ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 26-Apr-2022

Day Change Summary
	Previous	Current
	25-Apr-2022	26-Apr-2022	Change	Change %	Previous Week
Open	138-26	140-15	1-21	1.2%	139-20
High	141-11	142-08	0-29	0.6%	140-12
Low	138-26	140-00	1-06	0.9%	137-17
Close	140-17	141-15	0-30	0.7%	139-04
Range	2-17	2-08	-0-09	-11.1%	2-27
ATR	1-27	1-28	0-01	1.6%	0-00
Volume	216	150	-66	-30.6%	1,541

Daily Pivots for day following 26-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	148-00	146-31	142-23
R3	145-24	144-23	142-03
R2	143-16	143-16	141-28
R1	142-15	142-15	141-22	143-00
PP	141-08	141-08	141-08	141-16
S1	140-07	140-07	141-08	140-24
S2	139-00	139-00	141-02
S3	136-24	137-31	140-27
S4	134-16	135-23	140-07

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	147-17	146-06	140-22
R3	144-22	143-11	139-29
R2	141-27	141-27	139-21
R1	140-16	140-16	139-12	139-24
PP	139-00	139-00	139-00	138-20
S1	137-21	137-21	138-28	136-29
S2	136-05	136-05	138-19
S3	133-10	134-26	138-11
S4	130-15	131-31	137-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-08	137-17	4-23	3.3%	2-07	1.6%	83%	True	False	358
10	142-20	137-17	5-03	3.6%	2-02	1.5%	77%	False	False	205
20	149-06	137-17	11-21	8.2%	1-27	1.3%	34%	False	False	113

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151-26
2.618	148-04
1.618	145-28
1.000	144-16
0.618	143-20
HIGH	142-08
0.618	141-12
0.500	141-04
0.382	140-28
LOW	140-00
0.618	138-20
1.000	137-24
1.618	136-12
2.618	134-04
4.250	130-14

Fisher Pivots for day following 26-Apr-2022
Pivot	1 day	3 day
R1	141-11	141-03
PP	141-08	140-22
S1	141-04	140-10

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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