ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	136-27	137-23	0-28	0.6%	139-01
High	138-15	138-28	0-13	0.3%	139-24
Low	136-06	136-10	0-04	0.1%	135-02
Close	137-20	138-21	1-01	0.7%	135-11
Range	2-09	2-18	0-09	12.3%	4-22
ATR	2-01	2-02	0-01	1.9%	0-00
Volume	5,465	2,871	-2,594	-47.5%	26,851

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	145-20	144-23	140-02
R3	143-02	142-05	139-12
R2	140-16	140-16	139-04
R1	139-19	139-19	138-29	140-02
PP	137-30	137-30	137-30	138-06
S1	137-01	137-01	138-13	137-16
S2	135-12	135-12	138-06
S3	132-26	134-15	137-30
S4	130-08	131-29	137-08

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	150-25	147-24	137-30
R3	146-03	143-02	136-20
R2	141-13	141-13	136-06
R1	138-12	138-12	135-25	137-18
PP	136-23	136-23	136-23	136-10
S1	133-22	133-22	134-29	132-28
S2	132-01	132-01	134-16
S3	127-11	129-00	134-02
S4	122-21	124-10	132-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-14	134-01	5-13	3.9%	2-20	1.9%	86%	False	False	4,174
10	140-31	134-01	6-30	5.0%	2-04	1.5%	67%	False	False	4,201
20	142-20	134-01	8-19	6.2%	2-02	1.5%	54%	False	False	2,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-24
2.618	145-19
1.618	143-01
1.000	141-14
0.618	140-15
HIGH	138-28
0.618	137-29
0.500	137-19
0.382	137-09
LOW	136-10
0.618	134-23
1.000	133-24
1.618	132-05
2.618	129-19
4.250	125-14

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	138-10	137-30
PP	137-30	137-06
S1	137-19	136-14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols