ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	140-31	140-28	-0-03	-0.1%	138-04
High	141-23	141-18	-0-05	-0.1%	141-03
Low	140-17	139-31	-0-18	-0.4%	137-00
Close	140-28	140-23	-0-05	-0.1%	140-26
Range	1-06	1-19	0-13	34.2%	4-03
ATR	1-31	1-30	-0-01	-1.4%	0-00
Volume	579,488	419,519	-159,969	-27.6%	164,794

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	145-17	144-23	141-19
R3	143-30	143-04	141-05
R2	142-11	142-11	141-00
R1	141-17	141-17	140-28	141-04
PP	140-24	140-24	140-24	140-18
S1	139-30	139-30	140-18	139-18
S2	139-05	139-05	140-14
S3	137-18	138-11	140-09
S4	135-31	136-24	139-27

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	151-29	150-15	143-02
R3	147-26	146-12	141-30
R2	143-23	143-23	141-18
R1	142-09	142-09	141-06	143-00
PP	139-20	139-20	139-20	140-00
S1	138-06	138-06	140-14	138-29
S2	135-17	135-17	140-02
S3	131-14	134-03	139-22
S4	127-11	130-00	138-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-23	139-03	2-20	1.9%	1-24	1.2%	62%	False	False	359,963
10	141-23	137-00	4-23	3.4%	1-28	1.3%	79%	False	False	186,714
20	141-23	134-01	7-22	5.5%	2-00	1.4%	87%	False	False	95,515
40	149-06	134-01	15-05	10.8%	1-29	1.4%	44%	False	False	47,824

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-11
2.618	145-24
1.618	144-05
1.000	143-05
0.618	142-18
HIGH	141-18
0.618	140-31
0.500	140-24
0.382	140-18
LOW	139-31
0.618	138-31
1.000	138-12
1.618	137-12
2.618	135-25
4.250	133-06

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	140-24	140-21
PP	140-24	140-18
S1	140-24	140-16

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