ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	141-30	141-26	-0-04	-0.1%	139-01
High	142-22	142-18	-0-04	-0.1%	142-02
Low	141-15	140-31	-0-16	-0.4%	137-30
Close	141-27	141-22	-0-05	-0.1%	141-25
Range	1-07	1-19	0-12	30.8%	4-04
ATR	2-01	2-00	-0-01	-1.6%	0-00
Volume	733,561	429,911	-303,650	-41.4%	2,019,723

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-17	145-22	142-18
R3	144-30	144-03	142-04
R2	143-11	143-11	141-31
R1	142-16	142-16	141-27	142-04
PP	141-24	141-24	141-24	141-18
S1	140-29	140-29	141-17	140-17
S2	140-05	140-05	141-13
S3	138-18	139-10	141-08
S4	136-31	137-23	140-26

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	140-01	2-21	1.9%	1-23	1.2%	62%	False	False	571,988
10	142-22	137-30	4-24	3.4%	1-27	1.3%	79%	False	False	469,519
20	142-22	134-30	7-24	5.5%	2-01	1.4%	87%	False	False	434,605
40	150-13	134-30	15-15	10.9%	2-00	1.4%	44%	False	False	386,066
60	160-12	134-30	25-14	18.0%	2-02	1.5%	27%	False	False	369,452
80	160-12	134-30	25-14	18.0%	2-01	1.4%	27%	False	False	326,081
100	160-12	134-30	25-14	18.0%	1-29	1.3%	27%	False	False	260,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-11
2.618	146-24
1.618	145-05
1.000	144-05
0.618	143-18
HIGH	142-18
0.618	141-31
0.500	141-24
0.382	141-18
LOW	140-31
0.618	139-31
1.000	139-12
1.618	138-12
2.618	136-25
4.250	134-06

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	141-24	141-20
PP	141-24	141-17
S1	141-23	141-14

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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