ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
141-25 |
143-05 |
1-12 |
1.0% |
142-20 |
| High |
143-27 |
144-12 |
0-17 |
0.4% |
144-12 |
| Low |
141-07 |
142-10 |
1-03 |
0.8% |
140-31 |
| Close |
143-05 |
144-00 |
0-27 |
0.6% |
144-00 |
| Range |
2-20 |
2-02 |
-0-18 |
-21.4% |
3-13 |
| ATR |
2-04 |
2-04 |
0-00 |
-0.2% |
0-00 |
| Volume |
353,282 |
408,529 |
55,247 |
15.6% |
1,498,307 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
148-30 |
145-04 |
|
| R3 |
147-22 |
146-28 |
144-18 |
|
| R2 |
145-20 |
145-20 |
144-12 |
|
| R1 |
144-26 |
144-26 |
144-06 |
145-07 |
| PP |
143-18 |
143-18 |
143-18 |
143-24 |
| S1 |
142-24 |
142-24 |
143-26 |
143-05 |
| S2 |
141-16 |
141-16 |
143-20 |
|
| S3 |
139-14 |
140-22 |
143-14 |
|
| S4 |
137-12 |
138-20 |
142-28 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-11 |
152-02 |
145-28 |
|
| R3 |
149-30 |
148-21 |
144-30 |
|
| R2 |
146-17 |
146-17 |
144-20 |
|
| R1 |
145-08 |
145-08 |
144-10 |
145-28 |
| PP |
143-04 |
143-04 |
143-04 |
143-14 |
| S1 |
141-27 |
141-27 |
143-22 |
142-16 |
| S2 |
139-23 |
139-23 |
143-12 |
|
| S3 |
136-10 |
138-14 |
143-02 |
|
| S4 |
132-29 |
135-01 |
142-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-12 |
140-31 |
3-13 |
2.4% |
1-30 |
1.3% |
89% |
True |
False |
299,661 |
| 10 |
144-12 |
137-23 |
6-21 |
4.6% |
2-01 |
1.4% |
94% |
True |
False |
292,230 |
| 20 |
144-12 |
136-24 |
7-20 |
5.3% |
2-06 |
1.5% |
95% |
True |
False |
313,547 |
| 40 |
144-12 |
131-01 |
13-11 |
9.3% |
2-05 |
1.5% |
97% |
True |
False |
330,398 |
| 60 |
144-12 |
131-01 |
13-11 |
9.3% |
2-04 |
1.5% |
97% |
True |
False |
270,911 |
| 80 |
148-14 |
131-01 |
17-13 |
12.1% |
2-02 |
1.4% |
75% |
False |
False |
203,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-04 |
|
2.618 |
149-25 |
|
1.618 |
147-23 |
|
1.000 |
146-14 |
|
0.618 |
145-21 |
|
HIGH |
144-12 |
|
0.618 |
143-19 |
|
0.500 |
143-11 |
|
0.382 |
143-03 |
|
LOW |
142-10 |
|
0.618 |
141-01 |
|
1.000 |
140-08 |
|
1.618 |
138-31 |
|
2.618 |
136-29 |
|
4.250 |
133-18 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
143-25 |
143-19 |
| PP |
143-18 |
143-06 |
| S1 |
143-11 |
142-26 |
|