ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
139-17 |
138-15 |
-1-02 |
-0.8% |
139-14 |
| High |
140-00 |
138-29 |
-1-03 |
-0.8% |
142-06 |
| Low |
138-06 |
136-25 |
-1-13 |
-1.0% |
136-25 |
| Close |
138-13 |
136-27 |
-1-18 |
-1.1% |
136-27 |
| Range |
1-26 |
2-04 |
0-10 |
17.2% |
5-13 |
| ATR |
2-09 |
2-09 |
0-00 |
-0.5% |
0-00 |
| Volume |
285,827 |
275,352 |
-10,475 |
-3.7% |
1,334,992 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-28 |
142-16 |
138-00 |
|
| R3 |
141-24 |
140-12 |
137-14 |
|
| R2 |
139-20 |
139-20 |
137-07 |
|
| R1 |
138-08 |
138-08 |
137-01 |
137-28 |
| PP |
137-16 |
137-16 |
137-16 |
137-10 |
| S1 |
136-04 |
136-04 |
136-21 |
135-24 |
| S2 |
135-12 |
135-12 |
136-15 |
|
| S3 |
133-08 |
134-00 |
136-08 |
|
| S4 |
131-04 |
131-28 |
135-22 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
151-08 |
139-26 |
|
| R3 |
149-13 |
145-27 |
138-11 |
|
| R2 |
144-00 |
144-00 |
137-27 |
|
| R1 |
140-14 |
140-14 |
137-11 |
139-16 |
| PP |
138-19 |
138-19 |
138-19 |
138-05 |
| S1 |
135-01 |
135-01 |
136-11 |
134-04 |
| S2 |
133-06 |
133-06 |
135-27 |
|
| S3 |
127-25 |
129-20 |
135-11 |
|
| S4 |
122-12 |
124-07 |
133-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-06 |
136-25 |
5-13 |
4.0% |
2-23 |
2.0% |
1% |
False |
True |
351,437 |
| 10 |
142-06 |
134-08 |
7-30 |
5.8% |
2-06 |
1.6% |
33% |
False |
False |
319,820 |
| 20 |
142-06 |
131-01 |
11-05 |
8.2% |
2-14 |
1.8% |
52% |
False |
False |
366,903 |
| 40 |
142-06 |
131-01 |
11-05 |
8.2% |
2-04 |
1.5% |
52% |
False |
False |
293,041 |
| 60 |
142-20 |
131-01 |
11-19 |
8.5% |
2-03 |
1.5% |
50% |
False |
False |
196,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-30 |
|
2.618 |
144-15 |
|
1.618 |
142-11 |
|
1.000 |
141-01 |
|
0.618 |
140-07 |
|
HIGH |
138-29 |
|
0.618 |
138-03 |
|
0.500 |
137-27 |
|
0.382 |
137-19 |
|
LOW |
136-25 |
|
0.618 |
135-15 |
|
1.000 |
134-21 |
|
1.618 |
133-11 |
|
2.618 |
131-07 |
|
4.250 |
127-24 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-27 |
139-16 |
| PP |
137-16 |
138-19 |
| S1 |
137-06 |
137-23 |
|