ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
133-13 |
133-13 |
0-00 |
0.0% |
135-00 |
| High |
134-13 |
134-10 |
-0-03 |
-0.1% |
135-15 |
| Low |
133-07 |
132-20 |
-0-19 |
-0.4% |
132-20 |
| Close |
133-15 |
132-27 |
-0-20 |
-0.5% |
133-15 |
| Range |
1-06 |
1-22 |
0-16 |
42.1% |
2-27 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.6% |
0-00 |
| Volume |
569 |
944 |
375 |
65.9% |
16,002 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
137-09 |
133-25 |
|
| R3 |
136-20 |
135-19 |
133-10 |
|
| R2 |
134-30 |
134-30 |
133-05 |
|
| R1 |
133-29 |
133-29 |
133-00 |
133-18 |
| PP |
133-08 |
133-08 |
133-08 |
133-03 |
| S1 |
132-07 |
132-07 |
132-22 |
131-28 |
| S2 |
131-18 |
131-18 |
132-17 |
|
| S3 |
129-28 |
130-17 |
132-12 |
|
| S4 |
128-06 |
128-27 |
131-29 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-12 |
140-25 |
135-01 |
|
| R3 |
139-17 |
137-30 |
134-08 |
|
| R2 |
136-22 |
136-22 |
134-00 |
|
| R1 |
135-03 |
135-03 |
133-23 |
134-15 |
| PP |
133-27 |
133-27 |
133-27 |
133-18 |
| S1 |
132-08 |
132-08 |
133-07 |
131-20 |
| S2 |
131-00 |
131-00 |
132-30 |
|
| S3 |
128-05 |
129-13 |
132-22 |
|
| S4 |
125-10 |
126-18 |
131-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-15 |
132-20 |
2-27 |
2.1% |
1-27 |
1.4% |
8% |
False |
True |
3,389 |
| 10 |
137-20 |
132-20 |
5-00 |
3.8% |
1-22 |
1.3% |
4% |
False |
True |
47,873 |
| 20 |
142-03 |
132-20 |
9-15 |
7.1% |
1-22 |
1.3% |
2% |
False |
True |
205,988 |
| 40 |
145-31 |
132-20 |
13-11 |
10.0% |
1-29 |
1.4% |
2% |
False |
True |
248,844 |
| 60 |
145-31 |
131-01 |
14-30 |
11.2% |
2-00 |
1.5% |
12% |
False |
False |
277,480 |
| 80 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
12% |
False |
False |
290,623 |
| 100 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
12% |
False |
False |
233,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-16 |
|
2.618 |
138-23 |
|
1.618 |
137-01 |
|
1.000 |
136-00 |
|
0.618 |
135-11 |
|
HIGH |
134-10 |
|
0.618 |
133-21 |
|
0.500 |
133-15 |
|
0.382 |
133-09 |
|
LOW |
132-20 |
|
0.618 |
131-19 |
|
1.000 |
130-30 |
|
1.618 |
129-29 |
|
2.618 |
128-07 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-15 |
133-26 |
| PP |
133-08 |
133-16 |
| S1 |
133-02 |
133-06 |
|