ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 31-May-2022

Day Change Summary
	Previous	Current
	27-May-2022	31-May-2022	Change	Change %	Previous Week
Open	140-25	141-00	0-07	0.2%	140-30
High	141-21	141-03	-0-18	-0.4%	141-23
Low	140-19	138-22	-1-29	-1.4%	139-03
Close	140-30	139-14	-1-16	-1.1%	140-30
Range	1-02	2-13	1-11	126.5%	2-20
ATR	1-28	1-29	0-01	2.0%	0-00
Volume	218,422	528,547	310,125	142.0%	1,918,969

Daily Pivots for day following 31-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-31	145-19	140-24
R3	144-18	143-06	140-03
R2	142-05	142-05	139-28
R1	140-25	140-25	139-21	140-08
PP	139-24	139-24	139-24	139-15
S1	138-12	138-12	139-07	137-28
S2	137-11	137-11	139-00
S3	134-30	135-31	138-25
S4	132-17	133-18	138-04

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	138-22	3-01	2.2%	1-23	1.2%	25%	False	True	452,880
10	141-23	137-00	4-23	3.4%	1-28	1.3%	52%	False	False	260,979
20	141-23	134-01	7-22	5.5%	2-00	1.4%	70%	False	False	132,128
40	148-14	134-01	14-13	10.3%	1-30	1.4%	38%	False	False	66,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	151-10
2.618	147-13
1.618	145-00
1.000	143-16
0.618	142-19
HIGH	141-03
0.618	140-06
0.500	139-28
0.382	139-19
LOW	138-22
0.618	137-06
1.000	136-09
1.618	134-25
2.618	132-12
4.250	128-15

Fisher Pivots for day following 31-May-2022
Pivot	1 day	3 day
R1	139-28	140-06
PP	139-24	139-30
S1	139-19	139-22

Download as Excel Spreadsheet

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

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