ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	140-28	140-25	-0-03	-0.1%	140-30
High	141-18	141-21	0-03	0.1%	141-23
Low	139-31	140-19	0-20	0.4%	139-03
Close	140-23	140-30	0-07	0.2%	140-30
Range	1-19	1-02	-0-17	-33.3%	2-20
ATR	1-30	1-28	-0-02	-3.2%	0-00
Volume	419,519	218,422	-201,097	-47.9%	1,918,969

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	144-08	143-21	141-17
R3	143-06	142-19	141-07
R2	142-04	142-04	141-04
R1	141-17	141-17	141-01	141-26
PP	141-02	141-02	141-02	141-07
S1	140-15	140-15	140-27	140-24
S2	140-00	140-00	140-24
S3	138-30	139-13	140-21
S4	137-28	138-11	140-11

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	148-15	147-10	142-12
R3	145-27	144-22	141-21
R2	143-07	143-07	141-13
R1	142-02	142-02	141-06	142-08
PP	140-19	140-19	140-19	140-22
S1	139-14	139-14	140-22	139-20
S2	137-31	137-31	140-15
S3	135-11	136-26	140-07
S4	132-23	134-06	139-16

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%	1-19	1.1%	70%	False	False	383,793
10	141-23	137-00	4-23	3.3%	1-25	1.3%	83%	False	False	208,376
20	141-23	134-01	7-22	5.5%	1-30	1.4%	90%	False	False	106,392
40	148-30	134-01	14-29	10.6%	1-30	1.4%	46%	False	False	53,284

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	146-06
2.618	144-14
1.618	143-12
1.000	142-23
0.618	142-10
HIGH	141-21
0.618	141-08
0.500	141-04
0.382	141-00
LOW	140-19
0.618	139-30
1.000	139-17
1.618	138-28
2.618	137-26
4.250	136-02

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	141-04	140-29
PP	141-02	140-28
S1	141-00	140-27

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

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