ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
140-04 |
-1-07 |
-0.9% |
141-07 |
| High |
141-15 |
141-05 |
-0-10 |
-0.2% |
144-02 |
| Low |
139-28 |
139-31 |
0-03 |
0.1% |
139-16 |
| Close |
140-10 |
140-14 |
0-04 |
0.1% |
140-19 |
| Range |
1-19 |
1-06 |
-0-13 |
-25.5% |
4-18 |
| ATR |
2-02 |
2-00 |
-0-02 |
-3.0% |
0-00 |
| Volume |
277,200 |
246,628 |
-30,572 |
-11.0% |
1,287,197 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-03 |
143-14 |
141-03 |
|
| R3 |
142-29 |
142-08 |
140-24 |
|
| R2 |
141-23 |
141-23 |
140-21 |
|
| R1 |
141-02 |
141-02 |
140-17 |
141-12 |
| PP |
140-17 |
140-17 |
140-17 |
140-22 |
| S1 |
139-28 |
139-28 |
140-11 |
140-06 |
| S2 |
139-11 |
139-11 |
140-07 |
|
| S3 |
138-05 |
138-22 |
140-04 |
|
| S4 |
136-31 |
137-16 |
139-25 |
|
|
| 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 |
142-03 |
139-16 |
2-19 |
1.8% |
1-16 |
1.1% |
36% |
False |
False |
235,893 |
| 10 |
144-02 |
139-16 |
4-18 |
3.2% |
1-29 |
1.4% |
21% |
False |
False |
254,446 |
| 20 |
145-31 |
139-16 |
6-15 |
4.6% |
2-02 |
1.5% |
14% |
False |
False |
285,010 |
| 40 |
145-31 |
134-08 |
11-23 |
8.3% |
2-02 |
1.5% |
53% |
False |
False |
301,005 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
63% |
False |
False |
329,093 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-02 |
1.5% |
63% |
False |
False |
251,738 |
| 100 |
149-06 |
131-01 |
18-05 |
12.9% |
2-01 |
1.4% |
52% |
False |
False |
201,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-06 |
|
2.618 |
144-08 |
|
1.618 |
143-02 |
|
1.000 |
142-11 |
|
0.618 |
141-28 |
|
HIGH |
141-05 |
|
0.618 |
140-22 |
|
0.500 |
140-18 |
|
0.382 |
140-14 |
|
LOW |
139-31 |
|
0.618 |
139-08 |
|
1.000 |
138-25 |
|
1.618 |
138-02 |
|
2.618 |
136-28 |
|
4.250 |
134-30 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-18 |
140-28 |
| PP |
140-17 |
140-23 |
| S1 |
140-15 |
140-18 |
|