ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 30-Aug-2022
Day Change Summary
Previous Current
29-Aug-2022 30-Aug-2022 Change Change % Previous Week
Open 137-02 136-02 -1-00 -0.7% 138-03
High 137-02 136-30 -0-04 -0.1% 138-16
Low 135-23 135-17 -0-06 -0.1% 135-14
Close 136-01 136-08 0-07 0.2% 137-05
Range 1-11 1-13 0-02 4.7% 3-02
ATR 1-25 1-24 -0-01 -1.5% 0-00
Volume 287,548 231,773 -55,775 -19.4% 1,495,677
Daily Pivots for day following 30-Aug-2022
Classic Woodie Camarilla DeMark
R4 140-15 139-24 137-01
R3 139-02 138-11 136-20
R2 137-21 137-21 136-16
R1 136-30 136-30 136-12 137-10
PP 136-08 136-08 136-08 136-13
S1 135-17 135-17 136-04 135-28
S2 134-27 134-27 136-00
S3 133-14 134-04 135-28
S4 132-01 132-23 135-15
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
5 137-22 135-14 2-08 1.7% 1-18 1.1% 36% False False 359,343
10 140-29 135-14 5-15 4.0% 1-18 1.1% 15% False False 204,203
20 143-21 135-14 8-07 6.0% 1-24 1.3% 10% False False 102,841
40 145-14 135-14 10-00 7.3% 1-27 1.4% 8% False False 51,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-29
2.618 140-20
1.618 139-07
1.000 138-11
0.618 137-26
HIGH 136-30
0.618 136-13
0.500 136-08
0.382 136-02
LOW 135-17
0.618 134-21
1.000 134-04
1.618 133-08
2.618 131-27
4.250 129-18
Fisher Pivots for day following 30-Aug-2022
Pivot 1 day 3 day
R1 136-08 136-20
PP 136-08 136-16
S1 136-08 136-12

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

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