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 |
|
|
|
| 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 |
|