ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
132-20 |
134-28 |
2-08 |
1.7% |
136-16 |
| High |
136-08 |
136-15 |
0-07 |
0.2% |
136-26 |
| Low |
132-04 |
134-25 |
2-21 |
2.0% |
132-04 |
| Close |
134-21 |
135-26 |
1-05 |
0.9% |
135-26 |
| Range |
4-04 |
1-22 |
-2-14 |
-59.1% |
4-22 |
| ATR |
2-08 |
2-07 |
-0-01 |
-1.4% |
0-00 |
| Volume |
1,892 |
83 |
-1,809 |
-95.6% |
14,498 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-24 |
139-31 |
136-24 |
|
| R3 |
139-02 |
138-09 |
136-09 |
|
| R2 |
137-12 |
137-12 |
136-04 |
|
| R1 |
136-19 |
136-19 |
135-31 |
137-00 |
| PP |
135-22 |
135-22 |
135-22 |
135-28 |
| S1 |
134-29 |
134-29 |
135-21 |
135-10 |
| S2 |
134-00 |
134-00 |
135-16 |
|
| S3 |
132-10 |
133-07 |
135-11 |
|
| S4 |
130-20 |
131-17 |
134-28 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
147-03 |
138-12 |
|
| R3 |
144-09 |
142-13 |
137-03 |
|
| R2 |
139-19 |
139-19 |
136-22 |
|
| R1 |
137-23 |
137-23 |
136-08 |
136-10 |
| PP |
134-29 |
134-29 |
134-29 |
134-07 |
| S1 |
133-01 |
133-01 |
135-12 |
131-20 |
| S2 |
130-07 |
130-07 |
134-30 |
|
| S3 |
125-17 |
128-11 |
134-17 |
|
| S4 |
120-27 |
123-21 |
133-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-26 |
132-04 |
4-22 |
3.5% |
3-02 |
2.3% |
79% |
False |
False |
2,899 |
| 10 |
139-16 |
132-04 |
7-12 |
5.4% |
2-14 |
1.8% |
50% |
False |
False |
2,381 |
| 20 |
142-22 |
132-04 |
10-18 |
7.8% |
2-01 |
1.5% |
35% |
False |
False |
154,200 |
| 40 |
143-09 |
132-04 |
11-05 |
8.2% |
2-02 |
1.5% |
33% |
False |
False |
263,301 |
| 60 |
150-13 |
132-04 |
18-09 |
13.5% |
2-02 |
1.5% |
20% |
False |
False |
287,636 |
| 80 |
160-12 |
132-04 |
28-08 |
20.8% |
2-04 |
1.6% |
13% |
False |
False |
312,821 |
| 100 |
160-12 |
132-04 |
28-08 |
20.8% |
2-01 |
1.5% |
13% |
False |
False |
263,118 |
| 120 |
163-10 |
132-04 |
31-06 |
23.0% |
1-29 |
1.4% |
12% |
False |
False |
219,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
140-28 |
|
1.618 |
139-06 |
|
1.000 |
138-05 |
|
0.618 |
137-16 |
|
HIGH |
136-15 |
|
0.618 |
135-26 |
|
0.500 |
135-20 |
|
0.382 |
135-14 |
|
LOW |
134-25 |
|
0.618 |
133-24 |
|
1.000 |
133-03 |
|
1.618 |
132-02 |
|
2.618 |
130-12 |
|
4.250 |
127-20 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135-24 |
135-10 |
| PP |
135-22 |
134-26 |
| S1 |
135-20 |
134-10 |
|