ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
137-23 |
137-19 |
-0-04 |
-0.1% |
138-22 |
| High |
138-08 |
137-20 |
-0-20 |
-0.5% |
139-04 |
| Low |
136-26 |
136-08 |
-0-18 |
-0.4% |
136-00 |
| Close |
137-22 |
136-18 |
-1-04 |
-0.8% |
137-22 |
| Range |
1-14 |
1-12 |
-0-02 |
-4.3% |
3-04 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.7% |
0-00 |
| Volume |
465,680 |
302,588 |
-163,092 |
-35.0% |
2,413,200 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-30 |
140-04 |
137-10 |
|
| R3 |
139-18 |
138-24 |
136-30 |
|
| R2 |
138-06 |
138-06 |
136-26 |
|
| R1 |
137-12 |
137-12 |
136-22 |
137-03 |
| PP |
136-26 |
136-26 |
136-26 |
136-22 |
| S1 |
136-00 |
136-00 |
136-14 |
135-23 |
| S2 |
135-14 |
135-14 |
136-10 |
|
| S3 |
134-02 |
134-20 |
136-06 |
|
| S4 |
132-22 |
133-08 |
135-26 |
|
|
| 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 |
138-22 |
136-00 |
2-22 |
2.0% |
1-19 |
1.2% |
21% |
False |
False |
494,470 |
| 10 |
141-27 |
136-00 |
5-27 |
4.3% |
1-20 |
1.2% |
10% |
False |
False |
373,591 |
| 20 |
145-31 |
136-00 |
9-31 |
7.3% |
1-29 |
1.4% |
6% |
False |
False |
327,476 |
| 40 |
145-31 |
136-00 |
9-31 |
7.3% |
2-01 |
1.5% |
6% |
False |
False |
317,602 |
| 60 |
145-31 |
131-01 |
14-30 |
10.9% |
2-03 |
1.5% |
37% |
False |
False |
329,713 |
| 80 |
145-31 |
131-01 |
14-30 |
10.9% |
2-02 |
1.5% |
37% |
False |
False |
288,859 |
| 100 |
145-31 |
131-01 |
14-30 |
10.9% |
2-01 |
1.5% |
37% |
False |
False |
231,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-15 |
|
2.618 |
141-07 |
|
1.618 |
139-27 |
|
1.000 |
139-00 |
|
0.618 |
138-15 |
|
HIGH |
137-20 |
|
0.618 |
137-03 |
|
0.500 |
136-30 |
|
0.382 |
136-25 |
|
LOW |
136-08 |
|
0.618 |
135-13 |
|
1.000 |
134-28 |
|
1.618 |
134-01 |
|
2.618 |
132-21 |
|
4.250 |
130-13 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-30 |
137-04 |
| PP |
136-26 |
136-30 |
| S1 |
136-22 |
136-24 |
|