ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
141-26 |
141-24 |
-0-02 |
0.0% |
140-01 |
| High |
143-11 |
143-02 |
-0-09 |
-0.2% |
143-00 |
| Low |
141-20 |
141-15 |
-0-05 |
-0.1% |
137-23 |
| Close |
142-04 |
142-24 |
0-20 |
0.4% |
142-02 |
| Range |
1-23 |
1-19 |
-0-04 |
-7.3% |
5-09 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.8% |
0-00 |
| Volume |
252,837 |
253,009 |
172 |
0.1% |
1,423,997 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-18 |
143-20 |
|
| R3 |
145-20 |
144-31 |
143-06 |
|
| R2 |
144-01 |
144-01 |
143-01 |
|
| R1 |
143-12 |
143-12 |
142-29 |
143-22 |
| PP |
142-14 |
142-14 |
142-14 |
142-19 |
| S1 |
141-25 |
141-25 |
142-19 |
142-04 |
| S2 |
140-27 |
140-27 |
142-15 |
|
| S3 |
139-08 |
140-06 |
142-10 |
|
| S4 |
137-21 |
138-19 |
141-28 |
|
|
| 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 |
143-11 |
137-23 |
5-20 |
3.9% |
2-04 |
1.5% |
89% |
False |
False |
285,593 |
| 10 |
143-11 |
137-23 |
5-20 |
3.9% |
1-27 |
1.3% |
89% |
False |
False |
279,899 |
| 20 |
143-11 |
135-13 |
7-30 |
5.6% |
2-04 |
1.5% |
93% |
False |
False |
309,318 |
| 40 |
143-11 |
131-01 |
12-10 |
8.6% |
2-05 |
1.5% |
95% |
False |
False |
334,599 |
| 60 |
143-11 |
131-01 |
12-10 |
8.6% |
2-03 |
1.5% |
95% |
False |
False |
258,530 |
| 80 |
148-30 |
131-01 |
17-29 |
12.5% |
2-01 |
1.4% |
65% |
False |
False |
193,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-27 |
|
2.618 |
147-08 |
|
1.618 |
145-21 |
|
1.000 |
144-21 |
|
0.618 |
144-02 |
|
HIGH |
143-02 |
|
0.618 |
142-15 |
|
0.500 |
142-08 |
|
0.382 |
142-02 |
|
LOW |
141-15 |
|
0.618 |
140-15 |
|
1.000 |
139-28 |
|
1.618 |
138-28 |
|
2.618 |
137-09 |
|
4.250 |
134-22 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-19 |
142-18 |
| PP |
142-14 |
142-11 |
| S1 |
142-08 |
142-05 |
|