ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 136-31 137-00 0-01 0.0% 138-12
High 137-10 138-09 0-31 0.7% 138-15
Low 136-07 135-05 -1-02 -0.8% 135-05
Close 137-01 135-20 -1-13 -1.0% 135-20
Range 1-03 3-04 2-01 185.7% 3-10
ATR 1-24 1-27 0-03 5.6% 0-00
Volume 306,909 481,355 174,446 56.8% 1,563,640
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 145-23 143-26 137-11
R3 142-19 140-22 136-16
R2 139-15 139-15 136-06
R1 137-18 137-18 135-29 136-30
PP 136-11 136-11 136-11 136-02
S1 134-14 134-14 135-11 133-26
S2 133-07 133-07 135-02
S3 130-03 131-10 134-24
S4 126-31 128-06 133-29
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 146-11 144-10 137-14
R3 143-01 141-00 136-17
R2 139-23 139-23 136-07
R1 137-22 137-22 135-30 137-02
PP 136-13 136-13 136-13 136-03
S1 134-12 134-12 135-10 133-24
S2 133-03 133-03 135-01
S3 129-25 131-02 134-23
S4 126-15 127-24 133-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-15 135-05 3-10 2.4% 1-27 1.4% 14% False True 312,728
10 141-21 135-05 6-16 4.8% 1-23 1.3% 7% False True 330,064
20 141-23 135-05 6-18 4.8% 1-25 1.3% 7% False True 258,389
40 142-20 134-01 8-19 6.3% 1-29 1.4% 19% False False 130,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 151-18
2.618 146-15
1.618 143-11
1.000 141-13
0.618 140-07
HIGH 138-09
0.618 137-03
0.500 136-23
0.382 136-11
LOW 135-05
0.618 133-07
1.000 132-01
1.618 130-03
2.618 126-31
4.250 121-28
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 136-23 136-23
PP 136-11 136-11
S1 136-00 136-00

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

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