ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 138-12 136-17 -1-27 -1.3% 141-00
High 138-15 138-05 -0-10 -0.2% 141-03
Low 136-14 136-08 -0-06 -0.1% 137-13
Close 136-21 137-30 1-09 0.9% 138-04
Range 2-01 1-29 -0-04 -6.2% 3-22
ATR 1-27 1-27 0-00 0.2% 0-00
Volume 256,394 275,741 19,347 7.5% 1,518,585
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 143-05 142-15 139-00
R3 141-08 140-18 138-15
R2 139-11 139-11 138-09
R1 138-21 138-21 138-04 139-00
PP 137-14 137-14 137-14 137-20
S1 136-24 136-24 137-24 137-03
S2 135-17 135-17 137-19
S3 133-20 134-27 137-13
S4 131-23 132-30 136-28
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
5 140-00 136-08 3-24 2.7% 1-22 1.2% 45% False True 304,434
10 141-23 136-08 5-15 4.0% 1-22 1.2% 31% False True 378,657
20 141-23 136-06 5-17 4.0% 1-27 1.3% 32% False False 207,291
40 142-20 134-01 8-19 6.2% 1-30 1.4% 45% False False 104,549
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-08
2.618 143-05
1.618 141-08
1.000 140-02
0.618 139-11
HIGH 138-05
0.618 137-14
0.500 137-06
0.382 136-31
LOW 136-08
0.618 135-02
1.000 134-11
1.618 133-05
2.618 131-08
4.250 128-05
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 137-22 137-26
PP 137-14 137-22
S1 137-06 137-18

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

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