ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	139-14	138-27	-0-19	-0.4%	140-30
High	140-00	139-11	-0-21	-0.5%	141-23
Low	138-06	138-04	-0-02	0.0%	139-03
Close	138-19	138-23	0-04	0.1%	140-30
Range	1-26	1-07	-0-19	-32.8%	2-20
ATR	1-29	1-28	-0-02	-2.6%	0-00
Volume	401,312	288,472	-112,840	-28.1%	1,918,969

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	142-12	141-25	139-12
R3	141-05	140-18	139-02
R2	139-30	139-30	138-30
R1	139-11	139-11	138-27	139-01
PP	138-23	138-23	138-23	138-18
S1	138-04	138-04	138-19	137-26
S2	137-16	137-16	138-16
S3	136-09	136-29	138-12
S4	135-02	135-22	138-02

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	141-21	138-04	3-17	2.5%	1-20	1.2%	17%	False	True	371,254
10	141-23	138-04	3-19	2.6%	1-24	1.3%	17%	False	True	328,222
20	141-23	134-01	7-22	5.5%	2-00	1.4%	61%	False	False	166,299
40	145-20	134-01	11-19	8.4%	1-30	1.4%	40%	False	False	83,741

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	0-13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144-17
2.618	142-17
1.618	141-10
1.000	140-18
0.618	140-03
HIGH	139-11
0.618	138-28
0.500	138-24
0.382	138-19
LOW	138-04
0.618	137-12
1.000	136-29
1.618	136-05
2.618	134-30
4.250	132-30

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	138-24	139-20
PP	138-23	139-10
S1	138-23	139-00

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