ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
136-19 |
136-22 |
0-03 |
0.1% |
138-22 |
| High |
137-14 |
136-31 |
-0-15 |
-0.3% |
139-04 |
| Low |
136-03 |
135-17 |
-0-18 |
-0.4% |
136-00 |
| Close |
136-25 |
136-13 |
-0-12 |
-0.3% |
137-22 |
| Range |
1-11 |
1-14 |
0-03 |
7.0% |
3-04 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.5% |
0-00 |
| Volume |
120,285 |
20,076 |
-100,209 |
-83.3% |
2,413,200 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-20 |
139-30 |
137-06 |
|
| R3 |
139-06 |
138-16 |
136-26 |
|
| R2 |
137-24 |
137-24 |
136-21 |
|
| R1 |
137-02 |
137-02 |
136-17 |
136-22 |
| PP |
136-10 |
136-10 |
136-10 |
136-04 |
| S1 |
135-20 |
135-20 |
136-09 |
135-08 |
| S2 |
134-28 |
134-28 |
136-05 |
|
| S3 |
133-14 |
134-06 |
136-00 |
|
| S4 |
132-00 |
132-24 |
135-20 |
|
|
| 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 |
138-08 |
135-17 |
2-23 |
2.0% |
1-16 |
1.1% |
32% |
False |
True |
303,505 |
| 10 |
141-05 |
135-17 |
5-20 |
4.1% |
1-18 |
1.1% |
16% |
False |
True |
337,835 |
| 20 |
144-08 |
135-17 |
8-23 |
6.4% |
1-24 |
1.3% |
10% |
False |
True |
297,598 |
| 40 |
145-31 |
135-17 |
10-14 |
7.7% |
1-30 |
1.4% |
8% |
False |
True |
301,765 |
| 60 |
145-31 |
131-01 |
14-30 |
11.0% |
2-03 |
1.5% |
36% |
False |
False |
322,774 |
| 80 |
145-31 |
131-01 |
14-30 |
11.0% |
2-01 |
1.5% |
36% |
False |
False |
290,531 |
| 100 |
145-31 |
131-01 |
14-30 |
11.0% |
2-01 |
1.5% |
36% |
False |
False |
232,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-02 |
|
2.618 |
140-23 |
|
1.618 |
139-09 |
|
1.000 |
138-13 |
|
0.618 |
137-27 |
|
HIGH |
136-31 |
|
0.618 |
136-13 |
|
0.500 |
136-08 |
|
0.382 |
136-03 |
|
LOW |
135-17 |
|
0.618 |
134-21 |
|
1.000 |
134-03 |
|
1.618 |
133-07 |
|
2.618 |
131-25 |
|
4.250 |
129-14 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136-11 |
136-18 |
| PP |
136-10 |
136-17 |
| S1 |
136-08 |
136-15 |
|