ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
143-18 |
144-29 |
1-11 |
0.9% |
142-20 |
| High |
145-00 |
145-31 |
0-31 |
0.7% |
144-12 |
| Low |
142-29 |
142-09 |
-0-20 |
-0.4% |
140-31 |
| Close |
144-22 |
142-31 |
-1-23 |
-1.2% |
144-00 |
| Range |
2-03 |
3-22 |
1-19 |
76.1% |
3-13 |
| ATR |
2-04 |
2-07 |
0-04 |
5.3% |
0-00 |
| Volume |
305,809 |
416,566 |
110,757 |
36.2% |
1,498,307 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
152-18 |
145-00 |
|
| R3 |
151-04 |
148-28 |
143-31 |
|
| R2 |
147-14 |
147-14 |
143-21 |
|
| R1 |
145-06 |
145-06 |
143-10 |
144-15 |
| PP |
143-24 |
143-24 |
143-24 |
143-12 |
| S1 |
141-16 |
141-16 |
142-20 |
140-25 |
| S2 |
140-02 |
140-02 |
142-09 |
|
| S3 |
136-12 |
137-26 |
141-31 |
|
| S4 |
132-22 |
134-04 |
140-30 |
|
|
| 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 |
145-31 |
141-07 |
4-24 |
3.3% |
2-13 |
1.7% |
37% |
True |
False |
347,439 |
| 10 |
145-31 |
137-23 |
8-08 |
5.8% |
2-08 |
1.6% |
64% |
True |
False |
316,610 |
| 20 |
145-31 |
136-24 |
9-07 |
6.4% |
2-04 |
1.5% |
67% |
True |
False |
309,440 |
| 40 |
145-31 |
131-01 |
14-30 |
10.4% |
2-08 |
1.6% |
80% |
True |
False |
333,739 |
| 60 |
145-31 |
131-01 |
14-30 |
10.4% |
2-04 |
1.5% |
80% |
True |
False |
282,914 |
| 80 |
145-31 |
131-01 |
14-30 |
10.4% |
2-03 |
1.5% |
80% |
True |
False |
212,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
155-20 |
|
1.618 |
151-30 |
|
1.000 |
149-21 |
|
0.618 |
148-08 |
|
HIGH |
145-31 |
|
0.618 |
144-18 |
|
0.500 |
144-04 |
|
0.382 |
143-22 |
|
LOW |
142-09 |
|
0.618 |
140-00 |
|
1.000 |
138-19 |
|
1.618 |
136-10 |
|
2.618 |
132-20 |
|
4.250 |
126-20 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
144-04 |
144-04 |
| PP |
143-24 |
143-24 |
| S1 |
143-11 |
143-11 |
|