ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	138-22	137-30	-0-24	-0.5%	136-10
High	138-22	139-08	0-18	0.4%	140-03
Low	137-20	137-28	0-08	0.2%	136-07
Close	138-02	138-00	-0-02	0.0%	139-15
Range	1-02	1-12	0-10	29.4%	3-28
ATR	1-24	1-23	-0-01	-1.5%	0-00
Volume	5	407	402	8,040.0%	88

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	142-16	141-20	138-24
R3	141-04	140-08	138-12
R2	139-24	139-24	138-08
R1	138-28	138-28	138-04	139-10
PP	138-12	138-12	138-12	138-19
S1	137-16	137-16	137-28	137-30
S2	137-00	137-00	137-24
S3	135-20	136-04	137-20
S4	134-08	134-24	137-08

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	150-07	148-23	141-19
R3	146-11	144-27	140-17
R2	142-15	142-15	140-06
R1	140-31	140-31	139-26	141-23
PP	138-19	138-19	138-19	138-31
S1	137-03	137-03	139-04	137-27
S2	134-23	134-23	138-24
S3	130-27	133-07	138-13
S4	126-31	129-11	137-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-03	137-20	2-15	1.8%	1-14	1.0%	15%	False	False	92
10	140-03	136-07	3-28	2.8%	1-21	1.2%	46%	False	False	56
20	141-11	133-20	7-23	5.6%	1-18	1.1%	57%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-03
2.618	142-27
1.618	141-15
1.000	140-20
0.618	140-03
HIGH	139-08
0.618	138-23
0.500	138-18
0.382	138-13
LOW	137-28
0.618	137-01
1.000	136-16
1.618	135-21
2.618	134-09
4.250	132-01

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	138-18	138-25
PP	138-12	138-17
S1	138-06	138-08

Download as Excel Spreadsheet

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

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