ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
138-12 |
138-18 |
0-06 |
0.1% |
136-30 |
| High |
139-25 |
140-27 |
1-02 |
0.8% |
140-21 |
| Low |
138-09 |
137-23 |
-0-18 |
-0.4% |
136-24 |
| Close |
138-16 |
140-11 |
1-27 |
1.3% |
140-01 |
| Range |
1-16 |
3-04 |
1-20 |
108.3% |
3-29 |
| ATR |
2-02 |
2-04 |
0-02 |
3.7% |
0-00 |
| Volume |
253,950 |
353,535 |
99,585 |
39.2% |
1,591,455 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
147-26 |
142-02 |
|
| R3 |
145-28 |
144-22 |
141-06 |
|
| R2 |
142-24 |
142-24 |
140-29 |
|
| R1 |
141-18 |
141-18 |
140-20 |
142-05 |
| PP |
139-20 |
139-20 |
139-20 |
139-30 |
| S1 |
138-14 |
138-14 |
140-02 |
139-01 |
| S2 |
136-16 |
136-16 |
139-25 |
|
| S3 |
133-12 |
135-10 |
139-16 |
|
| S4 |
130-08 |
132-06 |
138-20 |
|
|
| 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 |
140-27 |
137-23 |
3-04 |
2.2% |
1-27 |
1.3% |
84% |
True |
True |
273,169 |
| 10 |
140-27 |
136-24 |
4-03 |
2.9% |
2-00 |
1.4% |
88% |
True |
False |
295,286 |
| 20 |
142-06 |
134-08 |
7-30 |
5.7% |
2-03 |
1.5% |
77% |
False |
False |
317,000 |
| 40 |
142-06 |
131-01 |
11-05 |
7.9% |
2-04 |
1.5% |
83% |
False |
False |
351,134 |
| 60 |
142-08 |
131-01 |
11-07 |
8.0% |
2-03 |
1.5% |
83% |
False |
False |
240,647 |
| 80 |
149-06 |
131-01 |
18-05 |
12.9% |
2-00 |
1.4% |
51% |
False |
False |
180,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-04 |
|
2.618 |
149-01 |
|
1.618 |
145-29 |
|
1.000 |
143-31 |
|
0.618 |
142-25 |
|
HIGH |
140-27 |
|
0.618 |
139-21 |
|
0.500 |
139-09 |
|
0.382 |
138-29 |
|
LOW |
137-23 |
|
0.618 |
135-25 |
|
1.000 |
134-19 |
|
1.618 |
132-21 |
|
2.618 |
129-17 |
|
4.250 |
124-14 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
140-00 |
| PP |
139-20 |
139-20 |
| S1 |
139-09 |
139-09 |
|