ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
144-29 |
142-20 |
-2-09 |
-1.6% |
142-20 |
| High |
145-31 |
143-21 |
-2-10 |
-1.6% |
144-12 |
| Low |
142-09 |
141-05 |
-1-04 |
-0.8% |
140-31 |
| Close |
142-31 |
142-27 |
-0-04 |
-0.1% |
144-00 |
| Range |
3-22 |
2-16 |
-1-06 |
-32.2% |
3-13 |
| ATR |
2-07 |
2-08 |
0-01 |
0.9% |
0-00 |
| Volume |
416,566 |
321,360 |
-95,206 |
-22.9% |
1,498,307 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-02 |
148-30 |
144-07 |
|
| R3 |
147-18 |
146-14 |
143-17 |
|
| R2 |
145-02 |
145-02 |
143-10 |
|
| R1 |
143-30 |
143-30 |
143-02 |
144-16 |
| PP |
142-18 |
142-18 |
142-18 |
142-26 |
| S1 |
141-14 |
141-14 |
142-20 |
142-00 |
| S2 |
140-02 |
140-02 |
142-12 |
|
| S3 |
137-18 |
138-30 |
142-05 |
|
| S4 |
135-02 |
136-14 |
141-15 |
|
|
| 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 |
141-05 |
4-26 |
3.4% |
2-19 |
1.8% |
35% |
False |
True |
361,109 |
| 10 |
145-31 |
137-23 |
8-08 |
5.8% |
2-12 |
1.7% |
62% |
False |
False |
323,351 |
| 20 |
145-31 |
136-24 |
9-07 |
6.5% |
2-04 |
1.5% |
66% |
False |
False |
305,933 |
| 40 |
145-31 |
131-01 |
14-30 |
10.5% |
2-08 |
1.6% |
79% |
False |
False |
335,363 |
| 60 |
145-31 |
131-01 |
14-30 |
10.5% |
2-04 |
1.5% |
79% |
False |
False |
288,175 |
| 80 |
145-31 |
131-01 |
14-30 |
10.5% |
2-03 |
1.5% |
79% |
False |
False |
216,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-09 |
|
2.618 |
150-06 |
|
1.618 |
147-22 |
|
1.000 |
146-05 |
|
0.618 |
145-06 |
|
HIGH |
143-21 |
|
0.618 |
142-22 |
|
0.500 |
142-13 |
|
0.382 |
142-04 |
|
LOW |
141-05 |
|
0.618 |
139-20 |
|
1.000 |
138-21 |
|
1.618 |
137-04 |
|
2.618 |
134-20 |
|
4.250 |
130-17 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-22 |
143-18 |
| PP |
142-18 |
143-10 |
| S1 |
142-13 |
143-03 |
|