ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 18-Jul-2022
Day Change Summary
Previous Current
15-Jul-2022 18-Jul-2022 Change Change % Previous Week
Open 139-13 140-01 0-20 0.4% 136-30
High 140-21 140-14 -0-07 -0.2% 140-21
Low 139-11 138-12 -0-31 -0.7% 136-24
Close 140-01 139-08 -0-25 -0.6% 140-01
Range 1-10 2-02 0-24 57.1% 3-29
ATR 2-06 2-06 0-00 -0.4% 0-00
Volume 279,785 241,099 -38,686 -13.8% 1,591,455
Daily Pivots for day following 18-Jul-2022
Classic Woodie Camarilla DeMark
R4 145-17 144-15 140-12
R3 143-15 142-13 139-26
R2 141-13 141-13 139-20
R1 140-11 140-11 139-14 139-27
PP 139-11 139-11 139-11 139-04
S1 138-09 138-09 139-02 137-25
S2 137-09 137-09 138-28
S3 135-07 136-07 138-22
S4 133-05 134-05 138-04
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 150-28 149-11 142-06
R3 146-31 145-14 141-03
R2 143-02 143-02 140-24
R1 141-17 141-17 140-12 142-10
PP 139-05 139-05 139-05 139-17
S1 137-20 137-20 139-22 138-12
S2 135-08 135-08 139-10
S3 131-11 133-23 138-31
S4 127-14 129-26 137-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-21 137-18 3-03 2.2% 1-30 1.4% 55% False False 322,070
10 142-06 136-24 5-14 3.9% 2-07 1.6% 46% False False 316,754
20 142-06 133-09 8-29 6.4% 2-04 1.5% 67% False False 324,446
40 142-06 131-01 11-05 8.0% 2-04 1.5% 74% False False 338,211
60 142-08 131-01 11-07 8.1% 2-03 1.5% 73% False False 226,587
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-06
2.618 145-27
1.618 143-25
1.000 142-16
0.618 141-23
HIGH 140-14
0.618 139-21
0.500 139-13
0.382 139-05
LOW 138-12
0.618 137-03
1.000 136-10
1.618 135-01
2.618 132-31
4.250 129-20
Fisher Pivots for day following 18-Jul-2022
Pivot 1 day 3 day
R1 139-13 139-16
PP 139-11 139-14
S1 139-10 139-11

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

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