ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
141-29 |
0-05 |
0.1% |
141-22 |
| High |
142-22 |
142-01 |
-0-21 |
-0.5% |
142-22 |
| Low |
141-17 |
139-22 |
-1-27 |
-1.3% |
140-01 |
| Close |
141-30 |
140-14 |
-1-16 |
-1.1% |
141-30 |
| Range |
1-05 |
2-11 |
1-06 |
102.7% |
2-21 |
| ATR |
1-30 |
1-31 |
0-01 |
1.5% |
0-00 |
| Volume |
148,561 |
24,950 |
-123,611 |
-83.2% |
2,550,044 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
146-14 |
141-23 |
|
| R3 |
145-13 |
144-03 |
141-03 |
|
| R2 |
143-02 |
143-02 |
140-28 |
|
| R1 |
141-24 |
141-24 |
140-21 |
141-08 |
| PP |
140-23 |
140-23 |
140-23 |
140-15 |
| S1 |
139-13 |
139-13 |
140-07 |
138-28 |
| S2 |
138-12 |
138-12 |
140-00 |
|
| S3 |
136-01 |
137-02 |
139-25 |
|
| S4 |
133-22 |
134-23 |
139-05 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-12 |
143-13 |
|
| R3 |
146-28 |
145-23 |
142-21 |
|
| R2 |
144-07 |
144-07 |
142-14 |
|
| R1 |
143-02 |
143-02 |
142-06 |
143-20 |
| PP |
141-18 |
141-18 |
141-18 |
141-27 |
| S1 |
140-13 |
140-13 |
141-22 |
141-00 |
| S2 |
138-29 |
138-29 |
141-14 |
|
| S3 |
136-08 |
137-24 |
141-07 |
|
| S4 |
133-19 |
135-03 |
140-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-22 |
139-22 |
3-00 |
2.1% |
1-23 |
1.2% |
25% |
False |
True |
428,624 |
| 10 |
142-22 |
137-30 |
4-24 |
3.4% |
1-28 |
1.3% |
53% |
False |
False |
429,065 |
| 20 |
142-22 |
134-30 |
7-24 |
5.5% |
2-00 |
1.4% |
71% |
False |
False |
405,598 |
| 40 |
149-21 |
134-30 |
14-23 |
10.5% |
2-01 |
1.4% |
37% |
False |
False |
370,481 |
| 60 |
160-12 |
134-30 |
25-14 |
18.1% |
2-01 |
1.5% |
22% |
False |
False |
358,923 |
| 80 |
160-12 |
134-30 |
25-14 |
18.1% |
2-01 |
1.4% |
22% |
False |
False |
328,234 |
| 100 |
160-12 |
134-30 |
25-14 |
18.1% |
1-29 |
1.4% |
22% |
False |
False |
262,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-00 |
|
2.618 |
148-05 |
|
1.618 |
145-26 |
|
1.000 |
144-12 |
|
0.618 |
143-15 |
|
HIGH |
142-01 |
|
0.618 |
141-04 |
|
0.500 |
140-28 |
|
0.382 |
140-19 |
|
LOW |
139-22 |
|
0.618 |
138-08 |
|
1.000 |
137-11 |
|
1.618 |
135-29 |
|
2.618 |
133-18 |
|
4.250 |
129-23 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-28 |
141-06 |
| PP |
140-23 |
140-30 |
| S1 |
140-18 |
140-22 |
|