ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
142-20 |
141-26 |
-0-26 |
-0.6% |
140-01 |
| High |
142-21 |
143-11 |
0-22 |
0.5% |
143-00 |
| Low |
140-31 |
141-20 |
0-21 |
0.5% |
137-23 |
| Close |
141-13 |
142-04 |
0-23 |
0.5% |
142-02 |
| Range |
1-22 |
1-23 |
0-01 |
1.9% |
5-09 |
| ATR |
2-05 |
2-04 |
0-00 |
-0.7% |
0-00 |
| Volume |
230,650 |
252,837 |
22,187 |
9.6% |
1,423,997 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-17 |
146-17 |
143-02 |
|
| R3 |
145-26 |
144-26 |
142-19 |
|
| R2 |
144-03 |
144-03 |
142-14 |
|
| R1 |
143-03 |
143-03 |
142-09 |
143-19 |
| PP |
142-12 |
142-12 |
142-12 |
142-20 |
| S1 |
141-12 |
141-12 |
141-31 |
141-28 |
| S2 |
140-21 |
140-21 |
141-26 |
|
| S3 |
138-30 |
139-21 |
141-21 |
|
| S4 |
137-07 |
137-30 |
141-06 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-25 |
154-22 |
144-31 |
|
| R3 |
151-16 |
149-13 |
143-16 |
|
| R2 |
146-07 |
146-07 |
143-01 |
|
| R1 |
144-04 |
144-04 |
142-17 |
145-06 |
| PP |
140-30 |
140-30 |
140-30 |
141-14 |
| S1 |
138-27 |
138-27 |
141-19 |
139-28 |
| S2 |
135-21 |
135-21 |
141-03 |
|
| S3 |
130-12 |
133-18 |
140-20 |
|
| S4 |
125-03 |
128-09 |
139-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-11 |
137-23 |
5-20 |
4.0% |
2-04 |
1.5% |
78% |
True |
False |
285,781 |
| 10 |
143-11 |
137-18 |
5-25 |
4.1% |
1-31 |
1.4% |
79% |
True |
False |
300,238 |
| 20 |
143-11 |
134-08 |
9-03 |
6.4% |
2-04 |
1.5% |
87% |
True |
False |
308,255 |
| 40 |
143-11 |
131-01 |
12-10 |
8.7% |
2-04 |
1.5% |
90% |
True |
False |
333,734 |
| 60 |
143-11 |
131-01 |
12-10 |
8.7% |
2-03 |
1.5% |
90% |
True |
False |
254,328 |
| 80 |
149-06 |
131-01 |
18-05 |
12.8% |
2-01 |
1.4% |
61% |
False |
False |
190,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-21 |
|
2.618 |
147-27 |
|
1.618 |
146-04 |
|
1.000 |
145-02 |
|
0.618 |
144-13 |
|
HIGH |
143-11 |
|
0.618 |
142-22 |
|
0.500 |
142-16 |
|
0.382 |
142-09 |
|
LOW |
141-20 |
|
0.618 |
140-18 |
|
1.000 |
139-29 |
|
1.618 |
138-27 |
|
2.618 |
137-04 |
|
4.250 |
134-10 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-16 |
142-02 |
| PP |
142-12 |
141-31 |
| S1 |
142-08 |
141-28 |
|