ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	137-30	137-30	0-00	0.0%	136-10
High	139-08	140-10	1-02	0.8%	140-03
Low	137-28	137-10	-0-18	-0.4%	136-07
Close	138-00	139-29	1-29	1.4%	139-15
Range	1-12	3-00	1-20	118.2%	3-28
ATR	1-23	1-26	0-03	5.4%	0-00
Volume	407	16	-391	-96.1%	88

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	148-06	147-01	141-18
R3	145-06	144-01	140-23
R2	142-06	142-06	140-15
R1	141-01	141-01	140-06	141-20
PP	139-06	139-06	139-06	139-15
S1	138-01	138-01	139-20	138-20
S2	136-06	136-06	139-11
S3	133-06	135-01	139-03
S4	130-06	132-01	138-08

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	140-10	137-10	3-00	2.1%	1-23	1.2%	86%	True	True	92
10	140-10	136-07	4-03	2.9%	1-26	1.3%	90%	True	False	55
20	141-11	133-20	7-23	5.5%	1-21	1.2%	81%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	153-02
2.618	148-05
1.618	145-05
1.000	143-10
0.618	142-05
HIGH	140-10
0.618	139-05
0.500	138-26
0.382	138-15
LOW	137-10
0.618	135-15
1.000	134-10
1.618	132-15
2.618	129-15
4.250	124-18

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	139-17	139-17
PP	139-06	139-06
S1	138-26	138-26

Download as Excel Spreadsheet

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

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