ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
138-23 |
138-12 |
-0-11 |
-0.2% |
136-30 |
| High |
139-09 |
139-25 |
0-16 |
0.4% |
140-21 |
| Low |
138-01 |
138-09 |
0-08 |
0.2% |
136-24 |
| Close |
138-18 |
138-16 |
-0-02 |
0.0% |
140-01 |
| Range |
1-08 |
1-16 |
0-08 |
20.0% |
3-29 |
| ATR |
2-03 |
2-02 |
-0-01 |
-2.1% |
0-00 |
| Volume |
237,476 |
253,950 |
16,474 |
6.9% |
1,591,455 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-11 |
142-14 |
139-10 |
|
| R3 |
141-27 |
140-30 |
138-29 |
|
| R2 |
140-11 |
140-11 |
138-25 |
|
| R1 |
139-14 |
139-14 |
138-20 |
139-28 |
| PP |
138-27 |
138-27 |
138-27 |
139-03 |
| S1 |
137-30 |
137-30 |
138-12 |
138-12 |
| S2 |
137-11 |
137-11 |
138-07 |
|
| S3 |
135-27 |
136-14 |
138-03 |
|
| S4 |
134-11 |
134-30 |
137-22 |
|
|
| 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 |
138-01 |
2-20 |
1.9% |
1-18 |
1.1% |
18% |
False |
False |
274,204 |
| 10 |
140-21 |
136-24 |
3-29 |
2.8% |
1-28 |
1.3% |
45% |
False |
False |
288,515 |
| 20 |
142-06 |
133-22 |
8-16 |
6.1% |
2-02 |
1.5% |
57% |
False |
False |
317,988 |
| 40 |
142-06 |
131-01 |
11-05 |
8.1% |
2-03 |
1.5% |
67% |
False |
False |
346,874 |
| 60 |
142-08 |
131-01 |
11-07 |
8.1% |
2-02 |
1.5% |
67% |
False |
False |
234,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-05 |
|
2.618 |
143-23 |
|
1.618 |
142-07 |
|
1.000 |
141-09 |
|
0.618 |
140-23 |
|
HIGH |
139-25 |
|
0.618 |
139-07 |
|
0.500 |
139-01 |
|
0.382 |
138-27 |
|
LOW |
138-09 |
|
0.618 |
137-11 |
|
1.000 |
136-25 |
|
1.618 |
135-27 |
|
2.618 |
134-11 |
|
4.250 |
131-29 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-01 |
139-08 |
| PP |
138-27 |
139-00 |
| S1 |
138-22 |
138-24 |
|