ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
141-06 |
139-17 |
-1-21 |
-1.2% |
135-30 |
| High |
142-06 |
140-00 |
-2-06 |
-1.5% |
141-11 |
| Low |
139-12 |
138-06 |
-1-06 |
-0.9% |
134-08 |
| Close |
139-25 |
138-13 |
-1-12 |
-1.0% |
139-11 |
| Range |
2-26 |
1-26 |
-1-00 |
-35.6% |
7-03 |
| ATR |
2-10 |
2-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
391,497 |
285,827 |
-105,670 |
-27.0% |
1,569,824 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
143-05 |
139-13 |
|
| R3 |
142-16 |
141-11 |
138-29 |
|
| R2 |
140-22 |
140-22 |
138-24 |
|
| R1 |
139-17 |
139-17 |
138-18 |
139-06 |
| PP |
138-28 |
138-28 |
138-28 |
138-22 |
| S1 |
137-23 |
137-23 |
138-08 |
137-12 |
| S2 |
137-02 |
137-02 |
138-02 |
|
| S3 |
135-08 |
135-29 |
137-29 |
|
| S4 |
133-14 |
134-03 |
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 |
142-06 |
136-18 |
5-20 |
4.1% |
2-23 |
2.0% |
33% |
False |
False |
381,628 |
| 10 |
142-06 |
134-08 |
7-30 |
5.7% |
2-06 |
1.6% |
52% |
False |
False |
338,714 |
| 20 |
142-06 |
131-01 |
11-05 |
8.1% |
2-12 |
1.7% |
66% |
False |
False |
365,297 |
| 40 |
142-06 |
131-01 |
11-05 |
8.1% |
2-04 |
1.5% |
66% |
False |
False |
286,294 |
| 60 |
142-20 |
131-01 |
11-19 |
8.4% |
2-02 |
1.5% |
64% |
False |
False |
191,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-22 |
|
2.618 |
144-24 |
|
1.618 |
142-30 |
|
1.000 |
141-26 |
|
0.618 |
141-04 |
|
HIGH |
140-00 |
|
0.618 |
139-10 |
|
0.500 |
139-03 |
|
0.382 |
138-28 |
|
LOW |
138-06 |
|
0.618 |
137-02 |
|
1.000 |
136-12 |
|
1.618 |
135-08 |
|
2.618 |
133-14 |
|
4.250 |
130-16 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-03 |
140-06 |
| PP |
138-28 |
139-19 |
| S1 |
138-20 |
139-00 |
|