ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
136-25 |
135-30 |
-0-27 |
-0.6% |
134-19 |
| High |
137-16 |
136-06 |
-1-10 |
-1.0% |
137-29 |
| Low |
135-25 |
134-25 |
-1-00 |
-0.7% |
133-09 |
| Close |
136-01 |
135-10 |
-0-23 |
-0.5% |
136-01 |
| Range |
1-23 |
1-13 |
-0-10 |
-18.2% |
4-20 |
| ATR |
2-07 |
2-05 |
-0-02 |
-2.6% |
0-00 |
| Volume |
293,386 |
238,645 |
-54,741 |
-18.7% |
1,445,413 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-21 |
138-28 |
136-03 |
|
| R3 |
138-08 |
137-15 |
135-22 |
|
| R2 |
136-27 |
136-27 |
135-18 |
|
| R1 |
136-02 |
136-02 |
135-14 |
135-24 |
| PP |
135-14 |
135-14 |
135-14 |
135-08 |
| S1 |
134-21 |
134-21 |
135-06 |
134-11 |
| S2 |
134-01 |
134-01 |
135-02 |
|
| S3 |
132-20 |
133-08 |
134-30 |
|
| S4 |
131-07 |
131-27 |
134-17 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
147-14 |
138-18 |
|
| R3 |
145-00 |
142-26 |
137-10 |
|
| R2 |
140-12 |
140-12 |
136-28 |
|
| R1 |
138-06 |
138-06 |
136-15 |
139-09 |
| PP |
135-24 |
135-24 |
135-24 |
136-09 |
| S1 |
133-18 |
133-18 |
135-19 |
134-21 |
| S2 |
131-04 |
131-04 |
135-06 |
|
| S3 |
126-16 |
128-30 |
134-24 |
|
| S4 |
121-28 |
124-10 |
133-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-29 |
133-09 |
4-20 |
3.4% |
1-30 |
1.4% |
44% |
False |
False |
336,811 |
| 10 |
137-29 |
131-01 |
6-28 |
5.1% |
2-18 |
1.9% |
62% |
False |
False |
388,362 |
| 20 |
141-21 |
131-01 |
10-20 |
7.9% |
2-05 |
1.6% |
40% |
False |
False |
359,213 |
| 40 |
141-23 |
131-01 |
10-22 |
7.9% |
2-02 |
1.5% |
40% |
False |
False |
227,364 |
| 60 |
149-06 |
131-01 |
18-05 |
13.4% |
2-00 |
1.5% |
24% |
False |
False |
151,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-05 |
|
2.618 |
139-28 |
|
1.618 |
138-15 |
|
1.000 |
137-19 |
|
0.618 |
137-02 |
|
HIGH |
136-06 |
|
0.618 |
135-21 |
|
0.500 |
135-16 |
|
0.382 |
135-10 |
|
LOW |
134-25 |
|
0.618 |
133-29 |
|
1.000 |
133-12 |
|
1.618 |
132-16 |
|
2.618 |
131-03 |
|
4.250 |
128-26 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135-16 |
136-11 |
| PP |
135-14 |
136-00 |
| S1 |
135-12 |
135-21 |
|