ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
138-03 |
137-15 |
-0-20 |
-0.5% |
140-23 |
| High |
138-22 |
137-28 |
-0-26 |
-0.6% |
142-03 |
| Low |
137-03 |
136-05 |
-0-30 |
-0.7% |
138-07 |
| Close |
137-16 |
136-14 |
-1-02 |
-0.8% |
138-15 |
| Range |
1-19 |
1-23 |
0-04 |
7.8% |
3-28 |
| ATR |
1-31 |
1-30 |
-0-01 |
-0.9% |
0-00 |
| Volume |
423,991 |
671,196 |
247,205 |
58.3% |
1,227,840 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-31 |
140-30 |
137-12 |
|
| R3 |
140-08 |
139-07 |
136-29 |
|
| R2 |
138-17 |
138-17 |
136-24 |
|
| R1 |
137-16 |
137-16 |
136-19 |
137-05 |
| PP |
136-26 |
136-26 |
136-26 |
136-21 |
| S1 |
135-25 |
135-25 |
136-09 |
135-14 |
| S2 |
135-03 |
135-03 |
136-04 |
|
| S3 |
133-12 |
134-02 |
135-31 |
|
| S4 |
131-21 |
132-11 |
135-16 |
|
|
| 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 |
141-05 |
136-05 |
5-00 |
3.7% |
1-20 |
1.2% |
6% |
False |
True |
372,165 |
| 10 |
142-27 |
136-05 |
6-22 |
4.9% |
1-24 |
1.3% |
4% |
False |
True |
314,742 |
| 20 |
145-31 |
136-05 |
9-26 |
7.2% |
2-01 |
1.5% |
3% |
False |
True |
311,999 |
| 40 |
145-31 |
135-13 |
10-18 |
7.7% |
2-03 |
1.5% |
10% |
False |
False |
310,658 |
| 60 |
145-31 |
131-01 |
14-30 |
10.9% |
2-03 |
1.5% |
36% |
False |
False |
327,065 |
| 80 |
145-31 |
131-01 |
14-30 |
10.9% |
2-02 |
1.5% |
36% |
False |
False |
271,897 |
| 100 |
148-30 |
131-01 |
17-29 |
13.1% |
2-01 |
1.5% |
30% |
False |
False |
217,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-06 |
|
2.618 |
142-12 |
|
1.618 |
140-21 |
|
1.000 |
139-19 |
|
0.618 |
138-30 |
|
HIGH |
137-28 |
|
0.618 |
137-07 |
|
0.500 |
137-00 |
|
0.382 |
136-26 |
|
LOW |
136-05 |
|
0.618 |
135-03 |
|
1.000 |
134-14 |
|
1.618 |
133-12 |
|
2.618 |
131-21 |
|
4.250 |
128-27 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-00 |
137-20 |
| PP |
136-26 |
137-08 |
| S1 |
136-20 |
136-27 |
|