ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
142-18 |
141-31 |
-0-19 |
-0.4% |
143-18 |
| High |
144-02 |
142-27 |
-1-07 |
-0.8% |
145-31 |
| Low |
141-23 |
139-24 |
-1-31 |
-1.4% |
140-19 |
| Close |
141-30 |
140-00 |
-1-30 |
-1.4% |
141-07 |
| Range |
2-11 |
3-03 |
0-24 |
32.0% |
5-12 |
| ATR |
2-05 |
2-07 |
0-02 |
3.0% |
0-00 |
| Volume |
338,583 |
353,754 |
15,171 |
4.5% |
1,624,510 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-05 |
148-05 |
141-22 |
|
| R3 |
147-02 |
145-02 |
140-27 |
|
| R2 |
143-31 |
143-31 |
140-18 |
|
| R1 |
141-31 |
141-31 |
140-09 |
141-14 |
| PP |
140-28 |
140-28 |
140-28 |
140-19 |
| S1 |
138-28 |
138-28 |
139-23 |
138-10 |
| S2 |
137-25 |
137-25 |
139-14 |
|
| S3 |
134-22 |
135-25 |
139-05 |
|
| S4 |
131-19 |
132-22 |
138-10 |
|
|
| 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 |
144-02 |
139-24 |
4-10 |
3.1% |
2-10 |
1.7% |
6% |
False |
True |
272,998 |
| 10 |
145-31 |
139-24 |
6-07 |
4.4% |
2-11 |
1.7% |
4% |
False |
True |
309,303 |
| 20 |
145-31 |
137-23 |
8-08 |
5.9% |
2-04 |
1.5% |
28% |
False |
False |
294,329 |
| 40 |
145-31 |
131-01 |
14-30 |
10.7% |
2-07 |
1.6% |
60% |
False |
False |
318,660 |
| 60 |
145-31 |
131-01 |
14-30 |
10.7% |
2-04 |
1.5% |
60% |
False |
False |
315,192 |
| 80 |
145-31 |
131-01 |
14-30 |
10.7% |
2-04 |
1.5% |
60% |
False |
False |
237,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-00 |
|
2.618 |
150-30 |
|
1.618 |
147-27 |
|
1.000 |
145-30 |
|
0.618 |
144-24 |
|
HIGH |
142-27 |
|
0.618 |
141-21 |
|
0.500 |
141-10 |
|
0.382 |
140-30 |
|
LOW |
139-24 |
|
0.618 |
137-27 |
|
1.000 |
136-21 |
|
1.618 |
134-24 |
|
2.618 |
131-21 |
|
4.250 |
126-19 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
141-29 |
| PP |
140-28 |
141-09 |
| S1 |
140-14 |
140-20 |
|