ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
138-25 |
137-31 |
-0-26 |
-0.6% |
141-29 |
| High |
138-25 |
138-12 |
-0-13 |
-0.3% |
142-01 |
| Low |
137-26 |
137-10 |
-0-16 |
-0.4% |
138-16 |
| Close |
138-00 |
138-03 |
0-03 |
0.1% |
139-06 |
| Range |
0-31 |
1-02 |
0-03 |
9.7% |
3-17 |
| ATR |
1-26 |
1-25 |
-0-02 |
-3.0% |
0-00 |
| Volume |
897 |
1,729 |
832 |
92.8% |
51,686 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-04 |
140-21 |
138-22 |
|
| R3 |
140-02 |
139-19 |
138-12 |
|
| R2 |
139-00 |
139-00 |
138-09 |
|
| R1 |
138-17 |
138-17 |
138-06 |
138-24 |
| PP |
137-30 |
137-30 |
137-30 |
138-01 |
| S1 |
137-15 |
137-15 |
138-00 |
137-22 |
| S2 |
136-28 |
136-28 |
137-29 |
|
| S3 |
135-26 |
136-13 |
137-26 |
|
| S4 |
134-24 |
135-11 |
137-16 |
|
|
| 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 |
139-29 |
137-10 |
2-19 |
1.9% |
1-14 |
1.1% |
30% |
False |
True |
3,365 |
| 10 |
142-22 |
137-10 |
5-12 |
3.9% |
1-17 |
1.1% |
15% |
False |
True |
63,880 |
| 20 |
142-22 |
137-10 |
5-12 |
3.9% |
1-22 |
1.2% |
15% |
False |
True |
267,766 |
| 40 |
143-21 |
134-30 |
8-23 |
6.3% |
1-29 |
1.4% |
36% |
False |
False |
311,955 |
| 60 |
153-09 |
134-30 |
18-11 |
13.3% |
1-31 |
1.4% |
17% |
False |
False |
318,879 |
| 80 |
160-12 |
134-30 |
25-14 |
18.4% |
2-00 |
1.5% |
12% |
False |
False |
328,398 |
| 100 |
160-12 |
134-30 |
25-14 |
18.4% |
1-29 |
1.4% |
12% |
False |
False |
262,976 |
| 120 |
165-04 |
134-30 |
30-06 |
21.9% |
1-25 |
1.3% |
10% |
False |
False |
219,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-28 |
|
2.618 |
141-05 |
|
1.618 |
140-03 |
|
1.000 |
139-14 |
|
0.618 |
139-01 |
|
HIGH |
138-12 |
|
0.618 |
137-31 |
|
0.500 |
137-27 |
|
0.382 |
137-23 |
|
LOW |
137-10 |
|
0.618 |
136-21 |
|
1.000 |
136-08 |
|
1.618 |
135-19 |
|
2.618 |
134-17 |
|
4.250 |
132-26 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-00 |
138-08 |
| PP |
137-30 |
138-06 |
| S1 |
137-27 |
138-05 |
|