ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 135-26 137-03 1-09 0.9% 138-03
High 137-11 137-22 0-11 0.3% 138-16
Low 135-14 136-07 0-25 0.6% 135-14
Close 137-08 137-05 -0-03 -0.1% 137-05
Range 1-29 1-15 -0-14 -23.0% 3-02
ATR 1-26 1-26 -0-01 -1.4% 0-00
Volume 469,521 339,123 -130,398 -27.8% 1,495,677
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 141-14 140-24 137-31
R3 139-31 139-09 137-18
R2 138-16 138-16 137-14
R1 137-26 137-26 137-09 138-05
PP 137-01 137-01 137-01 137-06
S1 136-11 136-11 137-01 136-22
S2 135-18 135-18 136-28
S3 134-03 134-28 136-24
S4 132-20 133-13 136-11
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 146-07 144-24 138-27
R3 143-05 141-22 138-00
R2 140-03 140-03 137-23
R1 138-20 138-20 137-14 137-26
PP 137-01 137-01 137-01 136-20
S1 135-18 135-18 136-28 134-24
S2 133-31 133-31 136-19
S3 130-29 132-16 136-10
S4 127-27 129-14 135-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-16 135-14 3-02 2.2% 1-19 1.2% 56% False False 299,135
10 141-17 135-14 6-03 4.4% 1-19 1.2% 28% False False 153,044
20 145-14 135-14 10-00 7.3% 1-28 1.4% 17% False False 76,952
40 145-14 135-14 10-00 7.3% 1-30 1.4% 17% False False 38,513
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143-30
2.618 141-17
1.618 140-02
1.000 139-05
0.618 138-19
HIGH 137-22
0.618 137-04
0.500 136-30
0.382 136-25
LOW 136-07
0.618 135-10
1.000 134-24
1.618 133-27
2.618 132-12
4.250 129-31
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 137-03 136-31
PP 137-01 136-24
S1 136-30 136-18

These figures are updated between 7pm and 10pm EST after a trading day.

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