ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
141-07 |
-2-08 |
-1.6% |
143-18 |
| High |
143-27 |
142-29 |
-0-30 |
-0.7% |
145-31 |
| Low |
140-19 |
141-00 |
0-13 |
0.3% |
140-19 |
| Close |
141-07 |
142-18 |
1-11 |
1.0% |
141-07 |
| Range |
3-08 |
1-29 |
-1-11 |
-41.3% |
5-12 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.1% |
0-00 |
| Volume |
305,001 |
191,710 |
-113,291 |
-37.1% |
1,624,510 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
147-04 |
143-20 |
|
| R3 |
145-31 |
145-07 |
143-03 |
|
| R2 |
144-02 |
144-02 |
142-29 |
|
| R1 |
143-10 |
143-10 |
142-24 |
143-22 |
| PP |
142-05 |
142-05 |
142-05 |
142-11 |
| S1 |
141-13 |
141-13 |
142-12 |
141-25 |
| S2 |
140-08 |
140-08 |
142-07 |
|
| S3 |
138-11 |
139-16 |
142-01 |
|
| S4 |
136-14 |
137-19 |
141-16 |
|
|
| 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% |
2-17 |
1.8% |
37% |
False |
False |
302,082 |
| 10 |
145-31 |
140-19 |
5-12 |
3.8% |
2-09 |
1.6% |
37% |
False |
False |
308,387 |
| 20 |
145-31 |
137-18 |
8-13 |
5.9% |
2-04 |
1.5% |
59% |
False |
False |
305,388 |
| 40 |
145-31 |
131-01 |
14-30 |
10.5% |
2-10 |
1.6% |
77% |
False |
False |
334,028 |
| 60 |
145-31 |
131-01 |
14-30 |
10.5% |
2-04 |
1.5% |
77% |
False |
False |
300,813 |
| 80 |
145-31 |
131-01 |
14-30 |
10.5% |
2-03 |
1.5% |
77% |
False |
False |
226,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
147-29 |
|
1.618 |
146-00 |
|
1.000 |
144-26 |
|
0.618 |
144-03 |
|
HIGH |
142-29 |
|
0.618 |
142-06 |
|
0.500 |
141-30 |
|
0.382 |
141-23 |
|
LOW |
141-00 |
|
0.618 |
139-26 |
|
1.000 |
139-03 |
|
1.618 |
137-29 |
|
2.618 |
136-00 |
|
4.250 |
132-29 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
142-16 |
| PP |
142-05 |
142-15 |
| S1 |
141-30 |
142-14 |
|