ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 15-Jun-2022

Day Change Summary
	Previous	Current
	14-Jun-2022	15-Jun-2022	Change	Change %	Previous Week
Open	132-20	131-06	-1-14	-1.1%	138-12
High	134-03	133-28	-0-07	-0.2%	138-15
Low	131-03	131-06	0-03	0.1%	135-05
Close	131-11	132-13	1-02	0.8%	135-20
Range	3-00	2-22	-0-10	-10.4%	3-10
ATR	2-03	2-04	0-01	2.0%	0-00
Volume	456,043	444,607	-11,436	-2.5%	1,563,640

Daily Pivots for day following 15-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-18	139-05	133-28
R3	137-28	136-15	133-05
R2	135-06	135-06	132-29
R1	133-25	133-25	132-21	134-16
PP	132-16	132-16	132-16	132-27
S1	131-03	131-03	132-05	131-26
S2	129-26	129-26	131-29
S3	127-04	128-13	131-21
S4	124-14	125-23	130-30

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	5.4%	2-27	2.1%	18%	False	False	446,900
10	139-11	131-03	8-08	6.2%	2-06	1.7%	16%	False	False	359,860
20	141-23	131-03	10-20	8.0%	2-01	1.5%	12%	False	False	330,052
40	142-08	131-03	11-05	8.4%	2-01	1.5%	12%	False	False	166,484

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145-10
2.618	140-29
1.618	138-07
1.000	136-18
0.618	135-17
HIGH	133-28
0.618	132-27
0.500	132-17
0.382	132-07
LOW	131-06
0.618	129-17
1.000	128-16
1.618	126-27
2.618	124-05
4.250	119-24

Fisher Pivots for day following 15-Jun-2022
Pivot	1 day	3 day
R1	132-17	133-15
PP	132-16	133-04
S1	132-14	132-24

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

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