ECBOT 30 Year Treasury Bond Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
134-01 |
133-13 |
-0-20 |
-0.5% |
135-00 |
| High |
135-01 |
134-13 |
-0-20 |
-0.5% |
135-15 |
| Low |
133-09 |
133-07 |
-0-02 |
0.0% |
132-20 |
| Close |
133-26 |
133-15 |
-0-11 |
-0.3% |
133-15 |
| Range |
1-24 |
1-06 |
-0-18 |
-32.1% |
2-27 |
| ATR |
1-29 |
1-27 |
-0-02 |
-2.7% |
0-00 |
| Volume |
5,122 |
569 |
-4,553 |
-88.9% |
16,002 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
136-18 |
134-04 |
|
| R3 |
136-02 |
135-12 |
133-25 |
|
| R2 |
134-28 |
134-28 |
133-22 |
|
| R1 |
134-06 |
134-06 |
133-18 |
134-17 |
| PP |
133-22 |
133-22 |
133-22 |
133-28 |
| S1 |
133-00 |
133-00 |
133-12 |
133-11 |
| S2 |
132-16 |
132-16 |
133-08 |
|
| S3 |
131-10 |
131-26 |
133-05 |
|
| S4 |
130-04 |
130-20 |
132-26 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-12 |
140-25 |
135-01 |
|
| R3 |
139-17 |
137-30 |
134-08 |
|
| R2 |
136-22 |
136-22 |
134-00 |
|
| R1 |
135-03 |
135-03 |
133-23 |
134-15 |
| PP |
133-27 |
133-27 |
133-27 |
133-18 |
| S1 |
132-08 |
132-08 |
133-07 |
131-20 |
| S2 |
131-00 |
131-00 |
132-30 |
|
| S3 |
128-05 |
129-13 |
132-22 |
|
| S4 |
125-10 |
126-18 |
131-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-15 |
132-20 |
2-27 |
2.1% |
1-27 |
1.4% |
30% |
False |
False |
4,786 |
| 10 |
138-08 |
132-20 |
5-20 |
4.2% |
1-22 |
1.3% |
15% |
False |
False |
94,347 |
| 20 |
142-03 |
132-20 |
9-15 |
7.1% |
1-21 |
1.2% |
9% |
False |
False |
217,301 |
| 40 |
145-31 |
132-20 |
13-11 |
10.0% |
1-29 |
1.4% |
6% |
False |
False |
255,815 |
| 60 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
16% |
False |
False |
284,874 |
| 80 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
16% |
False |
False |
290,719 |
| 100 |
145-31 |
131-01 |
14-30 |
11.2% |
2-01 |
1.5% |
16% |
False |
False |
233,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-14 |
|
2.618 |
137-16 |
|
1.618 |
136-10 |
|
1.000 |
135-19 |
|
0.618 |
135-04 |
|
HIGH |
134-13 |
|
0.618 |
133-30 |
|
0.500 |
133-26 |
|
0.382 |
133-22 |
|
LOW |
133-07 |
|
0.618 |
132-16 |
|
1.000 |
132-01 |
|
1.618 |
131-10 |
|
2.618 |
130-04 |
|
4.250 |
128-06 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133-26 |
133-26 |
| PP |
133-22 |
133-23 |
| S1 |
133-19 |
133-19 |
|