ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
139-29 |
139-20 |
-0-09 |
-0.2% |
141-29 |
| High |
140-11 |
139-29 |
-0-14 |
-0.3% |
142-01 |
| Low |
139-06 |
138-16 |
-0-22 |
-0.5% |
138-16 |
| Close |
139-24 |
139-06 |
-0-18 |
-0.4% |
139-06 |
| Range |
1-05 |
1-13 |
0-08 |
21.6% |
3-17 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.9% |
0-00 |
| Volume |
5,827 |
8,178 |
2,351 |
40.3% |
51,686 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-13 |
142-23 |
139-31 |
|
| R3 |
142-00 |
141-10 |
139-18 |
|
| R2 |
140-19 |
140-19 |
139-14 |
|
| R1 |
139-29 |
139-29 |
139-10 |
139-18 |
| PP |
139-06 |
139-06 |
139-06 |
139-01 |
| S1 |
138-16 |
138-16 |
139-02 |
138-04 |
| S2 |
137-25 |
137-25 |
138-30 |
|
| S3 |
136-12 |
137-03 |
138-26 |
|
| S4 |
134-31 |
135-22 |
138-13 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-16 |
148-12 |
141-04 |
|
| R3 |
146-31 |
144-27 |
140-05 |
|
| R2 |
143-14 |
143-14 |
139-27 |
|
| R1 |
141-10 |
141-10 |
139-16 |
140-20 |
| PP |
139-29 |
139-29 |
139-29 |
139-18 |
| S1 |
137-25 |
137-25 |
138-28 |
137-02 |
| S2 |
136-12 |
136-12 |
138-17 |
|
| S3 |
132-27 |
134-08 |
138-07 |
|
| S4 |
129-10 |
130-23 |
137-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-22 |
138-16 |
4-06 |
3.0% |
1-18 |
1.1% |
16% |
False |
True |
40,049 |
| 10 |
142-22 |
138-16 |
4-06 |
3.0% |
1-20 |
1.2% |
16% |
False |
True |
306,018 |
| 20 |
142-22 |
134-30 |
7-24 |
5.6% |
1-28 |
1.4% |
55% |
False |
False |
348,322 |
| 40 |
146-04 |
134-30 |
11-06 |
8.0% |
1-31 |
1.4% |
38% |
False |
False |
346,633 |
| 60 |
156-03 |
134-30 |
21-05 |
15.2% |
2-00 |
1.4% |
20% |
False |
False |
338,589 |
| 80 |
160-12 |
134-30 |
25-14 |
18.3% |
2-01 |
1.5% |
17% |
False |
False |
328,540 |
| 100 |
160-12 |
134-30 |
25-14 |
18.3% |
1-29 |
1.4% |
17% |
False |
False |
262,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-28 |
|
2.618 |
143-19 |
|
1.618 |
142-06 |
|
1.000 |
141-10 |
|
0.618 |
140-25 |
|
HIGH |
139-29 |
|
0.618 |
139-12 |
|
0.500 |
139-06 |
|
0.382 |
139-01 |
|
LOW |
138-16 |
|
0.618 |
137-20 |
|
1.000 |
137-03 |
|
1.618 |
136-07 |
|
2.618 |
134-26 |
|
4.250 |
132-17 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-06 |
139-24 |
| PP |
139-06 |
139-18 |
| S1 |
139-06 |
139-12 |
|