ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
137-31 |
137-31 |
0-00 |
0.0% |
139-12 |
| High |
138-12 |
139-10 |
0-30 |
0.7% |
139-16 |
| Low |
137-10 |
136-07 |
-1-03 |
-0.8% |
136-07 |
| Close |
138-03 |
136-21 |
-1-14 |
-1.0% |
136-21 |
| Range |
1-02 |
3-03 |
2-01 |
191.2% |
3-09 |
| ATR |
1-25 |
1-28 |
0-03 |
5.3% |
0-00 |
| Volume |
1,729 |
666 |
-1,063 |
-61.5% |
9,315 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
144-24 |
138-11 |
|
| R3 |
143-19 |
141-21 |
137-16 |
|
| R2 |
140-16 |
140-16 |
137-07 |
|
| R1 |
138-18 |
138-18 |
136-30 |
138-00 |
| PP |
137-13 |
137-13 |
137-13 |
137-03 |
| S1 |
135-15 |
135-15 |
136-12 |
134-28 |
| S2 |
134-10 |
134-10 |
136-03 |
|
| S3 |
131-07 |
132-12 |
135-26 |
|
| S4 |
128-04 |
129-09 |
134-31 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
145-08 |
138-15 |
|
| R3 |
144-01 |
141-31 |
137-18 |
|
| R2 |
140-24 |
140-24 |
137-08 |
|
| R1 |
138-22 |
138-22 |
136-31 |
138-02 |
| PP |
137-15 |
137-15 |
137-15 |
137-05 |
| S1 |
135-13 |
135-13 |
136-11 |
134-26 |
| S2 |
134-06 |
134-06 |
136-02 |
|
| S3 |
130-29 |
132-04 |
135-24 |
|
| S4 |
127-20 |
128-27 |
134-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-16 |
136-07 |
3-09 |
2.4% |
1-25 |
1.3% |
13% |
False |
True |
1,863 |
| 10 |
142-22 |
136-07 |
6-15 |
4.7% |
1-22 |
1.2% |
7% |
False |
True |
20,956 |
| 20 |
142-22 |
136-07 |
6-15 |
4.7% |
1-24 |
1.3% |
7% |
False |
True |
245,237 |
| 40 |
143-21 |
134-30 |
8-23 |
6.4% |
1-30 |
1.4% |
20% |
False |
False |
303,039 |
| 60 |
153-09 |
134-30 |
18-11 |
13.4% |
2-00 |
1.5% |
9% |
False |
False |
312,681 |
| 80 |
160-12 |
134-30 |
25-14 |
18.6% |
2-01 |
1.5% |
7% |
False |
False |
328,237 |
| 100 |
160-12 |
134-30 |
25-14 |
18.6% |
1-30 |
1.4% |
7% |
False |
False |
262,979 |
| 120 |
165-04 |
134-30 |
30-06 |
22.1% |
1-26 |
1.3% |
6% |
False |
False |
219,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-15 |
|
2.618 |
147-13 |
|
1.618 |
144-10 |
|
1.000 |
142-13 |
|
0.618 |
141-07 |
|
HIGH |
139-10 |
|
0.618 |
138-04 |
|
0.500 |
137-24 |
|
0.382 |
137-13 |
|
LOW |
136-07 |
|
0.618 |
134-10 |
|
1.000 |
133-04 |
|
1.618 |
131-07 |
|
2.618 |
128-04 |
|
4.250 |
123-02 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-24 |
137-24 |
| PP |
137-13 |
137-13 |
| S1 |
137-01 |
137-01 |
|