ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	135-17	132-20	-2-29	-2.1%	138-12
High	135-27	134-03	-1-24	-1.3%	138-15
Low	131-19	131-03	-0-16	-0.4%	135-05
Close	132-17	131-11	-1-06	-0.9%	135-20
Range	4-08	3-00	-1-08	-29.4%	3-10
ATR	2-01	2-03	0-02	3.4%	0-00
Volume	545,588	456,043	-89,545	-16.4%	1,563,640

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-06	139-08	133-00
R3	138-06	136-08	132-05
R2	135-06	135-06	131-29
R1	133-08	133-08	131-20	132-23
PP	132-06	132-06	132-06	131-29
S1	130-08	130-08	131-02	129-23
S2	129-06	129-06	130-25
S3	126-06	127-08	130-17
S4	123-06	124-08	129-22

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	131-03	7-06	5.5%	2-16	1.9%	3%	False	True	406,627
10	140-00	131-03	8-29	6.8%	2-03	1.6%	3%	False	True	355,530
20	141-23	131-03	10-20	8.1%	2-00	1.5%	2%	False	True	308,255
40	142-08	131-03	11-05	8.5%	2-00	1.5%	2%	False	True	155,370

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	0-16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146-27
2.618	141-30
1.618	138-30
1.000	137-03
0.618	135-30
HIGH	134-03
0.618	132-30
0.500	132-19
0.382	132-08
LOW	131-03
0.618	129-08
1.000	128-03
1.618	126-08
2.618	123-08
4.250	118-11

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	132-19	134-22
PP	132-06	133-18
S1	131-24	132-15

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

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