ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
139-13 |
140-01 |
0-20 |
0.4% |
136-30 |
| High |
140-21 |
140-14 |
-0-07 |
-0.2% |
140-21 |
| Low |
139-11 |
138-12 |
-0-31 |
-0.7% |
136-24 |
| Close |
140-01 |
139-08 |
-0-25 |
-0.6% |
140-01 |
| Range |
1-10 |
2-02 |
0-24 |
57.1% |
3-29 |
| ATR |
2-06 |
2-06 |
0-00 |
-0.4% |
0-00 |
| Volume |
279,785 |
241,099 |
-38,686 |
-13.8% |
1,591,455 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-17 |
144-15 |
140-12 |
|
| R3 |
143-15 |
142-13 |
139-26 |
|
| R2 |
141-13 |
141-13 |
139-20 |
|
| R1 |
140-11 |
140-11 |
139-14 |
139-27 |
| PP |
139-11 |
139-11 |
139-11 |
139-04 |
| S1 |
138-09 |
138-09 |
139-02 |
137-25 |
| S2 |
137-09 |
137-09 |
138-28 |
|
| S3 |
135-07 |
136-07 |
138-22 |
|
| S4 |
133-05 |
134-05 |
138-04 |
|
|
| 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 |
137-18 |
3-03 |
2.2% |
1-30 |
1.4% |
55% |
False |
False |
322,070 |
| 10 |
142-06 |
136-24 |
5-14 |
3.9% |
2-07 |
1.6% |
46% |
False |
False |
316,754 |
| 20 |
142-06 |
133-09 |
8-29 |
6.4% |
2-04 |
1.5% |
67% |
False |
False |
324,446 |
| 40 |
142-06 |
131-01 |
11-05 |
8.0% |
2-04 |
1.5% |
74% |
False |
False |
338,211 |
| 60 |
142-08 |
131-01 |
11-07 |
8.1% |
2-03 |
1.5% |
73% |
False |
False |
226,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-06 |
|
2.618 |
145-27 |
|
1.618 |
143-25 |
|
1.000 |
142-16 |
|
0.618 |
141-23 |
|
HIGH |
140-14 |
|
0.618 |
139-21 |
|
0.500 |
139-13 |
|
0.382 |
139-05 |
|
LOW |
138-12 |
|
0.618 |
137-03 |
|
1.000 |
136-10 |
|
1.618 |
135-01 |
|
2.618 |
132-31 |
|
4.250 |
129-20 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-13 |
139-16 |
| PP |
139-11 |
139-14 |
| S1 |
139-10 |
139-11 |
|