ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
141-19 |
141-11 |
-0-08 |
-0.2% |
141-07 |
| High |
141-27 |
141-15 |
-0-12 |
-0.3% |
144-02 |
| Low |
140-03 |
139-28 |
-0-07 |
-0.2% |
139-16 |
| Close |
141-07 |
140-10 |
-0-29 |
-0.6% |
140-19 |
| Range |
1-24 |
1-19 |
-0-05 |
-8.9% |
4-18 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.7% |
0-00 |
| Volume |
220,726 |
277,200 |
56,474 |
25.6% |
1,287,197 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-13 |
141-06 |
|
| R3 |
143-24 |
142-26 |
140-24 |
|
| R2 |
142-05 |
142-05 |
140-19 |
|
| R1 |
141-07 |
141-07 |
140-15 |
140-28 |
| PP |
140-18 |
140-18 |
140-18 |
140-12 |
| S1 |
139-20 |
139-20 |
140-05 |
139-10 |
| S2 |
138-31 |
138-31 |
140-01 |
|
| S3 |
137-12 |
138-01 |
139-28 |
|
| S4 |
135-25 |
136-14 |
139-14 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-02 |
152-13 |
143-03 |
|
| R3 |
150-16 |
147-27 |
141-27 |
|
| R2 |
145-30 |
145-30 |
141-14 |
|
| R1 |
143-09 |
143-09 |
141-00 |
142-10 |
| PP |
141-12 |
141-12 |
141-12 |
140-29 |
| S1 |
138-23 |
138-23 |
140-06 |
137-24 |
| S2 |
136-26 |
136-26 |
139-24 |
|
| S3 |
132-08 |
134-05 |
139-11 |
|
| S4 |
127-22 |
129-19 |
138-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-27 |
139-16 |
3-11 |
2.4% |
1-29 |
1.3% |
24% |
False |
False |
257,319 |
| 10 |
144-08 |
139-16 |
4-24 |
3.4% |
1-30 |
1.4% |
17% |
False |
False |
257,360 |
| 20 |
145-31 |
137-23 |
8-08 |
5.9% |
2-05 |
1.5% |
31% |
False |
False |
290,356 |
| 40 |
145-31 |
133-22 |
12-09 |
8.8% |
2-04 |
1.5% |
54% |
False |
False |
304,172 |
| 60 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
62% |
False |
False |
328,034 |
| 80 |
145-31 |
131-01 |
14-30 |
10.6% |
2-03 |
1.5% |
62% |
False |
False |
248,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-08 |
|
2.618 |
145-21 |
|
1.618 |
144-02 |
|
1.000 |
143-02 |
|
0.618 |
142-15 |
|
HIGH |
141-15 |
|
0.618 |
140-28 |
|
0.500 |
140-22 |
|
0.382 |
140-15 |
|
LOW |
139-28 |
|
0.618 |
138-28 |
|
1.000 |
138-09 |
|
1.618 |
137-09 |
|
2.618 |
135-22 |
|
4.250 |
133-03 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140-22 |
141-00 |
| PP |
140-18 |
140-24 |
| S1 |
140-14 |
140-17 |
|