ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 16-May-2022

Day Change Summary
	Previous	Current
	13-May-2022	16-May-2022	Change	Change %	Previous Week
Open	139-27	138-04	-1-23	-1.2%	135-08
High	139-27	139-13	-0-14	-0.3%	140-04
Low	137-31	137-27	-0-04	-0.1%	134-01
Close	138-05	138-30	0-25	0.6%	138-05
Range	1-28	1-18	-0-10	-16.7%	6-03
ATR	2-01	2-00	-0-01	-1.6%	0-00
Volume	1,806	2,513	707	39.1%	17,242

Daily Pivots for day following 16-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	143-13	142-24	139-26
R3	141-27	141-06	139-12
R2	140-09	140-09	139-07
R1	139-20	139-20	139-03	139-30
PP	138-23	138-23	138-23	138-29
S1	138-02	138-02	138-25	138-12
S2	137-05	137-05	138-21
S3	135-19	136-16	138-16
S4	134-01	134-30	138-02

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	136-06	3-30	2.8%	1-31	1.4%	70%	False	False	2,773
10	140-04	134-01	6-03	4.4%	2-04	1.5%	81%	False	False	3,277
20	142-08	134-01	8-07	5.9%	2-01	1.5%	60%	False	False	2,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	146-02
2.618	143-16
1.618	141-30
1.000	140-31
0.618	140-12
HIGH	139-13
0.618	138-26
0.500	138-20
0.382	138-14
LOW	137-27
0.618	136-28
1.000	136-09
1.618	135-10
2.618	133-24
4.250	131-06

Fisher Pivots for day following 16-May-2022
Pivot	1 day	3 day
R1	138-27	139-00
PP	138-23	138-31
S1	138-20	138-30

Download as Excel Spreadsheet

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

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