ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	131-06	133-23	2-17	1.9%	138-12
High	133-28	135-12	1-16	1.1%	138-15
Low	131-06	131-01	-0-05	-0.1%	135-05
Close	132-13	133-13	1-00	0.8%	135-20
Range	2-22	4-11	1-21	61.6%	3-10
ATR	2-04	2-09	0-05	7.4%	0-00
Volume	444,607	447,189	2,582	0.6%	1,563,640

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-10	144-06	135-25
R3	141-31	139-27	134-19
R2	137-20	137-20	134-06
R1	135-16	135-16	133-26	134-12
PP	133-09	133-09	133-09	132-23
S1	131-05	131-05	133-00	130-02
S2	128-30	128-30	132-20
S3	124-19	126-26	132-07
S4	120-08	122-15	131-01

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	131-01	7-08	5.4%	3-15	2.6%	33%	False	True	474,956
10	138-28	131-01	7-27	5.9%	2-16	1.9%	30%	False	True	375,732
20	141-23	131-01	10-22	8.0%	2-04	1.6%	22%	False	True	351,977
40	142-08	131-01	11-07	8.4%	2-02	1.6%	21%	False	True	177,658

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	0-18
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	153-27
2.618	146-24
1.618	142-13
1.000	139-23
0.618	138-02
HIGH	135-12
0.618	133-23
0.500	133-06
0.382	132-22
LOW	131-01
0.618	128-11
1.000	126-22
1.618	124-00
2.618	119-21
4.250	112-18

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	133-11	133-11
PP	133-09	133-09
S1	133-06	133-06

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

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