ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
136-22 |
135-20 |
-1-02 |
-0.8% |
138-22 |
| High |
136-31 |
135-21 |
-1-10 |
-1.0% |
139-04 |
| Low |
135-17 |
133-22 |
-1-27 |
-1.4% |
136-00 |
| Close |
136-13 |
134-04 |
-2-09 |
-1.7% |
137-22 |
| Range |
1-14 |
1-31 |
0-17 |
37.0% |
3-04 |
| ATR |
1-26 |
1-28 |
0-02 |
3.6% |
0-00 |
| Volume |
20,076 |
10,913 |
-9,163 |
-45.6% |
2,413,200 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-13 |
139-07 |
135-07 |
|
| R3 |
138-14 |
137-08 |
134-21 |
|
| R2 |
136-15 |
136-15 |
134-16 |
|
| R1 |
135-09 |
135-09 |
134-10 |
134-28 |
| PP |
134-16 |
134-16 |
134-16 |
134-09 |
| S1 |
133-10 |
133-10 |
133-30 |
132-30 |
| S2 |
132-17 |
132-17 |
133-24 |
|
| S3 |
130-18 |
131-11 |
133-19 |
|
| S4 |
128-19 |
129-12 |
133-01 |
|
|
| 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 |
133-22 |
4-18 |
3.4% |
1-16 |
1.1% |
10% |
False |
True |
183,908 |
| 10 |
140-17 |
133-22 |
6-27 |
5.1% |
1-21 |
1.2% |
6% |
False |
True |
314,263 |
| 20 |
144-02 |
133-22 |
10-12 |
7.7% |
1-25 |
1.3% |
4% |
False |
True |
284,355 |
| 40 |
145-31 |
133-22 |
12-09 |
9.2% |
1-30 |
1.4% |
4% |
False |
True |
294,893 |
| 60 |
145-31 |
131-01 |
14-30 |
11.1% |
2-03 |
1.6% |
21% |
False |
False |
318,361 |
| 80 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
21% |
False |
False |
290,593 |
| 100 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
21% |
False |
False |
232,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-01 |
|
2.618 |
140-26 |
|
1.618 |
138-27 |
|
1.000 |
137-20 |
|
0.618 |
136-28 |
|
HIGH |
135-21 |
|
0.618 |
134-29 |
|
0.500 |
134-22 |
|
0.382 |
134-14 |
|
LOW |
133-22 |
|
0.618 |
132-15 |
|
1.000 |
131-23 |
|
1.618 |
130-16 |
|
2.618 |
128-17 |
|
4.250 |
125-10 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
135-18 |
| PP |
134-16 |
135-03 |
| S1 |
134-10 |
134-19 |
|