ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	141-00	139-14	-1-18	-1.1%	140-30
High	141-03	140-00	-1-03	-0.8%	141-23
Low	138-22	138-06	-0-16	-0.4%	139-03
Close	139-14	138-19	-0-27	-0.6%	140-30
Range	2-13	1-26	-0-19	-24.7%	2-20
ATR	1-29	1-29	0-00	-0.4%	0-00
Volume	528,547	401,312	-127,235	-24.1%	1,918,969

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	144-12	143-09	139-19
R3	142-18	141-15	139-03
R2	140-24	140-24	138-30
R1	139-21	139-21	138-24	139-10
PP	138-30	138-30	138-30	138-24
S1	137-27	137-27	138-14	137-16
S2	137-04	137-04	138-08
S3	135-10	136-01	138-03
S4	133-16	134-07	137-19

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	138-06	3-17	2.5%	1-20	1.2%	12%	False	True	429,457
10	141-23	137-00	4-23	3.4%	1-28	1.4%	34%	False	False	300,245
20	141-23	134-01	7-22	5.5%	2-00	1.4%	59%	False	False	151,938
40	148-14	134-01	14-13	10.4%	1-31	1.4%	32%	False	False	76,530

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	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-22
2.618	144-24
1.618	142-30
1.000	141-26
0.618	141-04
HIGH	140-00
0.618	139-10
0.500	139-03
0.382	138-28
LOW	138-06
0.618	137-02
1.000	136-12
1.618	135-08
2.618	133-14
4.250	130-16

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	139-03	139-30
PP	138-30	139-15
S1	138-24	139-01

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