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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-19
Narrowest range in 2 trading days
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

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

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