ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
132-02 |
131-20 |
-0-14 |
-0.3% |
133-13 |
| High |
132-23 |
132-07 |
-0-16 |
-0.4% |
134-10 |
| Low |
131-25 |
130-29 |
-0-28 |
-0.7% |
130-29 |
| Close |
131-28 |
131-20 |
-0-08 |
-0.2% |
131-20 |
| Range |
0-30 |
1-10 |
0-12 |
40.0% |
3-13 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.8% |
0-00 |
| Volume |
4,173 |
413 |
-3,760 |
-90.1% |
10,036 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
134-28 |
132-11 |
|
| R3 |
134-07 |
133-18 |
132-00 |
|
| R2 |
132-29 |
132-29 |
131-28 |
|
| R1 |
132-08 |
132-08 |
131-24 |
132-09 |
| PP |
131-19 |
131-19 |
131-19 |
131-19 |
| S1 |
130-30 |
130-30 |
131-16 |
130-31 |
| S2 |
130-09 |
130-09 |
131-12 |
|
| S3 |
128-31 |
129-20 |
131-08 |
|
| S4 |
127-21 |
128-10 |
130-29 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-16 |
140-15 |
133-16 |
|
| R3 |
139-03 |
137-02 |
132-18 |
|
| R2 |
135-22 |
135-22 |
132-08 |
|
| R1 |
133-21 |
133-21 |
131-30 |
132-31 |
| PP |
132-09 |
132-09 |
132-09 |
131-30 |
| S1 |
130-08 |
130-08 |
131-10 |
129-18 |
| S2 |
128-28 |
128-28 |
131-00 |
|
| S3 |
125-15 |
126-27 |
130-22 |
|
| S4 |
122-02 |
123-14 |
129-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-10 |
130-29 |
3-13 |
2.6% |
1-15 |
1.1% |
21% |
False |
True |
2,007 |
| 10 |
135-15 |
130-29 |
4-18 |
3.5% |
1-21 |
1.3% |
16% |
False |
True |
3,396 |
| 20 |
140-17 |
130-29 |
9-20 |
7.3% |
1-21 |
1.3% |
7% |
False |
True |
158,830 |
| 40 |
145-31 |
130-29 |
15-02 |
11.4% |
1-27 |
1.4% |
5% |
False |
True |
221,920 |
| 60 |
145-31 |
130-29 |
15-02 |
11.4% |
1-30 |
1.5% |
5% |
False |
True |
253,613 |
| 80 |
145-31 |
130-29 |
15-02 |
11.4% |
1-31 |
1.5% |
5% |
False |
True |
286,527 |
| 100 |
145-31 |
130-29 |
15-02 |
11.4% |
2-00 |
1.5% |
5% |
False |
True |
233,156 |
| 120 |
149-06 |
130-29 |
18-09 |
13.9% |
1-31 |
1.5% |
4% |
False |
True |
194,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-26 |
|
2.618 |
135-21 |
|
1.618 |
134-11 |
|
1.000 |
133-17 |
|
0.618 |
133-01 |
|
HIGH |
132-07 |
|
0.618 |
131-23 |
|
0.500 |
131-18 |
|
0.382 |
131-13 |
|
LOW |
130-29 |
|
0.618 |
130-03 |
|
1.000 |
129-19 |
|
1.618 |
128-25 |
|
2.618 |
127-15 |
|
4.250 |
125-10 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-19 |
131-30 |
| PP |
131-19 |
131-26 |
| S1 |
131-18 |
131-23 |
|