ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
134-08 |
-1-12 |
-1.0% |
137-19 |
| High |
135-21 |
135-10 |
-0-11 |
-0.3% |
137-20 |
| Low |
133-22 |
133-21 |
-0-01 |
0.0% |
133-21 |
| Close |
134-04 |
135-05 |
1-01 |
0.8% |
135-05 |
| Range |
1-31 |
1-21 |
-0-10 |
-15.9% |
3-31 |
| ATR |
1-28 |
1-27 |
0-00 |
-0.8% |
0-00 |
| Volume |
10,913 |
7,929 |
-2,984 |
-27.3% |
461,791 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-22 |
139-02 |
136-02 |
|
| R3 |
138-01 |
137-13 |
135-20 |
|
| R2 |
136-12 |
136-12 |
135-15 |
|
| R1 |
135-24 |
135-24 |
135-10 |
136-02 |
| PP |
134-23 |
134-23 |
134-23 |
134-28 |
| S1 |
134-03 |
134-03 |
135-00 |
134-13 |
| S2 |
133-02 |
133-02 |
134-27 |
|
| S3 |
131-13 |
132-14 |
134-22 |
|
| S4 |
129-24 |
130-25 |
134-08 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-12 |
145-08 |
137-11 |
|
| R3 |
143-13 |
141-09 |
136-08 |
|
| R2 |
139-14 |
139-14 |
135-28 |
|
| R1 |
137-10 |
137-10 |
135-17 |
136-12 |
| PP |
135-15 |
135-15 |
135-15 |
135-01 |
| S1 |
133-11 |
133-11 |
134-25 |
132-14 |
| S2 |
131-16 |
131-16 |
134-14 |
|
| S3 |
127-17 |
129-12 |
134-02 |
|
| S4 |
123-18 |
125-13 |
132-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-20 |
133-21 |
3-31 |
2.9% |
1-18 |
1.2% |
38% |
False |
True |
92,358 |
| 10 |
139-04 |
133-21 |
5-15 |
4.0% |
1-18 |
1.2% |
27% |
False |
True |
287,499 |
| 20 |
144-02 |
133-21 |
10-13 |
7.7% |
1-22 |
1.3% |
14% |
False |
True |
269,501 |
| 40 |
145-31 |
133-21 |
12-10 |
9.1% |
1-30 |
1.4% |
12% |
False |
True |
288,207 |
| 60 |
145-31 |
131-01 |
14-30 |
11.1% |
2-03 |
1.6% |
28% |
False |
False |
314,439 |
| 80 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
28% |
False |
False |
290,624 |
| 100 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
28% |
False |
False |
232,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-11 |
|
2.618 |
139-21 |
|
1.618 |
138-00 |
|
1.000 |
136-31 |
|
0.618 |
136-11 |
|
HIGH |
135-10 |
|
0.618 |
134-22 |
|
0.500 |
134-16 |
|
0.382 |
134-09 |
|
LOW |
133-21 |
|
0.618 |
132-20 |
|
1.000 |
132-00 |
|
1.618 |
130-31 |
|
2.618 |
129-10 |
|
4.250 |
126-20 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-30 |
135-10 |
| PP |
134-23 |
135-08 |
| S1 |
134-16 |
135-07 |
|