ECBOT 30 Year Treasury Bond Future September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	136-12	137-23	1-11	1.0%	138-22
High	137-29	138-08	0-11	0.2%	139-04
Low	136-00	136-26	0-26	0.6%	136-00
Close	137-26	137-22	-0-04	-0.1%	137-22
Range	1-29	1-14	-0-15	-24.6%	3-04
ATR	1-30	1-29	-0-01	-1.8%	0-00
Volume	608,896	465,680	-143,216	-23.5%	2,413,200

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-29	141-07	138-15
R3	140-15	139-25	138-03
R2	139-01	139-01	137-30
R1	138-11	138-11	137-26	137-31
PP	137-19	137-19	137-19	137-12
S1	136-29	136-29	137-18	136-17
S2	136-05	136-05	137-14
S3	134-23	135-15	137-09
S4	133-09	134-01	136-29

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-31	145-15	139-13
R3	143-27	142-11	138-18
R2	140-23	140-23	138-08
R1	139-07	139-07	137-31	138-13
PP	137-19	137-19	137-19	137-06
S1	136-03	136-03	137-13	135-09
S2	134-15	134-15	137-04
S3	131-11	132-31	136-26
S4	128-07	129-27	135-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-04	136-00	3-04	2.3%	1-19	1.2%	54%	False	False	482,640
10	142-03	136-00	6-03	4.4%	1-21	1.2%	28%	False	False	364,104
20	145-31	136-00	9-31	7.2%	1-31	1.4%	17%	False	False	327,637
40	145-31	136-00	9-31	7.2%	2-02	1.5%	17%	False	False	320,592
60	145-31	131-01	14-30	10.8%	2-03	1.5%	45%	False	False	329,477
80	145-31	131-01	14-30	10.8%	2-02	1.5%	45%	False	False	285,092
100	148-14	131-01	17-13	12.6%	2-02	1.5%	38%	False	False	228,299

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	144-12
2.618	142-00
1.618	140-18
1.000	139-22
0.618	139-04
HIGH	138-08
0.618	137-22
0.500	137-17
0.382	137-12
LOW	136-26
0.618	135-30
1.000	135-12
1.618	134-16
2.618	133-02
4.250	130-22

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	137-20	137-16
PP	137-19	137-10
S1	137-17	137-04

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

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