ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	142-16	141-11	-1-05	-0.8%	139-19
High	142-27	142-18	-0-09	-0.2%	142-14
Low	141-12	141-03	-0-09	-0.2%	137-10
Close	141-20	142-10	0-22	0.5%	141-20
Range	1-15	1-15	0-00	0.0%	5-04
ATR	1-27	1-26	-0-01	-1.4%	0-00
Volume	10	7	-3	-30.0%	487

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-13	145-26	143-04
R3	144-30	144-11	142-23
R2	143-15	143-15	142-19
R1	142-28	142-28	142-14	143-06
PP	142-00	142-00	142-00	142-04
S1	141-13	141-13	142-06	141-22
S2	140-17	140-17	142-01
S3	139-02	139-30	141-29
S4	137-19	138-15	141-16

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%	1-31	1.4%	90%	False	False	24
10	142-27	137-10	5-17	3.9%	1-22	1.2%	90%	False	False	58
20	142-27	135-00	7-27	5.5%	1-27	1.3%	93%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
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	0-09

Fibonacci Retracements and Extensions
4.250	148-26
2.618	146-13
1.618	144-30
1.000	144-01
0.618	143-15
HIGH	142-18
0.618	142-00
0.500	141-26
0.382	141-21
LOW	141-03
0.618	140-06
1.000	139-20
1.618	138-23
2.618	137-08
4.250	134-27

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	142-05	142-04
PP	142-00	141-29
S1	141-26	141-23

Download as Excel Spreadsheet

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

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