ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
134-08 |
135-00 |
0-24 |
0.6% |
137-19 |
| High |
135-10 |
135-15 |
0-05 |
0.1% |
137-20 |
| Low |
133-21 |
132-22 |
-0-31 |
-0.7% |
133-21 |
| Close |
135-05 |
133-00 |
-2-05 |
-1.6% |
135-05 |
| Range |
1-21 |
2-25 |
1-04 |
67.9% |
3-31 |
| ATR |
1-27 |
1-29 |
0-02 |
3.6% |
0-00 |
| Volume |
7,929 |
6,525 |
-1,404 |
-17.7% |
461,791 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
140-10 |
134-17 |
|
| R3 |
139-09 |
137-17 |
133-24 |
|
| R2 |
136-16 |
136-16 |
133-16 |
|
| R1 |
134-24 |
134-24 |
133-08 |
134-08 |
| PP |
133-23 |
133-23 |
133-23 |
133-15 |
| S1 |
131-31 |
131-31 |
132-24 |
131-14 |
| S2 |
130-30 |
130-30 |
132-16 |
|
| S3 |
128-05 |
129-06 |
132-08 |
|
| S4 |
125-12 |
126-13 |
131-15 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-12 |
145-08 |
137-11 |
|
| R3 |
143-13 |
141-09 |
136-08 |
|
| R2 |
139-14 |
139-14 |
135-28 |
|
| R1 |
137-10 |
137-10 |
135-17 |
136-12 |
| PP |
135-15 |
135-15 |
135-15 |
135-01 |
| S1 |
133-11 |
133-11 |
134-25 |
132-14 |
| S2 |
131-16 |
131-16 |
134-14 |
|
| S3 |
127-17 |
129-12 |
134-02 |
|
| S4 |
123-18 |
125-13 |
132-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-14 |
132-22 |
4-24 |
3.6% |
1-27 |
1.4% |
7% |
False |
True |
33,145 |
| 10 |
138-22 |
132-22 |
6-00 |
4.5% |
1-23 |
1.3% |
5% |
False |
True |
263,807 |
| 20 |
144-02 |
132-22 |
11-12 |
8.6% |
1-24 |
1.3% |
3% |
False |
True |
260,242 |
| 40 |
145-31 |
132-22 |
13-09 |
10.0% |
1-30 |
1.5% |
2% |
False |
True |
282,815 |
| 60 |
145-31 |
131-01 |
14-30 |
11.2% |
2-04 |
1.6% |
13% |
False |
False |
309,432 |
| 80 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
13% |
False |
False |
290,670 |
| 100 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
13% |
False |
False |
232,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-09 |
|
2.618 |
142-24 |
|
1.618 |
139-31 |
|
1.000 |
138-08 |
|
0.618 |
137-06 |
|
HIGH |
135-15 |
|
0.618 |
134-13 |
|
0.500 |
134-02 |
|
0.382 |
133-24 |
|
LOW |
132-22 |
|
0.618 |
130-31 |
|
1.000 |
129-29 |
|
1.618 |
128-06 |
|
2.618 |
125-13 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134-02 |
134-06 |
| PP |
133-23 |
133-25 |
| S1 |
133-12 |
133-12 |
|