ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
132-26 |
134-01 |
1-07 |
0.9% |
137-19 |
| High |
134-14 |
135-01 |
0-19 |
0.4% |
137-20 |
| Low |
132-20 |
133-09 |
0-21 |
0.5% |
133-21 |
| Close |
134-06 |
133-26 |
-0-12 |
-0.3% |
135-05 |
| Range |
1-26 |
1-24 |
-0-02 |
-3.4% |
3-31 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.6% |
0-00 |
| Volume |
3,786 |
5,122 |
1,336 |
35.3% |
461,791 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-10 |
134-25 |
|
| R3 |
137-17 |
136-18 |
134-09 |
|
| R2 |
135-25 |
135-25 |
134-04 |
|
| R1 |
134-26 |
134-26 |
133-31 |
134-14 |
| PP |
134-01 |
134-01 |
134-01 |
133-27 |
| S1 |
133-02 |
133-02 |
133-21 |
132-22 |
| S2 |
132-09 |
132-09 |
133-16 |
|
| S3 |
130-17 |
131-10 |
133-11 |
|
| S4 |
128-25 |
129-18 |
132-27 |
|
|
| 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 |
135-21 |
132-20 |
3-01 |
2.3% |
2-00 |
1.5% |
39% |
False |
False |
6,855 |
| 10 |
138-08 |
132-20 |
5-20 |
4.2% |
1-24 |
1.3% |
21% |
False |
False |
155,180 |
| 20 |
142-27 |
132-20 |
10-07 |
7.6% |
1-24 |
1.3% |
12% |
False |
False |
234,961 |
| 40 |
145-31 |
132-20 |
13-11 |
10.0% |
1-29 |
1.4% |
9% |
False |
False |
264,769 |
| 60 |
145-31 |
131-01 |
14-30 |
11.2% |
2-02 |
1.5% |
19% |
False |
False |
292,465 |
| 80 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
19% |
False |
False |
290,743 |
| 100 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
19% |
False |
False |
233,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-15 |
|
2.618 |
139-20 |
|
1.618 |
137-28 |
|
1.000 |
136-25 |
|
0.618 |
136-04 |
|
HIGH |
135-01 |
|
0.618 |
134-12 |
|
0.500 |
134-05 |
|
0.382 |
133-30 |
|
LOW |
133-09 |
|
0.618 |
132-06 |
|
1.000 |
131-17 |
|
1.618 |
130-14 |
|
2.618 |
128-22 |
|
4.250 |
125-27 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-05 |
134-02 |
| PP |
134-01 |
133-31 |
| S1 |
133-30 |
133-28 |
|