ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
134-28 |
136-16 |
1-20 |
1.2% |
136-16 |
| High |
136-15 |
137-23 |
1-08 |
0.9% |
136-26 |
| Low |
134-25 |
134-19 |
-0-06 |
-0.1% |
132-04 |
| Close |
135-26 |
134-19 |
-1-07 |
-0.9% |
135-26 |
| Range |
1-22 |
3-04 |
1-14 |
85.2% |
4-22 |
| ATR |
2-07 |
2-09 |
0-02 |
2.9% |
0-00 |
| Volume |
83 |
1,095 |
1,012 |
1,219.3% |
14,498 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-00 |
142-30 |
136-10 |
|
| R3 |
141-28 |
139-26 |
135-14 |
|
| R2 |
138-24 |
138-24 |
135-05 |
|
| R1 |
136-22 |
136-22 |
134-28 |
136-05 |
| PP |
135-20 |
135-20 |
135-20 |
135-12 |
| S1 |
133-18 |
133-18 |
134-10 |
133-01 |
| S2 |
132-16 |
132-16 |
134-01 |
|
| S3 |
129-12 |
130-14 |
133-24 |
|
| S4 |
126-08 |
127-10 |
132-28 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
147-03 |
138-12 |
|
| R3 |
144-09 |
142-13 |
137-03 |
|
| R2 |
139-19 |
139-19 |
136-22 |
|
| R1 |
137-23 |
137-23 |
136-08 |
136-10 |
| PP |
134-29 |
134-29 |
134-29 |
134-07 |
| S1 |
133-01 |
133-01 |
135-12 |
131-20 |
| S2 |
130-07 |
130-07 |
134-30 |
|
| S3 |
125-17 |
128-11 |
134-17 |
|
| S4 |
120-27 |
123-21 |
133-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-23 |
132-04 |
5-19 |
4.2% |
2-27 |
2.1% |
44% |
True |
False |
2,268 |
| 10 |
139-10 |
132-04 |
7-06 |
5.3% |
2-17 |
1.9% |
34% |
False |
False |
2,109 |
| 20 |
142-22 |
132-04 |
10-18 |
7.8% |
2-03 |
1.6% |
23% |
False |
False |
131,331 |
| 40 |
143-09 |
132-04 |
11-05 |
8.3% |
2-03 |
1.6% |
22% |
False |
False |
255,768 |
| 60 |
150-13 |
132-04 |
18-09 |
13.6% |
2-03 |
1.5% |
14% |
False |
False |
282,996 |
| 80 |
160-12 |
132-04 |
28-08 |
21.0% |
2-04 |
1.6% |
9% |
False |
False |
305,243 |
| 100 |
160-12 |
132-04 |
28-08 |
21.0% |
2-01 |
1.5% |
9% |
False |
False |
263,128 |
| 120 |
162-31 |
132-04 |
30-27 |
22.9% |
1-30 |
1.4% |
8% |
False |
False |
219,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
145-29 |
|
1.618 |
142-25 |
|
1.000 |
140-27 |
|
0.618 |
139-21 |
|
HIGH |
137-23 |
|
0.618 |
136-17 |
|
0.500 |
136-05 |
|
0.382 |
135-25 |
|
LOW |
134-19 |
|
0.618 |
132-21 |
|
1.000 |
131-15 |
|
1.618 |
129-17 |
|
2.618 |
126-13 |
|
4.250 |
121-10 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-05 |
134-30 |
| PP |
135-20 |
134-26 |
| S1 |
135-04 |
134-22 |
|