ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
138-15 |
136-30 |
-1-17 |
-1.1% |
139-14 |
| High |
138-29 |
138-31 |
0-02 |
0.0% |
142-06 |
| Low |
136-25 |
136-24 |
-0-01 |
0.0% |
136-25 |
| Close |
136-27 |
138-23 |
1-28 |
1.4% |
136-27 |
| Range |
2-04 |
2-07 |
0-03 |
4.4% |
5-13 |
| ATR |
2-09 |
2-09 |
0-00 |
-0.2% |
0-00 |
| Volume |
275,352 |
222,203 |
-53,149 |
-19.3% |
1,334,992 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-26 |
143-31 |
139-30 |
|
| R3 |
142-19 |
141-24 |
139-11 |
|
| R2 |
140-12 |
140-12 |
139-04 |
|
| R1 |
139-17 |
139-17 |
138-30 |
139-30 |
| PP |
138-05 |
138-05 |
138-05 |
138-11 |
| S1 |
137-10 |
137-10 |
138-16 |
137-24 |
| S2 |
135-30 |
135-30 |
138-10 |
|
| S3 |
133-23 |
135-03 |
138-03 |
|
| S4 |
131-16 |
132-28 |
137-16 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
151-08 |
139-26 |
|
| R3 |
149-13 |
145-27 |
138-11 |
|
| R2 |
144-00 |
144-00 |
137-27 |
|
| R1 |
140-14 |
140-14 |
137-11 |
139-16 |
| PP |
138-19 |
138-19 |
138-19 |
138-05 |
| S1 |
135-01 |
135-01 |
136-11 |
134-04 |
| S2 |
133-06 |
133-06 |
135-27 |
|
| S3 |
127-25 |
129-20 |
135-11 |
|
| S4 |
122-12 |
124-07 |
133-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-06 |
136-24 |
5-14 |
3.9% |
2-15 |
1.8% |
36% |
False |
True |
311,439 |
| 10 |
142-06 |
134-08 |
7-30 |
5.7% |
2-08 |
1.6% |
56% |
False |
False |
312,701 |
| 20 |
142-06 |
131-01 |
11-05 |
8.0% |
2-16 |
1.8% |
69% |
False |
False |
362,667 |
| 40 |
142-06 |
131-01 |
11-05 |
8.0% |
2-03 |
1.5% |
69% |
False |
False |
298,525 |
| 60 |
142-20 |
131-01 |
11-19 |
8.4% |
2-03 |
1.5% |
66% |
False |
False |
199,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-13 |
|
2.618 |
144-25 |
|
1.618 |
142-18 |
|
1.000 |
141-06 |
|
0.618 |
140-11 |
|
HIGH |
138-31 |
|
0.618 |
138-04 |
|
0.500 |
137-28 |
|
0.382 |
137-19 |
|
LOW |
136-24 |
|
0.618 |
135-12 |
|
1.000 |
134-17 |
|
1.618 |
133-05 |
|
2.618 |
130-30 |
|
4.250 |
127-10 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-14 |
138-19 |
| PP |
138-05 |
138-16 |
| S1 |
137-28 |
138-12 |
|