ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
141-30 |
1-15 |
1.0% |
139-01 |
| High |
142-16 |
142-22 |
0-06 |
0.1% |
142-02 |
| Low |
140-07 |
141-15 |
1-08 |
0.9% |
137-30 |
| Close |
141-29 |
141-27 |
-0-02 |
0.0% |
141-25 |
| Range |
2-09 |
1-07 |
-1-02 |
-46.6% |
4-04 |
| ATR |
2-03 |
2-01 |
-0-02 |
-3.0% |
0-00 |
| Volume |
806,137 |
733,561 |
-72,576 |
-9.0% |
2,019,723 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
144-31 |
142-16 |
|
| R3 |
144-14 |
143-24 |
142-06 |
|
| R2 |
143-07 |
143-07 |
142-02 |
|
| R1 |
142-17 |
142-17 |
141-31 |
142-08 |
| PP |
142-00 |
142-00 |
142-00 |
141-28 |
| S1 |
141-10 |
141-10 |
141-23 |
141-02 |
| S2 |
140-25 |
140-25 |
141-20 |
|
| S3 |
139-18 |
140-03 |
141-16 |
|
| S4 |
138-11 |
138-28 |
141-06 |
|
|
| 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 |
142-22 |
139-23 |
2-31 |
2.1% |
1-28 |
1.3% |
72% |
True |
False |
582,402 |
| 10 |
142-22 |
137-30 |
4-24 |
3.3% |
1-27 |
1.3% |
82% |
True |
False |
471,652 |
| 20 |
142-22 |
134-30 |
7-24 |
5.5% |
2-01 |
1.4% |
89% |
True |
False |
429,544 |
| 40 |
150-13 |
134-30 |
15-15 |
10.9% |
2-01 |
1.4% |
45% |
False |
False |
383,073 |
| 60 |
160-12 |
134-30 |
25-14 |
17.9% |
2-03 |
1.5% |
27% |
False |
False |
370,418 |
| 80 |
160-12 |
134-30 |
25-14 |
17.9% |
2-01 |
1.4% |
27% |
False |
False |
320,709 |
| 100 |
162-01 |
134-30 |
27-03 |
19.1% |
1-29 |
1.3% |
25% |
False |
False |
256,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-28 |
|
2.618 |
145-28 |
|
1.618 |
144-21 |
|
1.000 |
143-29 |
|
0.618 |
143-14 |
|
HIGH |
142-22 |
|
0.618 |
142-07 |
|
0.500 |
142-02 |
|
0.382 |
141-30 |
|
LOW |
141-15 |
|
0.618 |
140-23 |
|
1.000 |
140-08 |
|
1.618 |
139-16 |
|
2.618 |
138-09 |
|
4.250 |
136-09 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-02 |
141-22 |
| PP |
142-00 |
141-17 |
| S1 |
141-30 |
141-12 |
|