ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
139-20 |
139-12 |
-0-08 |
-0.2% |
141-29 |
| High |
139-29 |
139-16 |
-0-13 |
-0.3% |
142-01 |
| Low |
138-16 |
137-17 |
-0-31 |
-0.7% |
138-16 |
| Close |
139-06 |
137-23 |
-1-15 |
-1.1% |
139-06 |
| Range |
1-13 |
1-31 |
0-18 |
40.0% |
3-17 |
| ATR |
1-28 |
1-28 |
0-00 |
0.4% |
0-00 |
| Volume |
8,178 |
3,813 |
-4,365 |
-53.4% |
51,686 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-05 |
142-29 |
138-26 |
|
| R3 |
142-06 |
140-30 |
138-08 |
|
| R2 |
140-07 |
140-07 |
138-03 |
|
| R1 |
138-31 |
138-31 |
137-29 |
138-20 |
| PP |
138-08 |
138-08 |
138-08 |
138-02 |
| S1 |
137-00 |
137-00 |
137-17 |
136-20 |
| S2 |
136-09 |
136-09 |
137-11 |
|
| S3 |
134-10 |
135-01 |
137-06 |
|
| S4 |
132-11 |
133-02 |
136-20 |
|
|
| 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 |
142-01 |
137-17 |
4-16 |
3.3% |
1-23 |
1.3% |
4% |
False |
True |
11,099 |
| 10 |
142-22 |
137-17 |
5-05 |
3.7% |
1-21 |
1.2% |
4% |
False |
True |
260,554 |
| 20 |
142-22 |
134-30 |
7-24 |
5.6% |
1-28 |
1.4% |
36% |
False |
False |
330,188 |
| 40 |
144-27 |
134-30 |
9-29 |
7.2% |
1-31 |
1.4% |
28% |
False |
False |
337,414 |
| 60 |
155-23 |
134-30 |
20-25 |
15.1% |
2-00 |
1.5% |
13% |
False |
False |
332,429 |
| 80 |
160-12 |
134-30 |
25-14 |
18.5% |
2-01 |
1.5% |
11% |
False |
False |
328,573 |
| 100 |
160-12 |
134-30 |
25-14 |
18.5% |
1-29 |
1.4% |
11% |
False |
False |
262,948 |
| 120 |
165-04 |
134-30 |
30-06 |
21.9% |
1-25 |
1.3% |
9% |
False |
False |
219,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-28 |
|
2.618 |
144-21 |
|
1.618 |
142-22 |
|
1.000 |
141-15 |
|
0.618 |
140-23 |
|
HIGH |
139-16 |
|
0.618 |
138-24 |
|
0.500 |
138-16 |
|
0.382 |
138-09 |
|
LOW |
137-17 |
|
0.618 |
136-10 |
|
1.000 |
135-18 |
|
1.618 |
134-11 |
|
2.618 |
132-12 |
|
4.250 |
129-05 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-16 |
138-30 |
| PP |
138-08 |
138-17 |
| S1 |
138-00 |
138-04 |
|