ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
142-20 |
143-15 |
0-27 |
0.6% |
142-20 |
| High |
143-21 |
144-08 |
0-19 |
0.4% |
144-12 |
| Low |
141-05 |
142-29 |
1-24 |
1.2% |
140-31 |
| Close |
142-27 |
143-22 |
0-27 |
0.6% |
144-00 |
| Range |
2-16 |
1-11 |
-1-05 |
-46.3% |
3-13 |
| ATR |
2-08 |
2-06 |
-0-02 |
-2.7% |
0-00 |
| Volume |
321,360 |
275,774 |
-45,586 |
-14.2% |
1,498,307 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-21 |
147-00 |
144-14 |
|
| R3 |
146-10 |
145-21 |
144-02 |
|
| R2 |
144-31 |
144-31 |
143-30 |
|
| R1 |
144-10 |
144-10 |
143-26 |
144-20 |
| PP |
143-20 |
143-20 |
143-20 |
143-25 |
| S1 |
142-31 |
142-31 |
143-18 |
143-10 |
| S2 |
142-09 |
142-09 |
143-14 |
|
| S3 |
140-30 |
141-20 |
143-10 |
|
| S4 |
139-19 |
140-09 |
142-30 |
|
|
| 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 |
141-05 |
4-26 |
3.3% |
2-11 |
1.6% |
53% |
False |
False |
345,607 |
| 10 |
145-31 |
140-14 |
5-17 |
3.8% |
2-06 |
1.5% |
59% |
False |
False |
315,575 |
| 20 |
145-31 |
136-24 |
9-07 |
6.4% |
2-03 |
1.5% |
75% |
False |
False |
305,431 |
| 40 |
145-31 |
131-01 |
14-30 |
10.4% |
2-08 |
1.6% |
85% |
False |
False |
335,364 |
| 60 |
145-31 |
131-01 |
14-30 |
10.4% |
2-03 |
1.5% |
85% |
False |
False |
292,673 |
| 80 |
145-31 |
131-01 |
14-30 |
10.4% |
2-03 |
1.4% |
85% |
False |
False |
219,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-31 |
|
2.618 |
147-25 |
|
1.618 |
146-14 |
|
1.000 |
145-19 |
|
0.618 |
145-03 |
|
HIGH |
144-08 |
|
0.618 |
143-24 |
|
0.500 |
143-18 |
|
0.382 |
143-13 |
|
LOW |
142-29 |
|
0.618 |
142-02 |
|
1.000 |
141-18 |
|
1.618 |
140-23 |
|
2.618 |
139-12 |
|
4.250 |
137-06 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
143-21 |
143-21 |
| PP |
143-20 |
143-19 |
| S1 |
143-18 |
143-18 |
|