ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
138-13 |
140-07 |
1-26 |
1.3% |
136-07 |
| High |
140-17 |
142-02 |
1-17 |
1.1% |
141-03 |
| Low |
137-30 |
139-23 |
1-25 |
1.3% |
134-30 |
| Close |
140-10 |
140-19 |
0-09 |
0.2% |
139-03 |
| Range |
2-19 |
2-11 |
-0-08 |
-9.6% |
6-05 |
| ATR |
2-04 |
2-04 |
0-01 |
0.7% |
0-00 |
| Volume |
426,795 |
481,981 |
55,186 |
12.9% |
1,978,499 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
146-18 |
141-28 |
|
| R3 |
145-15 |
144-07 |
141-08 |
|
| R2 |
143-04 |
143-04 |
141-01 |
|
| R1 |
141-28 |
141-28 |
140-26 |
142-16 |
| PP |
140-25 |
140-25 |
140-25 |
141-04 |
| S1 |
139-17 |
139-17 |
140-12 |
140-05 |
| S2 |
138-14 |
138-14 |
140-05 |
|
| S3 |
136-03 |
137-06 |
139-30 |
|
| S4 |
133-24 |
134-27 |
139-10 |
|
|
| 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 |
142-02 |
137-30 |
4-04 |
2.9% |
2-00 |
1.4% |
64% |
True |
False |
367,051 |
| 10 |
142-02 |
134-30 |
7-04 |
5.1% |
2-04 |
1.5% |
79% |
True |
False |
390,625 |
| 20 |
143-09 |
134-30 |
8-11 |
5.9% |
2-03 |
1.5% |
68% |
False |
False |
372,402 |
| 40 |
150-13 |
134-30 |
15-15 |
11.0% |
2-03 |
1.5% |
37% |
False |
False |
354,355 |
| 60 |
160-12 |
134-30 |
25-14 |
18.1% |
2-05 |
1.5% |
22% |
False |
False |
365,694 |
| 80 |
160-12 |
134-30 |
25-14 |
18.1% |
2-01 |
1.4% |
22% |
False |
False |
290,348 |
| 100 |
163-10 |
134-30 |
28-12 |
20.2% |
1-28 |
1.3% |
20% |
False |
False |
232,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-01 |
|
2.618 |
148-06 |
|
1.618 |
145-27 |
|
1.000 |
144-13 |
|
0.618 |
143-16 |
|
HIGH |
142-02 |
|
0.618 |
141-05 |
|
0.500 |
140-28 |
|
0.382 |
140-20 |
|
LOW |
139-23 |
|
0.618 |
138-09 |
|
1.000 |
137-12 |
|
1.618 |
135-30 |
|
2.618 |
133-19 |
|
4.250 |
129-24 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-28 |
140-13 |
| PP |
140-25 |
140-06 |
| S1 |
140-22 |
140-00 |
|