ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 143-18 144-29 1-11 0.9% 142-20
High 145-00 145-31 0-31 0.7% 144-12
Low 142-29 142-09 -0-20 -0.4% 140-31
Close 144-22 142-31 -1-23 -1.2% 144-00
Range 2-03 3-22 1-19 76.1% 3-13
ATR 2-04 2-07 0-04 5.3% 0-00
Volume 305,809 416,566 110,757 36.2% 1,498,307
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 154-26 152-18 145-00
R3 151-04 148-28 143-31
R2 147-14 147-14 143-21
R1 145-06 145-06 143-10 144-15
PP 143-24 143-24 143-24 143-12
S1 141-16 141-16 142-20 140-25
S2 140-02 140-02 142-09
S3 136-12 137-26 141-31
S4 132-22 134-04 140-30
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
5 145-31 141-07 4-24 3.3% 2-13 1.7% 37% True False 347,439
10 145-31 137-23 8-08 5.8% 2-08 1.6% 64% True False 316,610
20 145-31 136-24 9-07 6.4% 2-04 1.5% 67% True False 309,440
40 145-31 131-01 14-30 10.4% 2-08 1.6% 80% True False 333,739
60 145-31 131-01 14-30 10.4% 2-04 1.5% 80% True False 282,914
80 145-31 131-01 14-30 10.4% 2-03 1.5% 80% True False 212,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 161-20
2.618 155-20
1.618 151-30
1.000 149-21
0.618 148-08
HIGH 145-31
0.618 144-18
0.500 144-04
0.382 143-22
LOW 142-09
0.618 140-00
1.000 138-19
1.618 136-10
2.618 132-20
4.250 126-20
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 144-04 144-04
PP 143-24 143-24
S1 143-11 143-11

These figures are updated between 7pm and 10pm EST after a trading day.

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