ECBOT 30 Year Treasury Bond Future September 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 |
139-14 |
141-06 |
1-24 |
1.3% |
135-30 |
| High |
141-17 |
142-06 |
0-21 |
0.5% |
141-11 |
| Low |
138-06 |
139-12 |
1-06 |
0.9% |
134-08 |
| Close |
141-05 |
139-25 |
-1-12 |
-1.0% |
139-11 |
| Range |
3-11 |
2-26 |
-0-17 |
-15.9% |
7-03 |
| ATR |
2-09 |
2-10 |
0-01 |
1.7% |
0-00 |
| Volume |
382,316 |
391,497 |
9,181 |
2.4% |
1,569,824 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-05 |
141-10 |
|
| R3 |
146-02 |
144-11 |
140-18 |
|
| R2 |
143-08 |
143-08 |
140-10 |
|
| R1 |
141-17 |
141-17 |
140-01 |
141-00 |
| PP |
140-14 |
140-14 |
140-14 |
140-06 |
| S1 |
138-23 |
138-23 |
139-17 |
138-06 |
| S2 |
137-20 |
137-20 |
139-08 |
|
| S3 |
134-26 |
135-29 |
139-00 |
|
| S4 |
132-00 |
133-03 |
138-08 |
|
|
| 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 |
142-06 |
135-13 |
6-25 |
4.9% |
2-22 |
1.9% |
65% |
True |
False |
374,647 |
| 10 |
142-06 |
133-22 |
8-16 |
6.1% |
2-09 |
1.6% |
72% |
True |
False |
347,461 |
| 20 |
142-06 |
131-01 |
11-05 |
8.0% |
2-12 |
1.7% |
78% |
True |
False |
364,793 |
| 40 |
142-06 |
131-01 |
11-05 |
8.0% |
2-04 |
1.5% |
78% |
True |
False |
279,296 |
| 60 |
143-25 |
131-01 |
12-24 |
9.1% |
2-03 |
1.5% |
69% |
False |
False |
186,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-04 |
|
2.618 |
149-18 |
|
1.618 |
146-24 |
|
1.000 |
145-00 |
|
0.618 |
143-30 |
|
HIGH |
142-06 |
|
0.618 |
141-04 |
|
0.500 |
140-25 |
|
0.382 |
140-14 |
|
LOW |
139-12 |
|
0.618 |
137-20 |
|
1.000 |
136-18 |
|
1.618 |
134-26 |
|
2.618 |
132-00 |
|
4.250 |
127-14 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-25 |
140-00 |
| PP |
140-14 |
139-30 |
| S1 |
140-04 |
139-27 |
|