ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
133-22 |
134-13 |
0-23 |
0.5% |
137-02 |
| High |
134-25 |
134-30 |
0-05 |
0.1% |
137-02 |
| Low |
133-03 |
132-05 |
-0-30 |
-0.7% |
133-03 |
| Close |
134-19 |
132-14 |
-2-05 |
-1.6% |
134-19 |
| Range |
1-22 |
2-25 |
1-03 |
64.8% |
3-31 |
| ATR |
1-25 |
1-28 |
0-02 |
4.0% |
0-00 |
| Volume |
318,774 |
334,263 |
15,489 |
4.9% |
1,599,673 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-17 |
139-24 |
133-31 |
|
| R3 |
138-24 |
136-31 |
133-06 |
|
| R2 |
135-31 |
135-31 |
132-30 |
|
| R1 |
134-06 |
134-06 |
132-22 |
133-22 |
| PP |
133-06 |
133-06 |
133-06 |
132-30 |
| S1 |
131-13 |
131-13 |
132-06 |
130-29 |
| S2 |
130-13 |
130-13 |
131-30 |
|
| S3 |
127-20 |
128-20 |
131-22 |
|
| S4 |
124-27 |
125-27 |
130-29 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
144-22 |
136-25 |
|
| R3 |
142-27 |
140-23 |
135-22 |
|
| R2 |
138-28 |
138-28 |
135-10 |
|
| R1 |
136-24 |
136-24 |
134-31 |
135-26 |
| PP |
134-29 |
134-29 |
134-29 |
134-15 |
| S1 |
132-25 |
132-25 |
134-07 |
131-28 |
| S2 |
130-30 |
130-30 |
133-28 |
|
| S3 |
126-31 |
128-26 |
133-16 |
|
| S4 |
123-00 |
124-27 |
132-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-24 |
|
2.618 |
142-07 |
|
1.618 |
139-14 |
|
1.000 |
137-23 |
|
0.618 |
136-21 |
|
HIGH |
134-30 |
|
0.618 |
133-28 |
|
0.500 |
133-18 |
|
0.382 |
133-07 |
|
LOW |
132-05 |
|
0.618 |
130-14 |
|
1.000 |
129-12 |
|
1.618 |
127-21 |
|
2.618 |
124-28 |
|
4.250 |
120-11 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-18 |
133-20 |
| PP |
133-06 |
133-08 |
| S1 |
132-26 |
132-27 |
|