ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 19-May-2022

Day Change Summary
	Previous	Current
	18-May-2022	19-May-2022	Change	Change %	Previous Week
Open	137-10	139-09	1-31	1.4%	135-08
High	139-18	141-03	1-17	1.1%	140-04
Low	137-00	138-24	1-24	1.3%	134-01
Close	139-11	139-20	0-09	0.2%	138-05
Range	2-18	2-11	-0-07	-8.5%	6-03
ATR	2-00	2-01	0-01	1.2%	0-00
Volume	8,700	45,659	36,959	424.8%	17,242

Daily Pivots for day following 19-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-27	145-19	140-29
R3	144-16	143-08	140-09
R2	142-05	142-05	140-02
R1	140-29	140-29	139-27	141-17
PP	139-26	139-26	139-26	140-04
S1	138-18	138-18	139-13	139-06
S2	137-15	137-15	139-06
S3	135-04	136-07	138-31
S4	132-25	133-28	138-11

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	141-03	137-00	4-03	2.9%	2-00	1.4%	64%	True	False	13,466
10	141-03	134-01	7-02	5.1%	2-03	1.5%	79%	True	False	8,846
20	142-08	134-01	8-07	5.9%	2-01	1.5%	68%	False	False	5,566

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	151-02
2.618	147-07
1.618	144-28
1.000	143-14
0.618	142-17
HIGH	141-03
0.618	140-06
0.500	139-30
0.382	139-21
LOW	138-24
0.618	137-10
1.000	136-13
1.618	134-31
2.618	132-20
4.250	128-25

Fisher Pivots for day following 19-May-2022
Pivot	1 day	3 day
R1	139-30	139-14
PP	139-26	139-08
S1	139-23	139-02

Download as Excel Spreadsheet

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

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