ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 137-23 138-29 1-06 0.9% 139-01
High 138-28 140-04 1-08 0.9% 139-24
Low 136-10 138-17 2-07 1.6% 135-02
Close 138-21 139-31 1-10 0.9% 135-11
Range 2-18 1-19 -0-31 -37.8% 4-22
ATR 2-02 2-01 -0-01 -1.6% 0-00
Volume 2,871 1,214 -1,657 -57.7% 26,851
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 144-10 143-24 140-27
R3 142-23 142-05 140-13
R2 141-04 141-04 140-08
R1 140-18 140-18 140-04 140-27
PP 139-17 139-17 139-17 139-22
S1 138-31 138-31 139-26 139-08
S2 137-30 137-30 139-22
S3 136-11 137-12 139-17
S4 134-24 135-25 139-03
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
5 140-04 134-01 6-03 4.4% 2-07 1.6% 97% True False 4,225
10 140-27 134-01 6-26 4.9% 2-04 1.5% 87% False False 4,315
20 142-20 134-01 8-19 6.1% 2-02 1.5% 69% False False 2,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146-29
2.618 144-10
1.618 142-23
1.000 141-23
0.618 141-04
HIGH 140-04
0.618 139-17
0.500 139-10
0.382 139-04
LOW 138-17
0.618 137-17
1.000 136-30
1.618 135-30
2.618 134-11
4.250 131-24
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 139-24 139-12
PP 139-17 138-24
S1 139-10 138-05

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

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