ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
140-23 |
141-19 |
0-28 |
0.6% |
141-07 |
| High |
142-03 |
141-27 |
-0-08 |
-0.2% |
144-02 |
| Low |
140-13 |
140-03 |
-0-10 |
-0.2% |
139-16 |
| Close |
141-17 |
141-07 |
-0-10 |
-0.2% |
140-19 |
| Range |
1-22 |
1-24 |
0-02 |
3.7% |
4-18 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.3% |
0-00 |
| Volume |
207,710 |
220,726 |
13,016 |
6.3% |
1,287,197 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-10 |
145-16 |
142-06 |
|
| R3 |
144-18 |
143-24 |
141-22 |
|
| R2 |
142-26 |
142-26 |
141-17 |
|
| R1 |
142-00 |
142-00 |
141-12 |
141-17 |
| PP |
141-02 |
141-02 |
141-02 |
140-26 |
| S1 |
140-08 |
140-08 |
141-02 |
139-25 |
| S2 |
139-10 |
139-10 |
140-29 |
|
| S3 |
137-18 |
138-16 |
140-24 |
|
| S4 |
135-26 |
136-24 |
140-08 |
|
|
| 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% |
2-01 |
1.4% |
38% |
False |
False |
269,595 |
| 10 |
144-08 |
139-16 |
4-24 |
3.4% |
2-01 |
1.4% |
36% |
False |
False |
261,776 |
| 20 |
145-31 |
137-23 |
8-08 |
5.8% |
2-05 |
1.5% |
42% |
False |
False |
289,193 |
| 40 |
145-31 |
133-09 |
12-22 |
9.0% |
2-04 |
1.5% |
63% |
False |
False |
305,103 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-04 |
1.5% |
68% |
False |
False |
325,069 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
68% |
False |
False |
245,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-09 |
|
2.618 |
146-14 |
|
1.618 |
144-22 |
|
1.000 |
143-19 |
|
0.618 |
142-30 |
|
HIGH |
141-27 |
|
0.618 |
141-06 |
|
0.500 |
140-31 |
|
0.382 |
140-24 |
|
LOW |
140-03 |
|
0.618 |
139-00 |
|
1.000 |
138-11 |
|
1.618 |
137-08 |
|
2.618 |
135-16 |
|
4.250 |
132-21 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-02 |
| PP |
141-02 |
140-30 |
| S1 |
140-31 |
140-26 |
|