 |
1.5% |
60% |
False |
False |
362,702 |
| 40 |
152-11 |
134-30 |
17-13 |
12.4% |
2-03 |
1.5% |
29% |
False |
False |
346,744 |
| 60 |
160-12 |
134-30 |
25-14 |
18.2% |
2-04 |
1.5% |
20% |
False |
False |
364,936 |
| 80 |
160-12 |
134-30 |
25-14 |
18.2% |
2-00 |
1.4% |
20% |
False |
False |
274,637 |
| 100 |
163-18 |
134-30 |
28-20 |
20.5% |
1-27 |
1.3% |
17% |
False |
False |
219,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-10 |
|
2.618 |
144-21 |
|
1.618 |
143-01 |
|
1.000 |
142-01 |
|
0.618 |
141-13 |
|
HIGH |
140-13 |
|
0.618 |
139-25 |
|
0.500 |
139-19 |
|
0.382 |
139-13 |
|
LOW |
138-25 |
|
0.618 |
137-25 |
|
1.000 |
137-05 |
|
1.618 |
136-05 |
|
2.618 |
134-17 |
|
4.250 |
131-28 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-26 |
139-30 |
| PP |
139-22 |
139-30 |
| S1 |
139-19 |
139-29 |
|