ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
131-12 |
130-31 |
-0-13 |
-0.3% |
133-13 |
| High |
131-23 |
131-16 |
-0-07 |
-0.2% |
134-10 |
| Low |
130-22 |
129-22 |
-1-00 |
-0.8% |
130-29 |
| Close |
131-12 |
130-09 |
-1-03 |
-0.8% |
131-20 |
| Range |
1-01 |
1-26 |
0-25 |
75.8% |
3-13 |
| ATR |
1-22 |
1-22 |
0-00 |
0.6% |
0-00 |
| Volume |
1,063 |
1,089 |
26 |
2.4% |
10,036 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-30 |
134-29 |
131-09 |
|
| R3 |
134-04 |
133-03 |
130-25 |
|
| R2 |
132-10 |
132-10 |
130-20 |
|
| R1 |
131-09 |
131-09 |
130-14 |
130-28 |
| PP |
130-16 |
130-16 |
130-16 |
130-09 |
| S1 |
129-15 |
129-15 |
130-04 |
129-02 |
| S2 |
128-22 |
128-22 |
129-30 |
|
| S3 |
126-28 |
127-21 |
129-25 |
|
| S4 |
125-02 |
125-27 |
129-09 |
|
|
| 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 |
132-30 |
129-22 |
3-08 |
2.5% |
1-09 |
1.0% |
18% |
False |
True |
1,364 |
| 10 |
135-01 |
129-22 |
5-11 |
4.1% |
1-16 |
1.2% |
11% |
False |
True |
2,166 |
| 20 |
138-22 |
129-22 |
9-00 |
6.9% |
1-20 |
1.2% |
7% |
False |
True |
132,987 |
| 40 |
145-31 |
129-22 |
16-09 |
12.5% |
1-26 |
1.4% |
4% |
False |
True |
207,759 |
| 60 |
145-31 |
129-22 |
16-09 |
12.5% |
1-29 |
1.5% |
4% |
False |
True |
241,021 |
| 80 |
145-31 |
129-22 |
16-09 |
12.5% |
1-31 |
1.5% |
4% |
False |
True |
272,830 |
| 100 |
145-31 |
129-22 |
16-09 |
12.5% |
1-31 |
1.5% |
4% |
False |
True |
233,173 |
| 120 |
149-06 |
129-22 |
19-16 |
15.0% |
1-31 |
1.5% |
3% |
False |
True |
194,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-06 |
|
2.618 |
136-08 |
|
1.618 |
134-14 |
|
1.000 |
133-10 |
|
0.618 |
132-20 |
|
HIGH |
131-16 |
|
0.618 |
130-26 |
|
0.500 |
130-19 |
|
0.382 |
130-12 |
|
LOW |
129-22 |
|
0.618 |
128-18 |
|
1.000 |
127-28 |
|
1.618 |
126-24 |
|
2.618 |
124-30 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-19 |
130-30 |
| PP |
130-16 |
130-23 |
| S1 |
130-12 |
130-16 |
|