ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
143-15 |
0-00 |
0.0% |
143-18 |
| High |
144-08 |
143-27 |
-0-13 |
-0.3% |
145-31 |
| Low |
142-29 |
140-19 |
-2-10 |
-1.6% |
140-19 |
| Close |
143-22 |
141-07 |
-2-15 |
-1.7% |
141-07 |
| Range |
1-11 |
3-08 |
1-29 |
141.9% |
5-12 |
| ATR |
2-06 |
2-09 |
0-02 |
3.5% |
0-00 |
| Volume |
275,774 |
305,001 |
29,227 |
10.6% |
1,624,510 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-20 |
149-22 |
143-00 |
|
| R3 |
148-12 |
146-14 |
142-04 |
|
| R2 |
145-04 |
145-04 |
141-26 |
|
| R1 |
143-06 |
143-06 |
141-17 |
142-17 |
| PP |
141-28 |
141-28 |
141-28 |
141-18 |
| S1 |
139-30 |
139-30 |
140-29 |
139-09 |
| S2 |
138-20 |
138-20 |
140-20 |
|
| S3 |
135-12 |
136-22 |
140-10 |
|
| S4 |
132-04 |
133-14 |
139-14 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-23 |
155-11 |
144-06 |
|
| R3 |
153-11 |
149-31 |
142-22 |
|
| R2 |
147-31 |
147-31 |
142-07 |
|
| R1 |
144-19 |
144-19 |
141-23 |
143-19 |
| PP |
142-19 |
142-19 |
142-19 |
142-03 |
| S1 |
139-07 |
139-07 |
140-23 |
138-07 |
| S2 |
137-07 |
137-07 |
140-07 |
|
| S3 |
131-27 |
133-27 |
139-24 |
|
| S4 |
126-15 |
128-15 |
138-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-31 |
140-19 |
5-12 |
3.8% |
2-18 |
1.8% |
12% |
False |
True |
324,902 |
| 10 |
145-31 |
140-19 |
5-12 |
3.8% |
2-08 |
1.6% |
12% |
False |
True |
312,281 |
| 20 |
145-31 |
136-24 |
9-07 |
6.5% |
2-05 |
1.5% |
48% |
False |
False |
306,913 |
| 40 |
145-31 |
131-01 |
14-30 |
10.6% |
2-09 |
1.6% |
68% |
False |
False |
336,908 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-04 |
1.5% |
68% |
False |
False |
297,665 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
68% |
False |
False |
223,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-21 |
|
2.618 |
152-11 |
|
1.618 |
149-03 |
|
1.000 |
147-03 |
|
0.618 |
145-27 |
|
HIGH |
143-27 |
|
0.618 |
142-19 |
|
0.500 |
142-07 |
|
0.382 |
141-27 |
|
LOW |
140-19 |
|
0.618 |
138-19 |
|
1.000 |
137-11 |
|
1.618 |
135-11 |
|
2.618 |
132-03 |
|
4.250 |
126-25 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-07 |
142-14 |
| PP |
141-28 |
142-01 |
| S1 |
141-18 |
141-20 |
|