ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
139-25 |
140-23 |
0-30 |
0.7% |
141-07 |
| High |
140-27 |
142-03 |
1-08 |
0.9% |
144-02 |
| Low |
139-16 |
140-13 |
0-29 |
0.6% |
139-16 |
| Close |
140-19 |
141-17 |
0-30 |
0.7% |
140-19 |
| Range |
1-11 |
1-22 |
0-11 |
25.6% |
4-18 |
| ATR |
2-05 |
2-04 |
-0-01 |
-1.6% |
0-00 |
| Volume |
227,205 |
207,710 |
-19,495 |
-8.6% |
1,287,197 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-13 |
145-21 |
142-15 |
|
| R3 |
144-23 |
143-31 |
142-00 |
|
| R2 |
143-01 |
143-01 |
141-27 |
|
| R1 |
142-09 |
142-09 |
141-22 |
142-21 |
| PP |
141-11 |
141-11 |
141-11 |
141-17 |
| S1 |
140-19 |
140-19 |
141-12 |
140-31 |
| S2 |
139-21 |
139-21 |
141-07 |
|
| S3 |
137-31 |
138-29 |
141-02 |
|
| S4 |
136-09 |
137-07 |
140-19 |
|
|
| 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% |
1-29 |
1.3% |
45% |
False |
False |
260,639 |
| 10 |
145-31 |
139-16 |
6-15 |
4.6% |
2-07 |
1.6% |
31% |
False |
False |
281,360 |
| 20 |
145-31 |
137-23 |
8-08 |
5.8% |
2-04 |
1.5% |
46% |
False |
False |
290,031 |
| 40 |
145-31 |
133-09 |
12-22 |
9.0% |
2-04 |
1.5% |
65% |
False |
False |
307,238 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-04 |
1.5% |
70% |
False |
False |
322,151 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
70% |
False |
False |
242,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-08 |
|
2.618 |
146-16 |
|
1.618 |
144-26 |
|
1.000 |
143-25 |
|
0.618 |
143-04 |
|
HIGH |
142-03 |
|
0.618 |
141-14 |
|
0.500 |
141-08 |
|
0.382 |
141-02 |
|
LOW |
140-13 |
|
0.618 |
139-12 |
|
1.000 |
138-23 |
|
1.618 |
137-22 |
|
2.618 |
136-00 |
|
4.250 |
133-08 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
141-13 |
| PP |
141-11 |
141-09 |
| S1 |
141-08 |
141-06 |
|