ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
141-07 |
142-21 |
1-14 |
1.0% |
143-18 |
| High |
142-29 |
142-27 |
-0-02 |
0.0% |
145-31 |
| Low |
141-00 |
141-26 |
0-26 |
0.6% |
140-19 |
| Close |
142-18 |
142-12 |
-0-06 |
-0.1% |
141-07 |
| Range |
1-29 |
1-01 |
-0-28 |
-45.9% |
5-12 |
| ATR |
2-08 |
2-05 |
-0-03 |
-3.9% |
0-00 |
| Volume |
191,710 |
175,945 |
-15,765 |
-8.2% |
1,624,510 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-14 |
144-30 |
142-30 |
|
| R3 |
144-13 |
143-29 |
142-21 |
|
| R2 |
143-12 |
143-12 |
142-18 |
|
| R1 |
142-28 |
142-28 |
142-15 |
142-20 |
| PP |
142-11 |
142-11 |
142-11 |
142-07 |
| S1 |
141-27 |
141-27 |
142-09 |
141-18 |
| S2 |
141-10 |
141-10 |
142-06 |
|
| S3 |
140-09 |
140-26 |
142-03 |
|
| S4 |
139-08 |
139-25 |
141-26 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-23 |
155-11 |
144-06 |
|
| R3 |
153-11 |
149-31 |
142-22 |
|
| R2 |
147-31 |
147-31 |
142-07 |
|
| R1 |
144-19 |
144-19 |
141-23 |
143-19 |
| PP |
142-19 |
142-19 |
142-19 |
142-03 |
| S1 |
139-07 |
139-07 |
140-23 |
138-07 |
| S2 |
137-07 |
137-07 |
140-07 |
|
| S3 |
131-27 |
133-27 |
139-24 |
|
| S4 |
126-15 |
128-15 |
138-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-08 |
140-19 |
3-21 |
2.6% |
2-00 |
1.4% |
49% |
False |
False |
253,958 |
| 10 |
145-31 |
140-19 |
5-12 |
3.8% |
2-07 |
1.6% |
33% |
False |
False |
300,698 |
| 20 |
145-31 |
137-18 |
8-13 |
5.9% |
2-03 |
1.5% |
57% |
False |
False |
300,468 |
| 40 |
145-31 |
131-01 |
14-30 |
10.5% |
2-08 |
1.6% |
76% |
False |
False |
326,393 |
| 60 |
145-31 |
131-01 |
14-30 |
10.5% |
2-03 |
1.5% |
76% |
False |
False |
303,725 |
| 80 |
145-31 |
131-01 |
14-30 |
10.5% |
2-03 |
1.5% |
76% |
False |
False |
228,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-07 |
|
2.618 |
145-17 |
|
1.618 |
144-16 |
|
1.000 |
143-28 |
|
0.618 |
143-15 |
|
HIGH |
142-27 |
|
0.618 |
142-14 |
|
0.500 |
142-10 |
|
0.382 |
142-07 |
|
LOW |
141-26 |
|
0.618 |
141-06 |
|
1.000 |
140-25 |
|
1.618 |
140-05 |
|
2.618 |
139-04 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
142-10 |
| PP |
142-11 |
142-09 |
| S1 |
142-10 |
142-07 |
|