ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
142-21 |
142-18 |
-0-03 |
-0.1% |
143-18 |
| High |
142-27 |
144-02 |
1-07 |
0.9% |
145-31 |
| Low |
141-26 |
141-23 |
-0-03 |
-0.1% |
140-19 |
| Close |
142-12 |
141-30 |
-0-14 |
-0.3% |
141-07 |
| Range |
1-01 |
2-11 |
1-10 |
127.3% |
5-12 |
| ATR |
2-05 |
2-05 |
0-00 |
0.6% |
0-00 |
| Volume |
175,945 |
338,583 |
162,638 |
92.4% |
1,624,510 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
148-04 |
143-07 |
|
| R3 |
147-08 |
145-25 |
142-19 |
|
| R2 |
144-29 |
144-29 |
142-12 |
|
| R1 |
143-14 |
143-14 |
142-05 |
143-00 |
| PP |
142-18 |
142-18 |
142-18 |
142-12 |
| S1 |
141-03 |
141-03 |
141-23 |
140-21 |
| S2 |
140-07 |
140-07 |
141-16 |
|
| S3 |
137-28 |
138-24 |
141-09 |
|
| S4 |
135-17 |
136-13 |
140-21 |
|
|
| 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 |
144-08 |
140-19 |
3-21 |
2.6% |
1-31 |
1.4% |
37% |
False |
False |
257,402 |
| 10 |
145-31 |
140-19 |
5-12 |
3.8% |
2-09 |
1.6% |
25% |
False |
False |
309,255 |
| 20 |
145-31 |
137-23 |
8-08 |
5.8% |
2-02 |
1.5% |
51% |
False |
False |
294,577 |
| 40 |
145-31 |
131-01 |
14-30 |
10.5% |
2-07 |
1.6% |
73% |
False |
False |
321,217 |
| 60 |
145-31 |
131-01 |
14-30 |
10.5% |
2-04 |
1.5% |
73% |
False |
False |
309,338 |
| 80 |
145-31 |
131-01 |
14-30 |
10.5% |
2-03 |
1.5% |
73% |
False |
False |
232,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-01 |
|
2.618 |
150-06 |
|
1.618 |
147-27 |
|
1.000 |
146-13 |
|
0.618 |
145-16 |
|
HIGH |
144-02 |
|
0.618 |
143-05 |
|
0.500 |
142-28 |
|
0.382 |
142-20 |
|
LOW |
141-23 |
|
0.618 |
140-09 |
|
1.000 |
139-12 |
|
1.618 |
137-30 |
|
2.618 |
135-19 |
|
4.250 |
131-24 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
142-17 |
| PP |
142-18 |
142-11 |
| S1 |
142-08 |
142-04 |
|