ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
137-19 |
136-19 |
-1-00 |
-0.7% |
138-22 |
| High |
137-20 |
137-14 |
-0-06 |
-0.1% |
139-04 |
| Low |
136-08 |
136-03 |
-0-05 |
-0.1% |
136-00 |
| Close |
136-18 |
136-25 |
0-07 |
0.2% |
137-22 |
| Range |
1-12 |
1-11 |
-0-01 |
-2.3% |
3-04 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.0% |
0-00 |
| Volume |
302,588 |
120,285 |
-182,303 |
-60.2% |
2,413,200 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-26 |
140-04 |
137-17 |
|
| R3 |
139-15 |
138-25 |
137-05 |
|
| R2 |
138-04 |
138-04 |
137-01 |
|
| R1 |
137-14 |
137-14 |
136-29 |
137-25 |
| PP |
136-25 |
136-25 |
136-25 |
136-30 |
| S1 |
136-03 |
136-03 |
136-21 |
136-14 |
| S2 |
135-14 |
135-14 |
136-17 |
|
| S3 |
134-03 |
134-24 |
136-13 |
|
| S4 |
132-24 |
133-13 |
136-01 |
|
|
| 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 |
138-08 |
136-00 |
2-08 |
1.6% |
1-18 |
1.1% |
35% |
False |
False |
433,729 |
| 10 |
141-15 |
136-00 |
5-15 |
4.0% |
1-19 |
1.2% |
14% |
False |
False |
363,547 |
| 20 |
144-08 |
136-00 |
8-08 |
6.0% |
1-26 |
1.3% |
9% |
False |
False |
312,662 |
| 40 |
145-31 |
136-00 |
9-31 |
7.3% |
1-31 |
1.4% |
8% |
False |
False |
311,051 |
| 60 |
145-31 |
131-01 |
14-30 |
10.9% |
2-03 |
1.5% |
38% |
False |
False |
326,713 |
| 80 |
145-31 |
131-01 |
14-30 |
10.9% |
2-01 |
1.5% |
38% |
False |
False |
290,351 |
| 100 |
145-31 |
131-01 |
14-30 |
10.9% |
2-01 |
1.5% |
38% |
False |
False |
232,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-05 |
|
2.618 |
140-31 |
|
1.618 |
139-20 |
|
1.000 |
138-25 |
|
0.618 |
138-09 |
|
HIGH |
137-14 |
|
0.618 |
136-30 |
|
0.500 |
136-24 |
|
0.382 |
136-19 |
|
LOW |
136-03 |
|
0.618 |
135-08 |
|
1.000 |
134-24 |
|
1.618 |
133-29 |
|
2.618 |
132-18 |
|
4.250 |
130-12 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-25 |
137-06 |
| PP |
136-25 |
137-01 |
| S1 |
136-24 |
136-29 |
|