ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
136-12 |
137-23 |
1-11 |
1.0% |
138-22 |
| High |
137-29 |
138-08 |
0-11 |
0.2% |
139-04 |
| Low |
136-00 |
136-26 |
0-26 |
0.6% |
136-00 |
| Close |
137-26 |
137-22 |
-0-04 |
-0.1% |
137-22 |
| Range |
1-29 |
1-14 |
-0-15 |
-24.6% |
3-04 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.8% |
0-00 |
| Volume |
608,896 |
465,680 |
-143,216 |
-23.5% |
2,413,200 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-29 |
141-07 |
138-15 |
|
| R3 |
140-15 |
139-25 |
138-03 |
|
| R2 |
139-01 |
139-01 |
137-30 |
|
| R1 |
138-11 |
138-11 |
137-26 |
137-31 |
| PP |
137-19 |
137-19 |
137-19 |
137-12 |
| S1 |
136-29 |
136-29 |
137-18 |
136-17 |
| S2 |
136-05 |
136-05 |
137-14 |
|
| S3 |
134-23 |
135-15 |
137-09 |
|
| S4 |
133-09 |
134-01 |
136-29 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
145-15 |
139-13 |
|
| R3 |
143-27 |
142-11 |
138-18 |
|
| R2 |
140-23 |
140-23 |
138-08 |
|
| R1 |
139-07 |
139-07 |
137-31 |
138-13 |
| PP |
137-19 |
137-19 |
137-19 |
137-06 |
| S1 |
136-03 |
136-03 |
137-13 |
135-09 |
| S2 |
134-15 |
134-15 |
137-04 |
|
| S3 |
131-11 |
132-31 |
136-26 |
|
| S4 |
128-07 |
129-27 |
135-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-04 |
136-00 |
3-04 |
2.3% |
1-19 |
1.2% |
54% |
False |
False |
482,640 |
| 10 |
142-03 |
136-00 |
6-03 |
4.4% |
1-21 |
1.2% |
28% |
False |
False |
364,104 |
| 20 |
145-31 |
136-00 |
9-31 |
7.2% |
1-31 |
1.4% |
17% |
False |
False |
327,637 |
| 40 |
145-31 |
136-00 |
9-31 |
7.2% |
2-02 |
1.5% |
17% |
False |
False |
320,592 |
| 60 |
145-31 |
131-01 |
14-30 |
10.8% |
2-03 |
1.5% |
45% |
False |
False |
329,477 |
| 80 |
145-31 |
131-01 |
14-30 |
10.8% |
2-02 |
1.5% |
45% |
False |
False |
285,092 |
| 100 |
148-14 |
131-01 |
17-13 |
12.6% |
2-02 |
1.5% |
38% |
False |
False |
228,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-12 |
|
2.618 |
142-00 |
|
1.618 |
140-18 |
|
1.000 |
139-22 |
|
0.618 |
139-04 |
|
HIGH |
138-08 |
|
0.618 |
137-22 |
|
0.500 |
137-17 |
|
0.382 |
137-12 |
|
LOW |
136-26 |
|
0.618 |
135-30 |
|
1.000 |
135-12 |
|
1.618 |
134-16 |
|
2.618 |
133-02 |
|
4.250 |
130-22 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-20 |
137-16 |
| PP |
137-19 |
137-10 |
| S1 |
137-17 |
137-04 |
|