ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
137-15 |
136-12 |
-1-03 |
-0.8% |
140-23 |
| High |
137-28 |
137-29 |
0-01 |
0.0% |
142-03 |
| Low |
136-05 |
136-00 |
-0-05 |
-0.1% |
138-07 |
| Close |
136-14 |
137-26 |
1-12 |
1.0% |
138-15 |
| Range |
1-23 |
1-29 |
0-06 |
10.9% |
3-28 |
| ATR |
1-30 |
1-30 |
0-00 |
-0.1% |
0-00 |
| Volume |
671,196 |
608,896 |
-62,300 |
-9.3% |
1,227,840 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-31 |
142-09 |
138-28 |
|
| R3 |
141-02 |
140-12 |
138-11 |
|
| R2 |
139-05 |
139-05 |
138-05 |
|
| R1 |
138-15 |
138-15 |
138-00 |
138-26 |
| PP |
137-08 |
137-08 |
137-08 |
137-13 |
| S1 |
136-18 |
136-18 |
137-20 |
136-29 |
| S2 |
135-11 |
135-11 |
137-15 |
|
| S3 |
133-14 |
134-21 |
137-09 |
|
| S4 |
131-17 |
132-24 |
136-24 |
|
|
| 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 |
140-17 |
136-00 |
4-17 |
3.3% |
1-25 |
1.3% |
40% |
False |
True |
444,619 |
| 10 |
142-03 |
136-00 |
6-03 |
4.4% |
1-21 |
1.2% |
30% |
False |
True |
340,256 |
| 20 |
145-31 |
136-00 |
9-31 |
7.2% |
2-00 |
1.4% |
18% |
False |
True |
324,779 |
| 40 |
145-31 |
136-00 |
9-31 |
7.2% |
2-03 |
1.5% |
18% |
False |
True |
319,608 |
| 60 |
145-31 |
131-01 |
14-30 |
10.8% |
2-03 |
1.5% |
45% |
False |
False |
328,405 |
| 80 |
145-31 |
131-01 |
14-30 |
10.8% |
2-02 |
1.5% |
45% |
False |
False |
279,335 |
| 100 |
148-14 |
131-01 |
17-13 |
12.6% |
2-01 |
1.5% |
39% |
False |
False |
223,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
142-29 |
|
1.618 |
141-00 |
|
1.000 |
139-26 |
|
0.618 |
139-03 |
|
HIGH |
137-29 |
|
0.618 |
137-06 |
|
0.500 |
136-30 |
|
0.382 |
136-23 |
|
LOW |
136-00 |
|
0.618 |
134-26 |
|
1.000 |
134-03 |
|
1.618 |
132-29 |
|
2.618 |
131-00 |
|
4.250 |
127-29 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
137-17 |
137-21 |
| PP |
137-08 |
137-16 |
| S1 |
136-30 |
137-11 |
|