ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	137-24	136-31	-0-25	-0.6%	141-00
High	137-25	137-10	-0-15	-0.3%	141-03
Low	136-22	136-07	-0-15	-0.3%	137-13
Close	136-30	137-01	0-03	0.1%	138-04
Range	1-03	1-03	0-00	0.0%	3-22
ATR	1-26	1-24	-0-02	-2.8%	0-00
Volume	243,241	306,909	63,668	26.2%	1,518,585

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-04	139-22	137-20
R3	139-01	138-19	137-11
R2	137-30	137-30	137-07
R1	137-16	137-16	137-04	137-23
PP	136-27	136-27	136-27	136-31
S1	136-13	136-13	136-30	136-20
S2	135-24	135-24	136-27
S3	134-21	135-10	136-23
S4	133-18	134-07	136-14

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	138-28	136-07	2-21	1.9%	1-17	1.1%	31%	False	True	276,507
10	141-21	136-07	5-14	4.0%	1-18	1.1%	15%	False	True	323,881
20	141-23	136-07	5-16	4.0%	1-23	1.3%	15%	False	True	234,382
40	142-20	134-01	8-19	6.3%	1-29	1.4%	35%	False	False	118,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09

Fibonacci Retracements and Extensions
4.250	141-31
2.618	140-06
1.618	139-03
1.000	138-13
0.618	138-00
HIGH	137-10
0.618	136-29
0.500	136-24
0.382	136-20
LOW	136-07
0.618	135-17
1.000	135-04
1.618	134-14
2.618	133-11
4.250	131-18

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	136-30	137-06
PP	136-27	137-04
S1	136-24	137-03

Download as Excel Spreadsheet

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

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