ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
131-20 |
131-12 |
-0-08 |
-0.2% |
133-13 |
| High |
132-07 |
131-23 |
-0-16 |
-0.4% |
134-10 |
| Low |
130-29 |
130-22 |
-0-07 |
-0.2% |
130-29 |
| Close |
131-20 |
131-12 |
-0-08 |
-0.2% |
131-20 |
| Range |
1-10 |
1-01 |
-0-09 |
-21.4% |
3-13 |
| ATR |
1-23 |
1-22 |
-0-02 |
-2.9% |
0-00 |
| Volume |
413 |
1,063 |
650 |
157.4% |
10,036 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-29 |
131-30 |
|
| R3 |
133-10 |
132-28 |
131-21 |
|
| R2 |
132-09 |
132-09 |
131-18 |
|
| R1 |
131-27 |
131-27 |
131-15 |
131-28 |
| PP |
131-08 |
131-08 |
131-08 |
131-09 |
| S1 |
130-26 |
130-26 |
131-09 |
130-28 |
| S2 |
130-07 |
130-07 |
131-06 |
|
| S3 |
129-06 |
129-25 |
131-03 |
|
| S4 |
128-05 |
128-24 |
130-26 |
|
|
| 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 |
133-26 |
130-22 |
3-04 |
2.4% |
1-11 |
1.0% |
22% |
False |
True |
2,031 |
| 10 |
135-15 |
130-22 |
4-25 |
3.6% |
1-19 |
1.2% |
14% |
False |
True |
2,710 |
| 20 |
139-04 |
130-22 |
8-14 |
6.4% |
1-19 |
1.2% |
8% |
False |
True |
145,104 |
| 40 |
145-31 |
130-22 |
15-09 |
11.6% |
1-26 |
1.4% |
4% |
False |
True |
213,498 |
| 60 |
145-31 |
130-22 |
15-09 |
11.6% |
1-29 |
1.5% |
4% |
False |
True |
245,893 |
| 80 |
145-31 |
130-22 |
15-09 |
11.6% |
1-31 |
1.5% |
4% |
False |
True |
280,060 |
| 100 |
145-31 |
130-22 |
15-09 |
11.6% |
1-31 |
1.5% |
4% |
False |
True |
233,165 |
| 120 |
149-06 |
130-22 |
18-16 |
14.1% |
1-31 |
1.5% |
4% |
False |
True |
194,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-03 |
|
2.618 |
134-13 |
|
1.618 |
133-12 |
|
1.000 |
132-24 |
|
0.618 |
132-11 |
|
HIGH |
131-23 |
|
0.618 |
131-10 |
|
0.500 |
131-06 |
|
0.382 |
131-03 |
|
LOW |
130-22 |
|
0.618 |
130-02 |
|
1.000 |
129-21 |
|
1.618 |
129-01 |
|
2.618 |
128-00 |
|
4.250 |
126-10 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
131-22 |
| PP |
131-08 |
131-19 |
| S1 |
131-06 |
131-16 |
|