ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
141-31 |
139-25 |
-2-06 |
-1.5% |
141-07 |
| High |
142-27 |
140-27 |
-2-00 |
-1.4% |
144-02 |
| Low |
139-24 |
139-16 |
-0-08 |
-0.2% |
139-16 |
| Close |
140-00 |
140-19 |
0-19 |
0.4% |
140-19 |
| Range |
3-03 |
1-11 |
-1-24 |
-56.6% |
4-18 |
| ATR |
2-07 |
2-05 |
-0-02 |
-2.8% |
0-00 |
| Volume |
353,754 |
227,205 |
-126,549 |
-35.8% |
1,287,197 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-26 |
141-11 |
|
| R3 |
143-00 |
142-15 |
140-31 |
|
| R2 |
141-21 |
141-21 |
140-27 |
|
| R1 |
141-04 |
141-04 |
140-23 |
141-12 |
| PP |
140-10 |
140-10 |
140-10 |
140-14 |
| S1 |
139-25 |
139-25 |
140-15 |
140-02 |
| S2 |
138-31 |
138-31 |
140-11 |
|
| S3 |
137-20 |
138-14 |
140-07 |
|
| S4 |
136-09 |
137-03 |
139-27 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-02 |
152-13 |
143-03 |
|
| R3 |
150-16 |
147-27 |
141-27 |
|
| R2 |
145-30 |
145-30 |
141-14 |
|
| R1 |
143-09 |
143-09 |
141-00 |
142-10 |
| PP |
141-12 |
141-12 |
141-12 |
140-29 |
| S1 |
138-23 |
138-23 |
140-06 |
137-24 |
| S2 |
136-26 |
136-26 |
139-24 |
|
| S3 |
132-08 |
134-05 |
139-11 |
|
| S4 |
127-22 |
129-19 |
138-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-02 |
139-16 |
4-18 |
3.2% |
1-30 |
1.4% |
24% |
False |
True |
257,439 |
| 10 |
145-31 |
139-16 |
6-15 |
4.6% |
2-08 |
1.6% |
17% |
False |
True |
291,170 |
| 20 |
145-31 |
137-23 |
8-08 |
5.9% |
2-04 |
1.5% |
35% |
False |
False |
291,700 |
| 40 |
145-31 |
131-01 |
14-30 |
10.6% |
2-06 |
1.6% |
64% |
False |
False |
313,225 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-04 |
1.5% |
64% |
False |
False |
318,834 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
64% |
False |
False |
239,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-18 |
|
2.618 |
144-12 |
|
1.618 |
143-01 |
|
1.000 |
142-06 |
|
0.618 |
141-22 |
|
HIGH |
140-27 |
|
0.618 |
140-11 |
|
0.500 |
140-06 |
|
0.382 |
140-00 |
|
LOW |
139-16 |
|
0.618 |
138-21 |
|
1.000 |
138-05 |
|
1.618 |
137-10 |
|
2.618 |
135-31 |
|
4.250 |
133-25 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-14 |
141-25 |
| PP |
140-10 |
141-12 |
| S1 |
140-06 |
141-00 |
|