ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 17-Jun-2022

Day Change Summary
	Previous	Current
	16-Jun-2022	17-Jun-2022	Change	Change %	Previous Week
Open	133-23	134-30	1-07	0.9%	135-17
High	135-12	135-08	-0-04	-0.1%	135-27
Low	131-01	133-14	2-13	1.8%	131-01
Close	133-13	134-21	1-08	0.9%	134-21
Range	4-11	1-26	-2-17	-58.3%	4-26
ATR	2-09	2-08	-0-01	-1.4%	0-00
Volume	447,189	306,141	-141,048	-31.5%	2,199,568

Daily Pivots for day following 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	139-28	139-03	135-21
R3	138-02	137-09	135-05
R2	136-08	136-08	135-00
R1	135-15	135-15	134-26	134-30
PP	134-14	134-14	134-14	134-06
S1	133-21	133-21	134-16	133-04
S2	132-20	132-20	134-10
S3	130-26	131-27	134-05
S4	129-00	130-01	133-21

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	148-09	146-09	137-10
R3	143-15	141-15	135-31
R2	138-21	138-21	135-17
R1	136-21	136-21	135-03	135-08
PP	133-27	133-27	133-27	133-04
S1	131-27	131-27	134-07	130-14
S2	129-01	129-01	133-25
S3	124-07	127-01	133-11
S4	119-13	122-07	132-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-27	131-01	4-26	3.6%	3-07	2.4%	75%	False	False	439,913
10	138-15	131-01	7-14	5.5%	2-17	1.9%	49%	False	False	376,320
20	141-23	131-01	10-22	7.9%	2-03	1.6%	34%	False	False	365,001
40	142-08	131-01	11-07	8.3%	2-02	1.5%	32%	False	False	185,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-18
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	142-30
2.618	140-00
1.618	138-06
1.000	137-02
0.618	136-12
HIGH	135-08
0.618	134-18
0.500	134-11
0.382	134-04
LOW	133-14
0.618	132-10
1.000	131-20
1.618	130-16
2.618	128-22
4.250	125-24

Fisher Pivots for day following 17-Jun-2022
Pivot	1 day	3 day
R1	134-18	134-06
PP	134-14	133-22
S1	134-11	133-06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols