ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
140-13 |
-1-16 |
-1.1% |
141-22 |
| High |
142-01 |
141-00 |
-1-01 |
-0.7% |
142-22 |
| Low |
139-22 |
139-08 |
-0-14 |
-0.3% |
140-01 |
| Close |
140-14 |
139-20 |
-0-26 |
-0.6% |
141-30 |
| Range |
2-11 |
1-24 |
-0-19 |
-25.3% |
2-21 |
| ATR |
1-31 |
1-31 |
-0-01 |
-0.8% |
0-00 |
| Volume |
24,950 |
12,731 |
-12,219 |
-49.0% |
2,550,044 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-07 |
144-05 |
140-19 |
|
| R3 |
143-15 |
142-13 |
140-03 |
|
| R2 |
141-23 |
141-23 |
139-30 |
|
| R1 |
140-21 |
140-21 |
139-25 |
140-10 |
| PP |
139-31 |
139-31 |
139-31 |
139-25 |
| S1 |
138-29 |
138-29 |
139-15 |
138-18 |
| S2 |
138-07 |
138-07 |
139-10 |
|
| S3 |
136-15 |
137-05 |
139-05 |
|
| S4 |
134-23 |
135-13 |
138-21 |
|
|
| 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 |
139-08 |
3-14 |
2.5% |
1-20 |
1.2% |
11% |
False |
True |
269,942 |
| 10 |
142-22 |
137-30 |
4-24 |
3.4% |
1-28 |
1.3% |
36% |
False |
False |
395,495 |
| 20 |
142-22 |
134-30 |
7-24 |
5.6% |
2-00 |
1.4% |
60% |
False |
False |
391,692 |
| 40 |
149-11 |
134-30 |
14-13 |
10.3% |
2-01 |
1.5% |
33% |
False |
False |
363,579 |
| 60 |
159-11 |
134-30 |
24-13 |
17.5% |
2-01 |
1.5% |
19% |
False |
False |
351,206 |
| 80 |
160-12 |
134-30 |
25-14 |
18.2% |
2-01 |
1.5% |
18% |
False |
False |
328,381 |
| 100 |
160-12 |
134-30 |
25-14 |
18.2% |
1-29 |
1.4% |
18% |
False |
False |
262,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
145-19 |
|
1.618 |
143-27 |
|
1.000 |
142-24 |
|
0.618 |
142-03 |
|
HIGH |
141-00 |
|
0.618 |
140-11 |
|
0.500 |
140-04 |
|
0.382 |
139-29 |
|
LOW |
139-08 |
|
0.618 |
138-05 |
|
1.000 |
137-16 |
|
1.618 |
136-13 |
|
2.618 |
134-21 |
|
4.250 |
131-26 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-04 |
140-31 |
| PP |
139-31 |
140-17 |
| S1 |
139-25 |
140-02 |
|