ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	138-00	140-00	2-00	1.4%	134-31
High	140-22	141-11	0-21	0.5%	140-13
Low	137-24	138-27	1-03	0.8%	133-20
Close	140-12	139-00	-1-12	-1.0%	138-15
Range	2-30	2-16	-0-14	-14.9%	6-25
ATR
Volume	41	11	-30	-73.2%	13

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	147-07	145-20	140-12
R3	144-23	143-04	139-22
R2	142-07	142-07	139-15
R1	140-20	140-20	139-07	140-06
PP	139-23	139-23	139-23	139-16
S1	138-04	138-04	138-25	137-22
S2	137-07	137-07	138-17
S3	134-23	135-20	138-10
S4	132-07	133-04	137-20

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	157-27	154-30	142-06
R3	151-02	148-05	140-11
R2	144-09	144-09	139-23
R1	141-12	141-12	139-03	142-26
PP	137-16	137-16	137-16	138-07
S1	134-19	134-19	137-27	136-02
S2	130-23	130-23	137-07
S3	123-30	127-26	136-19
S4	117-05	121-01	134-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-11	135-00	6-11	4.6%	2-02	1.5%	63%	True	False	12
10	141-11	133-20	7-23	5.6%	1-15	1.1%	70%	True	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151-31
2.618	147-28
1.618	145-12
1.000	143-27
0.618	142-28
HIGH	141-11
0.618	140-12
0.500	140-03
0.382	139-26
LOW	138-27
0.618	137-10
1.000	136-11
1.618	134-26
2.618	132-10
4.250	128-07

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	140-03	139-11
PP	139-23	139-07
S1	139-12	139-04

Download as Excel Spreadsheet

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

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