ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 141-11 140-04 -1-07 -0.9% 141-07
High 141-15 141-05 -0-10 -0.2% 144-02
Low 139-28 139-31 0-03 0.1% 139-16
Close 140-10 140-14 0-04 0.1% 140-19
Range 1-19 1-06 -0-13 -25.5% 4-18
ATR 2-02 2-00 -0-02 -3.0% 0-00
Volume 277,200 246,628 -30,572 -11.0% 1,287,197
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 144-03 143-14 141-03
R3 142-29 142-08 140-24
R2 141-23 141-23 140-21
R1 141-02 141-02 140-17 141-12
PP 140-17 140-17 140-17 140-22
S1 139-28 139-28 140-11 140-06
S2 139-11 139-11 140-07
S3 138-05 138-22 140-04
S4 136-31 137-16 139-25
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
5 142-03 139-16 2-19 1.8% 1-16 1.1% 36% False False 235,893
10 144-02 139-16 4-18 3.2% 1-29 1.4% 21% False False 254,446
20 145-31 139-16 6-15 4.6% 2-02 1.5% 14% False False 285,010
40 145-31 134-08 11-23 8.3% 2-02 1.5% 53% False False 301,005
60 145-31 131-01 14-30 10.6% 2-03 1.5% 63% False False 329,093
80 145-31 131-01 14-30 10.6% 2-02 1.5% 63% False False 251,738
100 149-06 131-01 18-05 12.9% 2-01 1.4% 52% False False 201,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146-06
2.618 144-08
1.618 143-02
1.000 142-11
0.618 141-28
HIGH 141-05
0.618 140-22
0.500 140-18
0.382 140-14
LOW 139-31
0.618 139-08
1.000 138-25
1.618 138-02
2.618 136-28
4.250 134-30
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 140-18 140-28
PP 140-17 140-23
S1 140-15 140-18

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

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