ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
133-13 |
132-28 |
-0-17 |
-0.4% |
135-00 |
| High |
134-10 |
133-26 |
-0-16 |
-0.4% |
135-15 |
| Low |
132-20 |
131-21 |
-0-31 |
-0.7% |
132-20 |
| Close |
132-27 |
132-12 |
-0-15 |
-0.4% |
133-15 |
| Range |
1-22 |
2-05 |
0-15 |
27.8% |
2-27 |
| ATR |
1-27 |
1-28 |
0-01 |
1.2% |
0-00 |
| Volume |
944 |
4,422 |
3,478 |
368.4% |
16,002 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-03 |
137-28 |
133-18 |
|
| R3 |
136-30 |
135-23 |
132-31 |
|
| R2 |
134-25 |
134-25 |
132-25 |
|
| R1 |
133-18 |
133-18 |
132-18 |
133-03 |
| PP |
132-20 |
132-20 |
132-20 |
132-12 |
| S1 |
131-13 |
131-13 |
132-06 |
130-30 |
| S2 |
130-15 |
130-15 |
131-31 |
|
| S3 |
128-10 |
129-08 |
131-25 |
|
| S4 |
126-05 |
127-03 |
131-06 |
|
|
| 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 |
135-01 |
131-21 |
3-12 |
2.5% |
1-23 |
1.3% |
21% |
False |
True |
2,968 |
| 10 |
137-14 |
131-21 |
5-25 |
4.4% |
1-25 |
1.3% |
12% |
False |
True |
18,057 |
| 20 |
141-27 |
131-21 |
10-06 |
7.7% |
1-22 |
1.3% |
7% |
False |
True |
195,824 |
| 40 |
145-31 |
131-21 |
14-10 |
10.8% |
1-29 |
1.4% |
5% |
False |
True |
242,927 |
| 60 |
145-31 |
131-21 |
14-10 |
10.8% |
1-31 |
1.5% |
5% |
False |
True |
270,100 |
| 80 |
145-31 |
131-01 |
14-30 |
11.3% |
2-00 |
1.5% |
9% |
False |
False |
290,569 |
| 100 |
145-31 |
131-01 |
14-30 |
11.3% |
2-00 |
1.5% |
9% |
False |
False |
233,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-31 |
|
2.618 |
139-15 |
|
1.618 |
137-10 |
|
1.000 |
135-31 |
|
0.618 |
135-05 |
|
HIGH |
133-26 |
|
0.618 |
133-00 |
|
0.500 |
132-24 |
|
0.382 |
132-15 |
|
LOW |
131-21 |
|
0.618 |
130-10 |
|
1.000 |
129-16 |
|
1.618 |
128-05 |
|
2.618 |
126-00 |
|
4.250 |
122-16 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
132-24 |
133-01 |
| PP |
132-20 |
132-26 |
| S1 |
132-16 |
132-19 |
|