ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
138-18 |
140-25 |
2-07 |
1.6% |
140-01 |
| High |
140-27 |
143-00 |
2-05 |
1.5% |
143-00 |
| Low |
137-23 |
140-14 |
2-23 |
2.0% |
137-23 |
| Close |
140-11 |
142-02 |
1-23 |
1.2% |
142-02 |
| Range |
3-04 |
2-18 |
-0-18 |
-18.0% |
5-09 |
| ATR |
2-04 |
2-06 |
0-01 |
1.7% |
0-00 |
| Volume |
353,535 |
337,937 |
-15,598 |
-4.4% |
1,423,997 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-11 |
143-15 |
|
| R3 |
146-31 |
145-25 |
142-25 |
|
| R2 |
144-13 |
144-13 |
142-17 |
|
| R1 |
143-07 |
143-07 |
142-10 |
143-26 |
| PP |
141-27 |
141-27 |
141-27 |
142-04 |
| S1 |
140-21 |
140-21 |
141-26 |
141-08 |
| S2 |
139-09 |
139-09 |
141-19 |
|
| S3 |
136-23 |
138-03 |
141-11 |
|
| S4 |
134-05 |
135-17 |
140-21 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-25 |
154-22 |
144-31 |
|
| R3 |
151-16 |
149-13 |
143-16 |
|
| R2 |
146-07 |
146-07 |
143-01 |
|
| R1 |
144-04 |
144-04 |
142-17 |
145-06 |
| PP |
140-30 |
140-30 |
140-30 |
141-14 |
| S1 |
138-27 |
138-27 |
141-19 |
139-28 |
| S2 |
135-21 |
135-21 |
141-03 |
|
| S3 |
130-12 |
133-18 |
140-20 |
|
| S4 |
125-03 |
128-09 |
139-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-00 |
137-23 |
5-09 |
3.7% |
2-03 |
1.5% |
82% |
True |
False |
284,799 |
| 10 |
143-00 |
136-24 |
6-08 |
4.4% |
2-01 |
1.4% |
85% |
True |
False |
301,545 |
| 20 |
143-00 |
134-08 |
8-24 |
6.2% |
2-04 |
1.5% |
89% |
True |
False |
310,682 |
| 40 |
143-00 |
131-01 |
11-31 |
8.4% |
2-04 |
1.5% |
92% |
True |
False |
346,622 |
| 60 |
143-00 |
131-01 |
11-31 |
8.4% |
2-03 |
1.5% |
92% |
True |
False |
246,276 |
| 80 |
149-06 |
131-01 |
18-05 |
12.8% |
2-01 |
1.4% |
61% |
False |
False |
184,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-28 |
|
2.618 |
149-23 |
|
1.618 |
147-05 |
|
1.000 |
145-18 |
|
0.618 |
144-19 |
|
HIGH |
143-00 |
|
0.618 |
142-01 |
|
0.500 |
141-23 |
|
0.382 |
141-13 |
|
LOW |
140-14 |
|
0.618 |
138-27 |
|
1.000 |
137-28 |
|
1.618 |
136-09 |
|
2.618 |
133-23 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
141-16 |
| PP |
141-27 |
140-30 |
| S1 |
141-23 |
140-12 |
|