ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 08-Jun-2022
Day Change Summary
Previous Current
07-Jun-2022 08-Jun-2022 Change Change % Previous Week
Open 136-17 137-24 1-07 0.9% 141-00
High 138-05 137-25 -0-12 -0.3% 141-03
Low 136-08 136-22 0-14 0.3% 137-13
Close 137-30 136-30 -1-00 -0.7% 138-04
Range 1-29 1-03 -0-26 -42.6% 3-22
ATR 1-27 1-26 -0-01 -2.3% 0-00
Volume 275,741 243,241 -32,500 -11.8% 1,518,585
Daily Pivots for day following 08-Jun-2022
Classic Woodie Camarilla DeMark
R4 140-13 139-25 137-17
R3 139-10 138-22 137-08
R2 138-07 138-07 137-04
R1 137-19 137-19 137-01 137-12
PP 137-04 137-04 137-04 137-01
S1 136-16 136-16 136-27 136-08
S2 136-01 136-01 136-24
S3 134-30 135-13 136-20
S4 133-27 134-10 136-11
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
5 139-11 136-08 3-03 2.3% 1-17 1.1% 22% False False 272,820
10 141-23 136-08 5-15 4.0% 1-18 1.2% 13% False False 351,139
20 141-23 136-08 5-15 4.0% 1-25 1.3% 13% False False 219,180
40 142-20 134-01 8-19 6.3% 1-29 1.4% 34% False False 110,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 142-14
2.618 140-21
1.618 139-18
1.000 138-28
0.618 138-15
HIGH 137-25
0.618 137-12
0.500 137-08
0.382 137-03
LOW 136-22
0.618 136-00
1.000 135-19
1.618 134-29
2.618 133-26
4.250 132-01
Fisher Pivots for day following 08-Jun-2022
Pivot 1 day 3 day
R1 137-08 137-12
PP 137-04 137-07
S1 137-01 137-02

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

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