ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
133-02 |
132-20 |
-0-14 |
-0.3% |
139-12 |
| High |
134-25 |
136-08 |
1-15 |
1.1% |
139-16 |
| Low |
132-11 |
132-04 |
-0-07 |
-0.2% |
136-07 |
| Close |
133-13 |
134-21 |
1-08 |
0.9% |
136-21 |
| Range |
2-14 |
4-04 |
1-22 |
69.2% |
3-09 |
| ATR |
2-04 |
2-08 |
0-05 |
6.8% |
0-00 |
| Volume |
7,022 |
1,892 |
-5,130 |
-73.1% |
9,315 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-23 |
144-26 |
136-30 |
|
| R3 |
142-19 |
140-22 |
135-25 |
|
| R2 |
138-15 |
138-15 |
135-13 |
|
| R1 |
136-18 |
136-18 |
135-01 |
137-16 |
| PP |
134-11 |
134-11 |
134-11 |
134-26 |
| S1 |
132-14 |
132-14 |
134-09 |
133-12 |
| S2 |
130-07 |
130-07 |
133-29 |
|
| S3 |
126-03 |
128-10 |
133-17 |
|
| S4 |
121-31 |
124-06 |
132-12 |
|
|
| 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 |
139-10 |
132-04 |
7-06 |
5.3% |
3-11 |
2.5% |
35% |
False |
True |
3,016 |
| 10 |
139-29 |
132-04 |
7-25 |
5.8% |
2-13 |
1.8% |
33% |
False |
True |
3,190 |
| 20 |
142-22 |
132-04 |
10-18 |
7.8% |
2-02 |
1.5% |
24% |
False |
True |
178,294 |
| 40 |
143-09 |
132-04 |
11-05 |
8.3% |
2-02 |
1.5% |
23% |
False |
True |
272,583 |
| 60 |
150-13 |
132-04 |
18-09 |
13.6% |
2-03 |
1.5% |
14% |
False |
True |
293,385 |
| 80 |
160-12 |
132-04 |
28-08 |
21.0% |
2-04 |
1.6% |
9% |
False |
True |
321,616 |
| 100 |
160-12 |
132-04 |
28-08 |
21.0% |
2-01 |
1.5% |
9% |
False |
True |
263,119 |
| 120 |
163-10 |
132-04 |
31-06 |
23.2% |
1-29 |
1.4% |
8% |
False |
True |
219,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-25 |
|
2.618 |
147-02 |
|
1.618 |
142-30 |
|
1.000 |
140-12 |
|
0.618 |
138-26 |
|
HIGH |
136-08 |
|
0.618 |
134-22 |
|
0.500 |
134-06 |
|
0.382 |
133-22 |
|
LOW |
132-04 |
|
0.618 |
129-18 |
|
1.000 |
128-00 |
|
1.618 |
125-14 |
|
2.618 |
121-10 |
|
4.250 |
114-19 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-16 |
134-16 |
| PP |
134-11 |
134-11 |
| S1 |
134-06 |
134-06 |
|