ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
137-31 |
139-14 |
1-15 |
1.1% |
135-30 |
| High |
141-11 |
141-17 |
0-06 |
0.1% |
141-11 |
| Low |
137-26 |
138-06 |
0-12 |
0.3% |
134-08 |
| Close |
139-11 |
141-05 |
1-26 |
1.3% |
139-11 |
| Range |
3-17 |
3-11 |
-0-06 |
-5.3% |
7-03 |
| ATR |
2-06 |
2-09 |
0-03 |
3.7% |
0-00 |
| Volume |
422,195 |
382,316 |
-39,879 |
-9.4% |
1,569,824 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-10 |
149-03 |
143-00 |
|
| R3 |
146-31 |
145-24 |
142-02 |
|
| R2 |
143-20 |
143-20 |
141-25 |
|
| R1 |
142-13 |
142-13 |
141-15 |
143-00 |
| PP |
140-09 |
140-09 |
140-09 |
140-19 |
| S1 |
139-02 |
139-02 |
140-27 |
139-22 |
| S2 |
136-30 |
136-30 |
140-17 |
|
| S3 |
133-19 |
135-23 |
140-08 |
|
| S4 |
130-08 |
132-12 |
139-10 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
156-18 |
143-08 |
|
| R3 |
152-16 |
149-15 |
141-09 |
|
| R2 |
145-13 |
145-13 |
140-21 |
|
| R1 |
142-12 |
142-12 |
140-00 |
143-28 |
| PP |
138-10 |
138-10 |
138-10 |
139-02 |
| S1 |
135-09 |
135-09 |
138-22 |
136-26 |
| S2 |
131-07 |
131-07 |
138-01 |
|
| S3 |
124-04 |
128-06 |
137-13 |
|
| S4 |
117-01 |
121-03 |
135-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-17 |
134-08 |
7-09 |
5.2% |
2-13 |
1.7% |
95% |
True |
False |
342,699 |
| 10 |
141-17 |
133-09 |
8-08 |
5.8% |
2-05 |
1.5% |
95% |
True |
False |
339,755 |
| 20 |
141-17 |
131-01 |
10-16 |
7.4% |
2-11 |
1.7% |
96% |
True |
False |
358,038 |
| 40 |
141-23 |
131-01 |
10-22 |
7.6% |
2-04 |
1.5% |
95% |
False |
False |
269,651 |
| 60 |
145-03 |
131-01 |
14-02 |
10.0% |
2-02 |
1.5% |
72% |
False |
False |
180,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-24 |
|
2.618 |
150-09 |
|
1.618 |
146-30 |
|
1.000 |
144-28 |
|
0.618 |
143-19 |
|
HIGH |
141-17 |
|
0.618 |
140-08 |
|
0.500 |
139-28 |
|
0.382 |
139-15 |
|
LOW |
138-06 |
|
0.618 |
136-04 |
|
1.000 |
134-27 |
|
1.618 |
132-25 |
|
2.618 |
129-14 |
|
4.250 |
123-31 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-23 |
140-14 |
| PP |
140-09 |
139-24 |
| S1 |
139-28 |
139-02 |
|