ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
132-09 |
132-02 |
-0-07 |
-0.2% |
135-00 |
| High |
132-30 |
132-23 |
-0-07 |
-0.2% |
135-15 |
| Low |
131-20 |
131-25 |
0-05 |
0.1% |
132-20 |
| Close |
132-14 |
131-28 |
-0-18 |
-0.4% |
133-15 |
| Range |
1-10 |
0-30 |
-0-12 |
-28.6% |
2-27 |
| ATR |
1-26 |
1-24 |
-0-02 |
-3.5% |
0-00 |
| Volume |
84 |
4,173 |
4,089 |
4,867.9% |
16,002 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-30 |
134-11 |
132-12 |
|
| R3 |
134-00 |
133-13 |
132-04 |
|
| R2 |
133-02 |
133-02 |
132-02 |
|
| R1 |
132-15 |
132-15 |
131-31 |
132-10 |
| PP |
132-04 |
132-04 |
132-04 |
132-01 |
| S1 |
131-17 |
131-17 |
131-25 |
131-12 |
| S2 |
131-06 |
131-06 |
131-22 |
|
| S3 |
130-08 |
130-19 |
131-20 |
|
| S4 |
129-10 |
129-21 |
131-12 |
|
|
| 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 |
134-13 |
131-20 |
2-25 |
2.1% |
1-15 |
1.1% |
9% |
False |
False |
2,038 |
| 10 |
135-21 |
131-20 |
4-01 |
3.1% |
1-23 |
1.3% |
6% |
False |
False |
4,446 |
| 20 |
141-05 |
131-20 |
9-17 |
7.2% |
1-21 |
1.2% |
3% |
False |
False |
171,141 |
| 40 |
145-31 |
131-20 |
14-11 |
10.9% |
1-29 |
1.4% |
2% |
False |
False |
230,748 |
| 60 |
145-31 |
131-20 |
14-11 |
10.9% |
1-31 |
1.5% |
2% |
False |
False |
259,828 |
| 80 |
145-31 |
131-01 |
14-30 |
11.3% |
2-00 |
1.5% |
6% |
False |
False |
288,811 |
| 100 |
145-31 |
131-01 |
14-30 |
11.3% |
2-00 |
1.5% |
6% |
False |
False |
233,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-22 |
|
2.618 |
135-06 |
|
1.618 |
134-08 |
|
1.000 |
133-21 |
|
0.618 |
133-10 |
|
HIGH |
132-23 |
|
0.618 |
132-12 |
|
0.500 |
132-08 |
|
0.382 |
132-04 |
|
LOW |
131-25 |
|
0.618 |
131-06 |
|
1.000 |
130-27 |
|
1.618 |
130-08 |
|
2.618 |
129-10 |
|
4.250 |
127-26 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
132-08 |
132-23 |
| PP |
132-04 |
132-14 |
| S1 |
132-00 |
132-05 |
|