ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 136-02 136-06 0-04 0.1% 138-03
High 136-30 136-14 -0-16 -0.4% 138-16
Low 135-17 134-31 -0-18 -0.4% 135-14
Close 136-08 135-27 -0-13 -0.3% 137-05
Range 1-13 1-15 0-02 4.4% 3-02
ATR 1-24 1-23 -0-01 -1.1% 0-00
Volume 231,773 399,392 167,619 72.3% 1,495,677
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 140-05 139-15 136-21
R3 138-22 138-00 136-08
R2 137-07 137-07 136-04
R1 136-17 136-17 135-31 136-04
PP 135-24 135-24 135-24 135-18
S1 135-02 135-02 135-23 134-22
S2 134-09 134-09 135-18
S3 132-26 133-19 135-14
S4 131-11 132-04 135-01
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
5 137-22 134-31 2-23 2.0% 1-17 1.1% 32% False True 345,471
10 140-18 134-31 5-19 4.1% 1-17 1.1% 16% False True 243,841
20 143-21 134-31 8-22 6.4% 1-22 1.3% 10% False True 122,761
40 145-14 134-31 10-15 7.7% 1-26 1.3% 8% False True 61,479
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-22
2.618 140-09
1.618 138-26
1.000 137-29
0.618 137-11
HIGH 136-14
0.618 135-28
0.500 135-22
0.382 135-17
LOW 134-31
0.618 134-02
1.000 133-16
1.618 132-19
2.618 131-04
4.250 128-23
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 135-26 136-00
PP 135-24 135-31
S1 135-22 135-29

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

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