ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
138-22 |
138-03 |
-0-19 |
-0.4% |
140-23 |
| High |
139-04 |
138-22 |
-0-14 |
-0.3% |
142-03 |
| Low |
137-25 |
137-03 |
-0-22 |
-0.5% |
138-07 |
| Close |
137-29 |
137-16 |
-0-13 |
-0.3% |
138-15 |
| Range |
1-11 |
1-19 |
0-08 |
18.6% |
3-28 |
| ATR |
1-31 |
1-31 |
-0-01 |
-1.4% |
0-00 |
| Volume |
243,437 |
423,991 |
180,554 |
74.2% |
1,227,840 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
141-20 |
138-12 |
|
| R3 |
140-30 |
140-01 |
137-30 |
|
| R2 |
139-11 |
139-11 |
137-25 |
|
| R1 |
138-14 |
138-14 |
137-21 |
138-03 |
| PP |
137-24 |
137-24 |
137-24 |
137-19 |
| S1 |
136-27 |
136-27 |
137-11 |
136-16 |
| S2 |
136-05 |
136-05 |
137-07 |
|
| S3 |
134-18 |
135-08 |
137-02 |
|
| S4 |
132-31 |
133-21 |
136-20 |
|
|
| 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 |
141-15 |
137-03 |
4-12 |
3.2% |
1-19 |
1.2% |
9% |
False |
True |
293,366 |
| 10 |
144-02 |
137-03 |
6-31 |
5.1% |
1-26 |
1.3% |
6% |
False |
True |
281,481 |
| 20 |
145-31 |
137-03 |
8-28 |
6.5% |
2-01 |
1.5% |
5% |
False |
True |
291,089 |
| 40 |
145-31 |
134-08 |
11-23 |
8.5% |
2-02 |
1.5% |
28% |
False |
False |
299,672 |
| 60 |
145-31 |
131-01 |
14-30 |
10.9% |
2-03 |
1.5% |
43% |
False |
False |
319,519 |
| 80 |
145-31 |
131-01 |
14-30 |
10.9% |
2-02 |
1.5% |
43% |
False |
False |
263,518 |
| 100 |
149-06 |
131-01 |
18-05 |
13.2% |
2-01 |
1.5% |
36% |
False |
False |
210,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
142-28 |
|
1.618 |
141-09 |
|
1.000 |
140-09 |
|
0.618 |
139-22 |
|
HIGH |
138-22 |
|
0.618 |
138-03 |
|
0.500 |
137-28 |
|
0.382 |
137-22 |
|
LOW |
137-03 |
|
0.618 |
136-03 |
|
1.000 |
135-16 |
|
1.618 |
134-16 |
|
2.618 |
132-29 |
|
4.250 |
130-10 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-28 |
138-26 |
| PP |
137-24 |
138-12 |
| S1 |
137-20 |
137-30 |
|