ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
140-30 |
141-22 |
0-24 |
0.5% |
139-01 |
| High |
142-01 |
141-22 |
-0-11 |
-0.2% |
142-02 |
| Low |
140-07 |
140-01 |
-0-06 |
-0.1% |
137-30 |
| Close |
141-25 |
140-10 |
-1-15 |
-1.0% |
141-25 |
| Range |
1-26 |
1-21 |
-0-05 |
-8.6% |
4-04 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.2% |
0-00 |
| Volume |
458,458 |
431,874 |
-26,584 |
-5.8% |
2,019,723 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
144-20 |
141-07 |
|
| R3 |
144-00 |
142-31 |
140-25 |
|
| R2 |
142-11 |
142-11 |
140-20 |
|
| R1 |
141-10 |
141-10 |
140-15 |
141-00 |
| PP |
140-22 |
140-22 |
140-22 |
140-16 |
| S1 |
139-21 |
139-21 |
140-05 |
139-11 |
| S2 |
139-01 |
139-01 |
140-00 |
|
| S3 |
137-12 |
138-00 |
139-27 |
|
| S4 |
135-23 |
136-11 |
139-13 |
|
|
| 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% |
58% |
False |
False |
429,506 |
| 10 |
142-02 |
137-04 |
4-30 |
3.5% |
2-00 |
1.4% |
65% |
False |
False |
402,442 |
| 20 |
143-09 |
134-30 |
8-11 |
5.9% |
2-02 |
1.5% |
64% |
False |
False |
385,483 |
| 40 |
150-13 |
134-30 |
15-15 |
11.0% |
2-02 |
1.5% |
35% |
False |
False |
361,218 |
| 60 |
160-12 |
134-30 |
25-14 |
18.1% |
2-04 |
1.5% |
21% |
False |
False |
364,505 |
| 80 |
160-12 |
134-30 |
25-14 |
18.1% |
2-01 |
1.4% |
21% |
False |
False |
301,475 |
| 100 |
162-14 |
134-30 |
27-16 |
19.6% |
1-28 |
1.3% |
20% |
False |
False |
241,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-23 |
|
2.618 |
146-01 |
|
1.618 |
144-12 |
|
1.000 |
143-11 |
|
0.618 |
142-23 |
|
HIGH |
141-22 |
|
0.618 |
141-02 |
|
0.500 |
140-28 |
|
0.382 |
140-21 |
|
LOW |
140-01 |
|
0.618 |
139-00 |
|
1.000 |
138-12 |
|
1.618 |
137-11 |
|
2.618 |
135-22 |
|
4.250 |
133-00 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-28 |
140-28 |
| PP |
140-22 |
140-22 |
| S1 |
140-16 |
140-16 |
|