ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
143-18 |
0-13 |
0.3% |
142-20 |
| High |
144-12 |
145-00 |
0-20 |
0.4% |
144-12 |
| Low |
142-10 |
142-29 |
0-19 |
0.4% |
140-31 |
| Close |
144-00 |
144-22 |
0-22 |
0.5% |
144-00 |
| Range |
2-02 |
2-03 |
0-01 |
1.5% |
3-13 |
| ATR |
2-04 |
2-04 |
0-00 |
-0.1% |
0-00 |
| Volume |
408,529 |
305,809 |
-102,720 |
-25.1% |
1,498,307 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-15 |
149-22 |
145-27 |
|
| R3 |
148-12 |
147-19 |
145-08 |
|
| R2 |
146-09 |
146-09 |
145-02 |
|
| R1 |
145-16 |
145-16 |
144-28 |
145-28 |
| PP |
144-06 |
144-06 |
144-06 |
144-13 |
| S1 |
143-13 |
143-13 |
144-16 |
143-26 |
| S2 |
142-03 |
142-03 |
144-10 |
|
| S3 |
140-00 |
141-10 |
144-04 |
|
| S4 |
137-29 |
139-07 |
143-17 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-11 |
152-02 |
145-28 |
|
| R3 |
149-30 |
148-21 |
144-30 |
|
| R2 |
146-17 |
146-17 |
144-20 |
|
| R1 |
145-08 |
145-08 |
144-10 |
145-28 |
| PP |
143-04 |
143-04 |
143-04 |
143-14 |
| S1 |
141-27 |
141-27 |
143-22 |
142-16 |
| S2 |
139-23 |
139-23 |
143-12 |
|
| S3 |
136-10 |
138-14 |
143-02 |
|
| S4 |
132-29 |
135-01 |
142-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-00 |
141-07 |
3-25 |
2.6% |
2-01 |
1.4% |
92% |
True |
False |
314,693 |
| 10 |
145-00 |
137-23 |
7-09 |
5.0% |
2-01 |
1.4% |
96% |
True |
False |
298,701 |
| 20 |
145-00 |
136-24 |
8-08 |
5.7% |
2-04 |
1.5% |
96% |
True |
False |
307,728 |
| 40 |
145-00 |
131-01 |
13-31 |
9.7% |
2-06 |
1.5% |
98% |
True |
False |
330,831 |
| 60 |
145-00 |
131-01 |
13-31 |
9.7% |
2-04 |
1.5% |
98% |
True |
False |
275,987 |
| 80 |
145-20 |
131-01 |
14-19 |
10.1% |
2-02 |
1.4% |
94% |
False |
False |
207,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-29 |
|
2.618 |
150-15 |
|
1.618 |
148-12 |
|
1.000 |
147-03 |
|
0.618 |
146-09 |
|
HIGH |
145-00 |
|
0.618 |
144-06 |
|
0.500 |
143-30 |
|
0.382 |
143-23 |
|
LOW |
142-29 |
|
0.618 |
141-20 |
|
1.000 |
140-26 |
|
1.618 |
139-17 |
|
2.618 |
137-14 |
|
4.250 |
134-00 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-05 |
| PP |
144-06 |
143-20 |
| S1 |
143-30 |
143-04 |
|