ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 137-00 135-17 -1-15 -1.1% 138-12
High 138-09 135-27 -2-14 -1.8% 138-15
Low 135-05 131-19 -3-18 -2.6% 135-05
Close 135-20 132-17 -3-03 -2.3% 135-20
Range 3-04 4-08 1-04 36.0% 3-10
ATR 1-27 2-01 0-05 9.2% 0-00
Volume 481,355 545,588 64,233 13.3% 1,563,640
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 146-02 143-18 134-28
R3 141-26 139-10 133-22
R2 137-18 137-18 133-10
R1 135-02 135-02 132-29 134-06
PP 133-10 133-10 133-10 132-28
S1 130-26 130-26 132-05 129-30
S2 129-02 129-02 131-24
S3 124-26 126-18 131-12
S4 120-18 122-10 130-06
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
5 138-09 131-19 6-22 5.0% 2-09 1.7% 14% False True 370,566
10 141-03 131-19 9-16 7.2% 2-01 1.5% 10% False True 362,781
20 141-23 131-19 10-04 7.6% 1-29 1.4% 9% False True 285,578
40 142-08 131-19 10-21 8.0% 1-31 1.5% 9% False True 143,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 153-29
2.618 146-31
1.618 142-23
1.000 140-03
0.618 138-15
HIGH 135-27
0.618 134-07
0.500 133-23
0.382 133-07
LOW 131-19
0.618 128-31
1.000 127-11
1.618 124-23
2.618 120-15
4.250 113-17
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 133-23 134-30
PP 133-10 134-04
S1 132-30 133-11

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

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