ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	138-23	138-12	-0-11	-0.2%	141-00
High	138-28	138-15	-0-13	-0.3%	141-03
Low	137-13	136-14	-0-31	-0.7%	137-13
Close	138-04	136-21	-1-15	-1.1%	138-04
Range	1-15	2-01	0-18	38.3%	3-22
ATR	1-27	1-27	0-00	0.8%	0-00
Volume	300,254	256,394	-43,860	-14.6%	1,518,585

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	143-09	142-00	137-25
R3	141-08	139-31	137-07
R2	139-07	139-07	137-01
R1	137-30	137-30	136-27	137-18
PP	137-06	137-06	137-06	137-00
S1	135-29	135-29	136-15	135-17
S2	135-05	135-05	136-09
S3	133-04	133-28	136-03
S4	131-03	131-27	135-17

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	149-30	147-23	140-05
R3	146-08	144-01	139-04
R2	142-18	142-18	138-26
R1	140-11	140-11	138-15	139-20
PP	138-28	138-28	138-28	138-16
S1	136-21	136-21	137-25	135-30
S2	135-06	135-06	137-14
S3	131-16	132-31	137-04
S4	127-26	129-09	136-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-03	136-14	4-21	3.4%	1-25	1.3%	5%	False	True	354,995
10	141-23	136-14	5-09	3.9%	1-22	1.2%	4%	False	True	369,394
20	141-23	134-01	7-22	5.6%	1-28	1.4%	34%	False	False	193,799
40	143-25	134-01	9-24	7.1%	1-30	1.4%	27%	False	False	97,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147-03
2.618	143-25
1.618	141-24
1.000	140-16
0.618	139-23
HIGH	138-15
0.618	137-22
0.500	137-14
0.382	137-07
LOW	136-14
0.618	135-06
1.000	134-13
1.618	133-05
2.618	131-04
4.250	127-26

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	137-14	137-28
PP	137-06	137-15
S1	136-30	137-02

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