ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
138-22 |
-1-25 |
-1.3% |
140-23 |
| High |
140-17 |
139-04 |
-1-13 |
-1.0% |
142-03 |
| Low |
138-07 |
137-25 |
-0-14 |
-0.3% |
138-07 |
| Close |
138-15 |
137-29 |
-0-18 |
-0.4% |
138-15 |
| Range |
2-10 |
1-11 |
-0-31 |
-41.9% |
3-28 |
| ATR |
2-01 |
1-31 |
-0-02 |
-2.4% |
0-00 |
| Volume |
275,576 |
243,437 |
-32,139 |
-11.7% |
1,227,840 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-10 |
141-14 |
138-21 |
|
| R3 |
140-31 |
140-03 |
138-09 |
|
| R2 |
139-20 |
139-20 |
138-05 |
|
| R1 |
138-24 |
138-24 |
138-01 |
138-16 |
| PP |
138-09 |
138-09 |
138-09 |
138-05 |
| S1 |
137-13 |
137-13 |
137-25 |
137-06 |
| S2 |
136-30 |
136-30 |
137-21 |
|
| S3 |
135-19 |
136-02 |
137-17 |
|
| S4 |
134-08 |
134-23 |
137-05 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
148-23 |
140-19 |
|
| R3 |
147-11 |
144-27 |
139-17 |
|
| R2 |
143-15 |
143-15 |
139-06 |
|
| R1 |
140-31 |
140-31 |
138-26 |
140-09 |
| PP |
139-19 |
139-19 |
139-19 |
139-08 |
| S1 |
137-03 |
137-03 |
138-04 |
136-13 |
| S2 |
135-23 |
135-23 |
137-24 |
|
| S3 |
131-27 |
133-07 |
137-13 |
|
| S4 |
127-31 |
129-11 |
136-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-27 |
137-25 |
4-02 |
2.9% |
1-20 |
1.2% |
3% |
False |
True |
252,713 |
| 10 |
144-02 |
137-25 |
6-09 |
4.6% |
1-25 |
1.3% |
2% |
False |
True |
256,676 |
| 20 |
145-31 |
137-25 |
8-06 |
5.9% |
2-01 |
1.5% |
2% |
False |
True |
282,532 |
| 40 |
145-31 |
134-08 |
11-23 |
8.5% |
2-02 |
1.5% |
31% |
False |
False |
295,038 |
| 60 |
145-31 |
131-01 |
14-30 |
10.8% |
2-03 |
1.5% |
46% |
False |
False |
319,445 |
| 80 |
145-31 |
131-01 |
14-30 |
10.8% |
2-02 |
1.5% |
46% |
False |
False |
258,219 |
| 100 |
149-06 |
131-01 |
18-05 |
13.2% |
2-01 |
1.5% |
38% |
False |
False |
206,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-27 |
|
2.618 |
142-21 |
|
1.618 |
141-10 |
|
1.000 |
140-15 |
|
0.618 |
139-31 |
|
HIGH |
139-04 |
|
0.618 |
138-20 |
|
0.500 |
138-14 |
|
0.382 |
138-09 |
|
LOW |
137-25 |
|
0.618 |
136-30 |
|
1.000 |
136-14 |
|
1.618 |
135-19 |
|
2.618 |
134-08 |
|
4.250 |
132-02 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-14 |
139-15 |
| PP |
138-09 |
138-30 |
| S1 |
138-03 |
138-14 |
|