ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
140-30 |
0-23 |
0.5% |
139-01 |
| High |
142-02 |
142-01 |
-0-01 |
0.0% |
142-02 |
| Low |
139-23 |
140-07 |
0-16 |
0.4% |
137-30 |
| Close |
140-19 |
141-25 |
1-06 |
0.8% |
141-25 |
| Range |
2-11 |
1-26 |
-0-17 |
-22.7% |
4-04 |
| ATR |
2-04 |
2-04 |
-0-01 |
-1.1% |
0-00 |
| Volume |
481,981 |
458,458 |
-23,523 |
-4.9% |
2,019,723 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-25 |
146-03 |
142-25 |
|
| R3 |
144-31 |
144-09 |
142-09 |
|
| R2 |
143-05 |
143-05 |
142-04 |
|
| R1 |
142-15 |
142-15 |
141-30 |
142-26 |
| PP |
141-11 |
141-11 |
141-11 |
141-16 |
| S1 |
140-21 |
140-21 |
141-20 |
141-00 |
| S2 |
139-17 |
139-17 |
141-14 |
|
| S3 |
137-23 |
138-27 |
141-09 |
|
| S4 |
135-29 |
137-01 |
140-25 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-31 |
151-16 |
144-02 |
|
| R3 |
148-27 |
147-12 |
142-29 |
|
| R2 |
144-23 |
144-23 |
142-17 |
|
| R1 |
143-08 |
143-08 |
142-05 |
144-00 |
| PP |
140-19 |
140-19 |
140-19 |
140-31 |
| S1 |
139-04 |
139-04 |
141-13 |
139-28 |
| S2 |
136-15 |
136-15 |
141-01 |
|
| S3 |
132-11 |
135-00 |
140-21 |
|
| S4 |
128-07 |
130-28 |
139-16 |
|
|
| 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% |
93% |
False |
False |
403,944 |
| 10 |
142-02 |
134-30 |
7-04 |
5.0% |
2-04 |
1.5% |
96% |
False |
False |
399,822 |
| 20 |
143-09 |
134-30 |
8-11 |
5.9% |
2-03 |
1.5% |
82% |
False |
False |
380,204 |
| 40 |
150-13 |
134-30 |
15-15 |
10.9% |
2-03 |
1.5% |
44% |
False |
False |
358,828 |
| 60 |
160-12 |
134-30 |
25-14 |
17.9% |
2-04 |
1.5% |
27% |
False |
False |
363,213 |
| 80 |
160-12 |
134-30 |
25-14 |
17.9% |
2-01 |
1.4% |
27% |
False |
False |
296,077 |
| 100 |
162-31 |
134-30 |
28-01 |
19.8% |
1-28 |
1.3% |
24% |
False |
False |
236,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
146-25 |
|
1.618 |
144-31 |
|
1.000 |
143-27 |
|
0.618 |
143-05 |
|
HIGH |
142-01 |
|
0.618 |
141-11 |
|
0.500 |
141-04 |
|
0.382 |
140-29 |
|
LOW |
140-07 |
|
0.618 |
139-03 |
|
1.000 |
138-13 |
|
1.618 |
137-09 |
|
2.618 |
135-15 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
141-06 |
| PP |
141-11 |
140-19 |
| S1 |
141-04 |
140-00 |
|