ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
140-13 |
139-29 |
-0-16 |
-0.4% |
141-22 |
| High |
141-00 |
140-11 |
-0-21 |
-0.5% |
142-22 |
| Low |
139-08 |
139-06 |
-0-02 |
0.0% |
140-01 |
| Close |
139-20 |
139-24 |
0-04 |
0.1% |
141-30 |
| Range |
1-24 |
1-05 |
-0-19 |
-33.9% |
2-21 |
| ATR |
1-31 |
1-29 |
-0-02 |
-2.9% |
0-00 |
| Volume |
12,731 |
5,827 |
-6,904 |
-54.2% |
2,550,044 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-07 |
142-21 |
140-12 |
|
| R3 |
142-02 |
141-16 |
140-02 |
|
| R2 |
140-29 |
140-29 |
139-31 |
|
| R1 |
140-11 |
140-11 |
139-27 |
140-02 |
| PP |
139-24 |
139-24 |
139-24 |
139-20 |
| S1 |
139-06 |
139-06 |
139-21 |
138-28 |
| S2 |
138-19 |
138-19 |
139-17 |
|
| S3 |
137-14 |
138-01 |
139-14 |
|
| S4 |
136-09 |
136-28 |
139-04 |
|
|
| 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 |
139-06 |
3-16 |
2.5% |
1-19 |
1.1% |
16% |
False |
True |
124,396 |
| 10 |
142-22 |
139-06 |
3-16 |
2.5% |
1-23 |
1.2% |
16% |
False |
True |
353,399 |
| 20 |
142-22 |
134-30 |
7-24 |
5.5% |
2-00 |
1.4% |
62% |
False |
False |
371,476 |
| 40 |
146-22 |
134-30 |
11-24 |
8.4% |
1-31 |
1.4% |
41% |
False |
False |
356,042 |
| 60 |
157-21 |
134-30 |
22-23 |
16.3% |
2-00 |
1.4% |
21% |
False |
False |
344,218 |
| 80 |
160-12 |
134-30 |
25-14 |
18.2% |
2-01 |
1.5% |
19% |
False |
False |
328,451 |
| 100 |
160-12 |
134-30 |
25-14 |
18.2% |
1-29 |
1.4% |
19% |
False |
False |
262,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
143-12 |
|
1.618 |
142-07 |
|
1.000 |
141-16 |
|
0.618 |
141-02 |
|
HIGH |
140-11 |
|
0.618 |
139-29 |
|
0.500 |
139-24 |
|
0.382 |
139-20 |
|
LOW |
139-06 |
|
0.618 |
138-15 |
|
1.000 |
138-01 |
|
1.618 |
137-10 |
|
2.618 |
136-05 |
|
4.250 |
134-09 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-24 |
140-20 |
| PP |
139-24 |
140-10 |
| S1 |
139-24 |
140-01 |
|