ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
135-30 |
135-04 |
-0-26 |
-0.6% |
134-19 |
| High |
136-06 |
135-23 |
-0-15 |
-0.3% |
137-29 |
| Low |
134-25 |
134-08 |
-0-17 |
-0.4% |
133-09 |
| Close |
135-10 |
135-05 |
-0-05 |
-0.1% |
136-01 |
| Range |
1-13 |
1-15 |
0-02 |
4.4% |
4-20 |
| ATR |
2-05 |
2-04 |
-0-02 |
-2.3% |
0-00 |
| Volume |
238,645 |
231,757 |
-6,888 |
-2.9% |
1,445,413 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
138-25 |
135-31 |
|
| R3 |
137-31 |
137-10 |
135-18 |
|
| R2 |
136-16 |
136-16 |
135-14 |
|
| R1 |
135-27 |
135-27 |
135-09 |
136-06 |
| PP |
135-01 |
135-01 |
135-01 |
135-07 |
| S1 |
134-12 |
134-12 |
135-01 |
134-22 |
| S2 |
133-18 |
133-18 |
134-28 |
|
| S3 |
132-03 |
132-29 |
134-24 |
|
| S4 |
130-20 |
131-14 |
134-11 |
|
|
| 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 |
133-22 |
4-07 |
3.1% |
1-28 |
1.4% |
35% |
False |
False |
320,276 |
| 10 |
137-29 |
131-01 |
6-28 |
5.1% |
2-09 |
1.7% |
60% |
False |
False |
356,979 |
| 20 |
141-03 |
131-01 |
10-02 |
7.4% |
2-05 |
1.6% |
41% |
False |
False |
359,880 |
| 40 |
141-23 |
131-01 |
10-22 |
7.9% |
2-02 |
1.5% |
39% |
False |
False |
233,136 |
| 60 |
148-30 |
131-01 |
17-29 |
13.2% |
2-00 |
1.5% |
23% |
False |
False |
155,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-31 |
|
2.618 |
139-18 |
|
1.618 |
138-03 |
|
1.000 |
137-06 |
|
0.618 |
136-20 |
|
HIGH |
135-23 |
|
0.618 |
135-05 |
|
0.500 |
135-00 |
|
0.382 |
134-26 |
|
LOW |
134-08 |
|
0.618 |
133-11 |
|
1.000 |
132-25 |
|
1.618 |
131-28 |
|
2.618 |
130-13 |
|
4.250 |
128-00 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135-03 |
135-28 |
| PP |
135-01 |
135-20 |
| S1 |
135-00 |
135-13 |
|