ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	138-25	139-14	0-21	0.5%	138-26
High	139-17	139-14	-0-03	-0.1%	142-08
Low	138-01	135-23	-2-10	-1.7%	138-26
Close	139-06	136-11	-2-27	-2.0%	139-23
Range	1-16	3-23	2-07	147.9%	3-14
ATR	1-26	1-30	0-04	7.6%	0-00
Volume	1,252	960	-292	-23.3%	1,653

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	148-10	146-02	138-12
R3	144-19	142-11	137-12
R2	140-28	140-28	137-01
R1	138-20	138-20	136-22	137-28
PP	137-05	137-05	137-05	136-26
S1	134-29	134-29	136-00	134-06
S2	133-14	133-14	135-21
S3	129-23	131-06	135-10
S4	126-00	127-15	134-10

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	150-18	148-19	141-20
R3	147-04	145-05	140-21
R2	143-22	143-22	140-11
R1	141-23	141-23	140-01	142-22
PP	140-08	140-08	140-08	140-24
S1	138-09	138-09	139-13	139-08
S2	136-26	136-26	139-03
S3	133-12	134-27	138-25
S4	129-30	131-13	137-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-27	135-23	5-04	3.8%	2-01	1.5%	12%	False	True	4,405
10	142-08	135-23	6-17	4.8%	1-31	1.5%	10%	False	True	2,287
20	145-03	135-23	9-12	6.9%	1-31	1.4%	7%	False	True	1,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	155-08
2.618	149-06
1.618	145-15
1.000	143-05
0.618	141-24
HIGH	139-14
0.618	138-01
0.500	137-18
0.382	137-04
LOW	135-23
0.618	133-13
1.000	132-00
1.618	129-22
2.618	125-31
4.250	119-29

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	137-18	137-24
PP	137-05	137-09
S1	136-24	136-26

Download as Excel Spreadsheet

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

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