ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	138-29	139-27	0-30	0.7%	135-08
High	140-04	139-27	-0-09	-0.2%	140-04
Low	138-17	137-31	-0-18	-0.4%	134-01
Close	139-31	138-05	-1-26	-1.3%	138-05
Range	1-19	1-28	0-09	17.6%	6-03
ATR	2-01	2-01	0-00	-0.1%	0-00
Volume	1,214	1,806	592	48.8%	17,242

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	144-09	143-03	139-06
R3	142-13	141-07	138-22
R2	140-17	140-17	138-16
R1	139-11	139-11	138-10	139-00
PP	138-21	138-21	138-21	138-16
S1	137-15	137-15	138-00	137-04
S2	136-25	136-25	137-26
S3	134-29	135-19	137-20
S4	133-01	133-23	137-04

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	155-23	153-01	141-16
R3	149-20	146-30	139-27
R2	143-17	143-17	139-09
R1	140-27	140-27	138-23	142-06
PP	137-14	137-14	137-14	138-04
S1	134-24	134-24	137-19	136-03
S2	131-11	131-11	137-01
S3	125-08	128-21	136-15
S4	119-05	122-18	134-26

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%	68%	False	False	3,448
10	140-04	134-01	6-03	4.4%	2-04	1.5%	68%	False	False	4,409
20	142-08	134-01	8-07	5.9%	2-00	1.4%	50%	False	False	2,364

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	147-26
2.618	144-24
1.618	142-28
1.000	141-23
0.618	141-00
HIGH	139-27
0.618	139-04
0.500	138-29
0.382	138-22
LOW	137-31
0.618	136-26
1.000	136-03
1.618	134-30
2.618	133-02
4.250	130-00

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	138-29	138-07
PP	138-21	138-06
S1	138-13	138-06

Download as Excel Spreadsheet

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

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