ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
136-26 |
137-31 |
1-05 |
0.8% |
135-30 |
| High |
138-22 |
141-11 |
2-21 |
1.9% |
141-11 |
| Low |
136-18 |
137-26 |
1-08 |
0.9% |
134-08 |
| Close |
138-20 |
139-11 |
0-23 |
0.5% |
139-11 |
| Range |
2-04 |
3-17 |
1-13 |
66.2% |
7-03 |
| ATR |
2-03 |
2-06 |
0-03 |
4.9% |
0-00 |
| Volume |
426,307 |
422,195 |
-4,112 |
-1.0% |
1,569,824 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
148-08 |
141-09 |
|
| R3 |
146-18 |
144-23 |
140-10 |
|
| R2 |
143-01 |
143-01 |
140-00 |
|
| R1 |
141-06 |
141-06 |
139-21 |
142-04 |
| PP |
139-16 |
139-16 |
139-16 |
139-31 |
| S1 |
137-21 |
137-21 |
139-01 |
138-18 |
| S2 |
135-31 |
135-31 |
138-22 |
|
| S3 |
132-14 |
134-04 |
138-12 |
|
| S4 |
128-29 |
130-19 |
137-13 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
156-18 |
143-08 |
|
| R3 |
152-16 |
149-15 |
141-09 |
|
| R2 |
145-13 |
145-13 |
140-21 |
|
| R1 |
142-12 |
142-12 |
140-00 |
143-28 |
| PP |
138-10 |
138-10 |
138-10 |
139-02 |
| S1 |
135-09 |
135-09 |
138-22 |
136-26 |
| S2 |
131-07 |
131-07 |
138-01 |
|
| S3 |
124-04 |
128-06 |
137-13 |
|
| S4 |
117-01 |
121-03 |
135-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-11 |
134-08 |
7-03 |
5.1% |
2-01 |
1.4% |
72% |
True |
False |
313,964 |
| 10 |
141-11 |
133-09 |
8-02 |
5.8% |
2-00 |
1.4% |
75% |
True |
False |
332,137 |
| 20 |
141-11 |
131-01 |
10-10 |
7.4% |
2-08 |
1.6% |
81% |
True |
False |
353,934 |
| 40 |
141-23 |
131-01 |
10-22 |
7.7% |
2-04 |
1.5% |
78% |
False |
False |
260,117 |
| 60 |
145-20 |
131-01 |
14-19 |
10.5% |
2-01 |
1.5% |
57% |
False |
False |
173,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-11 |
|
2.618 |
150-19 |
|
1.618 |
147-02 |
|
1.000 |
144-28 |
|
0.618 |
143-17 |
|
HIGH |
141-11 |
|
0.618 |
140-00 |
|
0.500 |
139-18 |
|
0.382 |
139-05 |
|
LOW |
137-26 |
|
0.618 |
135-20 |
|
1.000 |
134-09 |
|
1.618 |
132-03 |
|
2.618 |
128-18 |
|
4.250 |
122-26 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-18 |
139-01 |
| PP |
139-16 |
138-22 |
| S1 |
139-14 |
138-12 |
|