ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
141-25 |
0-01 |
0.0% |
140-01 |
| High |
143-02 |
143-27 |
0-25 |
0.5% |
143-00 |
| Low |
141-15 |
141-07 |
-0-08 |
-0.2% |
137-23 |
| Close |
142-24 |
143-05 |
0-13 |
0.3% |
142-02 |
| Range |
1-19 |
2-20 |
1-01 |
64.7% |
5-09 |
| ATR |
2-03 |
2-04 |
0-01 |
1.8% |
0-00 |
| Volume |
253,009 |
353,282 |
100,273 |
39.6% |
1,423,997 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-20 |
149-16 |
144-19 |
|
| R3 |
148-00 |
146-28 |
143-28 |
|
| R2 |
145-12 |
145-12 |
143-20 |
|
| R1 |
144-08 |
144-08 |
143-13 |
144-26 |
| PP |
142-24 |
142-24 |
142-24 |
143-00 |
| S1 |
141-20 |
141-20 |
142-29 |
142-06 |
| S2 |
140-04 |
140-04 |
142-22 |
|
| S3 |
137-16 |
139-00 |
142-14 |
|
| S4 |
134-28 |
136-12 |
141-23 |
|
|
| 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 |
143-27 |
140-14 |
3-13 |
2.4% |
2-01 |
1.4% |
80% |
True |
False |
285,543 |
| 10 |
143-27 |
137-23 |
6-04 |
4.3% |
1-30 |
1.4% |
89% |
True |
False |
279,356 |
| 20 |
143-27 |
136-18 |
7-09 |
5.1% |
2-06 |
1.5% |
91% |
True |
False |
314,436 |
| 40 |
143-27 |
131-01 |
12-26 |
9.0% |
2-05 |
1.5% |
95% |
True |
False |
330,217 |
| 60 |
143-27 |
131-01 |
12-26 |
9.0% |
2-03 |
1.5% |
95% |
True |
False |
264,187 |
| 80 |
148-14 |
131-01 |
17-13 |
12.2% |
2-02 |
1.4% |
70% |
False |
False |
198,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-00 |
|
2.618 |
150-23 |
|
1.618 |
148-03 |
|
1.000 |
146-15 |
|
0.618 |
145-15 |
|
HIGH |
143-27 |
|
0.618 |
142-27 |
|
0.500 |
142-17 |
|
0.382 |
142-07 |
|
LOW |
141-07 |
|
0.618 |
139-19 |
|
1.000 |
138-19 |
|
1.618 |
136-31 |
|
2.618 |
134-11 |
|
4.250 |
130-02 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-30 |
142-30 |
| PP |
142-24 |
142-24 |
| S1 |
142-17 |
142-17 |
|