ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
133-27 |
135-26 |
1-31 |
1.5% |
135-17 |
| High |
136-10 |
137-29 |
1-19 |
1.2% |
135-27 |
| Low |
133-22 |
135-24 |
2-02 |
1.5% |
131-01 |
| Close |
135-31 |
137-03 |
1-04 |
0.8% |
134-21 |
| Range |
2-20 |
2-05 |
-0-15 |
-17.9% |
4-26 |
| ATR |
2-09 |
2-09 |
0-00 |
-0.4% |
0-00 |
| Volume |
373,302 |
464,294 |
90,992 |
24.4% |
2,199,568 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-12 |
142-13 |
138-09 |
|
| R3 |
141-07 |
140-08 |
137-22 |
|
| R2 |
139-02 |
139-02 |
137-16 |
|
| R1 |
138-03 |
138-03 |
137-09 |
138-18 |
| PP |
136-29 |
136-29 |
136-29 |
137-05 |
| S1 |
135-30 |
135-30 |
136-29 |
136-14 |
| S2 |
134-24 |
134-24 |
136-22 |
|
| S3 |
132-19 |
133-25 |
136-16 |
|
| S4 |
130-14 |
131-20 |
135-29 |
|
|
| 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 |
137-29 |
131-01 |
6-28 |
5.0% |
2-17 |
1.8% |
88% |
True |
False |
381,071 |
| 10 |
138-09 |
131-01 |
7-08 |
5.3% |
2-22 |
2.0% |
84% |
False |
False |
413,985 |
| 20 |
141-23 |
131-01 |
10-22 |
7.8% |
2-04 |
1.6% |
57% |
False |
False |
382,562 |
| 40 |
142-07 |
131-01 |
11-06 |
8.2% |
2-02 |
1.5% |
54% |
False |
False |
214,074 |
| 60 |
149-06 |
131-01 |
18-05 |
13.2% |
2-00 |
1.5% |
33% |
False |
False |
142,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
143-18 |
|
1.618 |
141-13 |
|
1.000 |
140-02 |
|
0.618 |
139-08 |
|
HIGH |
137-29 |
|
0.618 |
137-03 |
|
0.500 |
136-26 |
|
0.382 |
136-18 |
|
LOW |
135-24 |
|
0.618 |
134-13 |
|
1.000 |
133-19 |
|
1.618 |
132-08 |
|
2.618 |
130-03 |
|
4.250 |
126-19 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-00 |
136-19 |
| PP |
136-29 |
136-03 |
| S1 |
136-26 |
135-19 |
|