ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
135-00 |
132-26 |
-2-06 |
-1.6% |
137-19 |
| High |
135-15 |
134-14 |
-1-01 |
-0.8% |
137-20 |
| Low |
132-22 |
132-20 |
-0-02 |
0.0% |
133-21 |
| Close |
133-00 |
134-06 |
1-06 |
0.9% |
135-05 |
| Range |
2-25 |
1-26 |
-0-31 |
-34.8% |
3-31 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.4% |
0-00 |
| Volume |
6,525 |
3,786 |
-2,739 |
-42.0% |
461,791 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-06 |
138-16 |
135-06 |
|
| R3 |
137-12 |
136-22 |
134-22 |
|
| R2 |
135-18 |
135-18 |
134-17 |
|
| R1 |
134-28 |
134-28 |
134-11 |
135-07 |
| PP |
133-24 |
133-24 |
133-24 |
133-30 |
| S1 |
133-02 |
133-02 |
134-01 |
133-13 |
| S2 |
131-30 |
131-30 |
133-27 |
|
| S3 |
130-04 |
131-08 |
133-22 |
|
| S4 |
128-10 |
129-14 |
133-06 |
|
|
| 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 |
136-31 |
132-20 |
4-11 |
3.2% |
1-30 |
1.4% |
36% |
False |
True |
9,845 |
| 10 |
138-08 |
132-20 |
5-20 |
4.2% |
1-24 |
1.3% |
28% |
False |
True |
221,787 |
| 20 |
144-02 |
132-20 |
11-14 |
8.5% |
1-25 |
1.3% |
14% |
False |
True |
251,634 |
| 40 |
145-31 |
132-20 |
13-11 |
9.9% |
1-30 |
1.4% |
12% |
False |
True |
276,051 |
| 60 |
145-31 |
131-01 |
14-30 |
11.1% |
2-03 |
1.6% |
21% |
False |
False |
301,473 |
| 80 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
21% |
False |
False |
290,702 |
| 100 |
145-31 |
131-01 |
14-30 |
11.1% |
2-01 |
1.5% |
21% |
False |
False |
233,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-04 |
|
2.618 |
139-06 |
|
1.618 |
137-12 |
|
1.000 |
136-08 |
|
0.618 |
135-18 |
|
HIGH |
134-14 |
|
0.618 |
133-24 |
|
0.500 |
133-17 |
|
0.382 |
133-10 |
|
LOW |
132-20 |
|
0.618 |
131-16 |
|
1.000 |
130-26 |
|
1.618 |
129-22 |
|
2.618 |
127-28 |
|
4.250 |
124-30 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-31 |
134-04 |
| PP |
133-24 |
134-03 |
| S1 |
133-17 |
134-02 |
|