ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
138-31 |
139-22 |
0-23 |
0.5% |
139-14 |
| High |
140-14 |
140-07 |
-0-07 |
-0.2% |
142-06 |
| Low |
137-18 |
138-17 |
0-31 |
0.7% |
136-25 |
| Close |
140-11 |
139-18 |
-0-25 |
-0.6% |
136-27 |
| Range |
2-28 |
1-22 |
-1-06 |
-41.3% |
5-13 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
456,406 |
358,712 |
-97,694 |
-21.4% |
1,334,992 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-16 |
143-23 |
140-16 |
|
| R3 |
142-26 |
142-01 |
140-01 |
|
| R2 |
141-04 |
141-04 |
139-28 |
|
| R1 |
140-11 |
140-11 |
139-23 |
139-28 |
| PP |
139-14 |
139-14 |
139-14 |
139-07 |
| S1 |
138-21 |
138-21 |
139-13 |
138-06 |
| S2 |
137-24 |
137-24 |
139-08 |
|
| S3 |
136-02 |
136-31 |
139-03 |
|
| S4 |
134-12 |
135-09 |
138-20 |
|
|
| 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 |
140-14 |
136-24 |
3-22 |
2.6% |
2-05 |
1.5% |
76% |
False |
False |
317,404 |
| 10 |
142-06 |
136-18 |
5-20 |
4.0% |
2-14 |
1.7% |
53% |
False |
False |
349,516 |
| 20 |
142-06 |
131-01 |
11-05 |
8.0% |
2-09 |
1.6% |
76% |
False |
False |
342,991 |
| 40 |
142-06 |
131-01 |
11-05 |
8.0% |
2-04 |
1.5% |
76% |
False |
False |
325,623 |
| 60 |
142-08 |
131-01 |
11-07 |
8.0% |
2-03 |
1.5% |
76% |
False |
False |
217,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-12 |
|
2.618 |
144-20 |
|
1.618 |
142-30 |
|
1.000 |
141-29 |
|
0.618 |
141-08 |
|
HIGH |
140-07 |
|
0.618 |
139-18 |
|
0.500 |
139-12 |
|
0.382 |
139-06 |
|
LOW |
138-17 |
|
0.618 |
137-16 |
|
1.000 |
136-27 |
|
1.618 |
135-26 |
|
2.618 |
134-04 |
|
4.250 |
131-12 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
139-12 |
| PP |
139-14 |
139-06 |
| S1 |
139-12 |
139-00 |
|