ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
139-22 |
139-13 |
-0-09 |
-0.2% |
136-30 |
| High |
140-07 |
140-21 |
0-14 |
0.3% |
140-21 |
| Low |
138-17 |
139-11 |
0-26 |
0.6% |
136-24 |
| Close |
139-18 |
140-01 |
0-15 |
0.3% |
140-01 |
| Range |
1-22 |
1-10 |
-0-12 |
-22.2% |
3-29 |
| ATR |
2-08 |
2-06 |
-0-02 |
-3.0% |
0-00 |
| Volume |
358,712 |
279,785 |
-78,927 |
-22.0% |
1,591,455 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-30 |
143-10 |
140-24 |
|
| R3 |
142-20 |
142-00 |
140-13 |
|
| R2 |
141-10 |
141-10 |
140-09 |
|
| R1 |
140-22 |
140-22 |
140-05 |
141-00 |
| PP |
140-00 |
140-00 |
140-00 |
140-06 |
| S1 |
139-12 |
139-12 |
139-29 |
139-22 |
| S2 |
138-22 |
138-22 |
139-25 |
|
| S3 |
137-12 |
138-02 |
139-21 |
|
| S4 |
136-02 |
136-24 |
139-10 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-28 |
149-11 |
142-06 |
|
| R3 |
146-31 |
145-14 |
141-03 |
|
| R2 |
143-02 |
143-02 |
140-24 |
|
| R1 |
141-17 |
141-17 |
140-12 |
142-10 |
| PP |
139-05 |
139-05 |
139-05 |
139-17 |
| S1 |
137-20 |
137-20 |
139-22 |
138-12 |
| S2 |
135-08 |
135-08 |
139-10 |
|
| S3 |
131-11 |
133-23 |
138-31 |
|
| S4 |
127-14 |
129-26 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-21 |
136-24 |
3-29 |
2.8% |
1-31 |
1.4% |
84% |
True |
False |
318,291 |
| 10 |
142-06 |
136-24 |
5-14 |
3.9% |
2-11 |
1.7% |
60% |
False |
False |
334,864 |
| 20 |
142-06 |
131-01 |
11-05 |
8.0% |
2-07 |
1.6% |
81% |
False |
False |
334,750 |
| 40 |
142-06 |
131-01 |
11-05 |
8.0% |
2-04 |
1.5% |
81% |
False |
False |
332,401 |
| 60 |
142-08 |
131-01 |
11-07 |
8.0% |
2-03 |
1.5% |
80% |
False |
False |
222,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-08 |
|
2.618 |
144-03 |
|
1.618 |
142-25 |
|
1.000 |
141-31 |
|
0.618 |
141-15 |
|
HIGH |
140-21 |
|
0.618 |
140-05 |
|
0.500 |
140-00 |
|
0.382 |
139-27 |
|
LOW |
139-11 |
|
0.618 |
138-17 |
|
1.000 |
138-01 |
|
1.618 |
137-07 |
|
2.618 |
135-29 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-01 |
139-23 |
| PP |
140-00 |
139-13 |
| S1 |
140-00 |
139-04 |
|