ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
138-23 |
-1-10 |
-0.9% |
136-30 |
| High |
140-14 |
139-09 |
-1-05 |
-0.8% |
140-21 |
| Low |
138-12 |
138-01 |
-0-11 |
-0.2% |
136-24 |
| Close |
139-08 |
138-18 |
-0-22 |
-0.5% |
140-01 |
| Range |
2-02 |
1-08 |
-0-26 |
-39.4% |
3-29 |
| ATR |
2-06 |
2-03 |
-0-02 |
-3.0% |
0-00 |
| Volume |
241,099 |
237,476 |
-3,623 |
-1.5% |
1,591,455 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-12 |
141-23 |
139-08 |
|
| R3 |
141-04 |
140-15 |
138-29 |
|
| R2 |
139-28 |
139-28 |
138-25 |
|
| R1 |
139-07 |
139-07 |
138-22 |
138-30 |
| PP |
138-20 |
138-20 |
138-20 |
138-15 |
| S1 |
137-31 |
137-31 |
138-14 |
137-22 |
| S2 |
137-12 |
137-12 |
138-11 |
|
| S3 |
136-04 |
136-23 |
138-07 |
|
| S4 |
134-28 |
135-15 |
137-28 |
|
|
| 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% |
1-27 |
1.3% |
32% |
False |
False |
314,695 |
| 10 |
142-06 |
136-24 |
5-14 |
3.9% |
2-00 |
1.4% |
33% |
False |
False |
302,270 |
| 20 |
142-06 |
133-09 |
8-29 |
6.4% |
2-03 |
1.5% |
59% |
False |
False |
321,012 |
| 40 |
142-06 |
131-01 |
11-05 |
8.1% |
2-03 |
1.5% |
68% |
False |
False |
343,007 |
| 60 |
142-08 |
131-01 |
11-07 |
8.1% |
2-02 |
1.5% |
67% |
False |
False |
230,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-19 |
|
2.618 |
142-18 |
|
1.618 |
141-10 |
|
1.000 |
140-17 |
|
0.618 |
140-02 |
|
HIGH |
139-09 |
|
0.618 |
138-26 |
|
0.500 |
138-21 |
|
0.382 |
138-16 |
|
LOW |
138-01 |
|
0.618 |
137-08 |
|
1.000 |
136-25 |
|
1.618 |
136-00 |
|
2.618 |
134-24 |
|
4.250 |
132-23 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-21 |
139-11 |
| PP |
138-20 |
139-03 |
| S1 |
138-19 |
138-26 |
|