ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	141-26	142-16	0-22	0.5%	139-19
High	142-03	142-27	0-24	0.5%	142-14
Low	140-19	141-12	0-25	0.6%	137-10
Close	140-30	141-20	0-22	0.5%	141-20
Range	1-16	1-15	-0-01	-2.1%	5-04
ATR	1-27	1-27	0-00	0.3%	0-00
Volume	44	10	-34	-77.3%	487

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-11	145-15	142-14
R3	144-28	144-00	142-01
R2	143-13	143-13	141-29
R1	142-17	142-17	141-24	142-08
PP	141-30	141-30	141-30	141-26
S1	141-02	141-02	141-16	140-24
S2	140-15	140-15	141-11
S3	139-00	139-19	141-07
S4	137-17	138-04	140-26

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	155-27	153-27	144-14
R3	150-23	148-23	143-01
R2	145-19	145-19	142-18
R1	143-19	143-19	142-03	144-19
PP	140-15	140-15	140-15	140-30
S1	138-15	138-15	141-05	139-15
S2	135-11	135-11	140-22
S3	130-07	133-11	140-07
S4	125-03	128-07	138-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-27	137-10	5-17	3.9%	1-30	1.4%	78%	True	False	104
10	142-27	137-01	5-26	4.1%	1-26	1.3%	79%	True	False	59
20	142-27	133-20	9-07	6.5%	1-26	1.3%	87%	True	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149-03
2.618	146-22
1.618	145-07
1.000	144-10
0.618	143-24
HIGH	142-27
0.618	142-09
0.500	142-04
0.382	141-30
LOW	141-12
0.618	140-15
1.000	139-29
1.618	139-00
2.618	137-17
4.250	135-04

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	142-04	141-18
PP	141-30	141-16
S1	141-25	141-14

Download as Excel Spreadsheet

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

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