ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
140-04 |
140-15 |
0-11 |
0.2% |
140-23 |
| High |
141-05 |
140-17 |
-0-20 |
-0.4% |
142-03 |
| Low |
139-31 |
138-07 |
-1-24 |
-1.3% |
138-07 |
| Close |
140-14 |
138-15 |
-1-31 |
-1.4% |
138-15 |
| Range |
1-06 |
2-10 |
1-04 |
94.7% |
3-28 |
| ATR |
2-00 |
2-01 |
0-01 |
1.1% |
0-00 |
| Volume |
246,628 |
275,576 |
28,948 |
11.7% |
1,227,840 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-00 |
144-18 |
139-24 |
|
| R3 |
143-22 |
142-08 |
139-03 |
|
| R2 |
141-12 |
141-12 |
138-29 |
|
| R1 |
139-30 |
139-30 |
138-22 |
139-16 |
| PP |
139-02 |
139-02 |
139-02 |
138-28 |
| S1 |
137-20 |
137-20 |
138-08 |
137-06 |
| S2 |
136-24 |
136-24 |
138-01 |
|
| S3 |
134-14 |
135-10 |
137-27 |
|
| S4 |
132-04 |
133-00 |
137-06 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
148-23 |
140-19 |
|
| R3 |
147-11 |
144-27 |
139-17 |
|
| R2 |
143-15 |
143-15 |
139-06 |
|
| R1 |
140-31 |
140-31 |
138-26 |
140-09 |
| PP |
139-19 |
139-19 |
139-19 |
139-08 |
| S1 |
137-03 |
137-03 |
138-04 |
136-13 |
| S2 |
135-23 |
135-23 |
137-24 |
|
| S3 |
131-27 |
133-07 |
137-13 |
|
| S4 |
127-31 |
129-11 |
136-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-03 |
138-07 |
3-28 |
2.8% |
1-23 |
1.2% |
6% |
False |
True |
245,568 |
| 10 |
144-02 |
138-07 |
5-27 |
4.2% |
1-26 |
1.3% |
4% |
False |
True |
251,503 |
| 20 |
145-31 |
138-07 |
7-24 |
5.6% |
2-01 |
1.5% |
3% |
False |
True |
281,892 |
| 40 |
145-31 |
134-08 |
11-23 |
8.5% |
2-02 |
1.5% |
36% |
False |
False |
296,287 |
| 60 |
145-31 |
131-01 |
14-30 |
10.8% |
2-03 |
1.5% |
50% |
False |
False |
325,045 |
| 80 |
145-31 |
131-01 |
14-30 |
10.8% |
2-02 |
1.5% |
50% |
False |
False |
255,180 |
| 100 |
149-06 |
131-01 |
18-05 |
13.1% |
2-01 |
1.5% |
41% |
False |
False |
204,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
146-19 |
|
1.618 |
144-09 |
|
1.000 |
142-27 |
|
0.618 |
141-31 |
|
HIGH |
140-17 |
|
0.618 |
139-21 |
|
0.500 |
139-12 |
|
0.382 |
139-03 |
|
LOW |
138-07 |
|
0.618 |
136-25 |
|
1.000 |
135-29 |
|
1.618 |
134-15 |
|
2.618 |
132-05 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-27 |
| PP |
139-02 |
139-12 |
| S1 |
138-25 |
138-30 |
|