ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	142-22	142-27	0-05	0.1%	141-26
High	143-25	144-15	0-22	0.5%	143-25
Low	141-28	142-15	0-19	0.4%	140-19
Close	143-16	144-06	0-22	0.5%	143-16
Range	1-29	2-00	0-03	4.9%	3-06
ATR	1-28	1-28	0-00	0.5%	0-00
Volume	396	235	-161	-40.7%	793

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	149-23	148-30	145-09
R3	147-23	146-30	144-24
R2	145-23	145-23	144-18
R1	144-30	144-30	144-12	145-10
PP	143-23	143-23	143-23	143-29
S1	142-30	142-30	144-00	143-10
S2	141-23	141-23	143-26
S3	139-23	140-30	143-20
S4	137-23	138-30	143-03

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	152-06	151-01	145-08
R3	149-00	147-27	144-12
R2	145-26	145-26	144-03
R1	144-21	144-21	143-25	145-08
PP	142-20	142-20	142-20	142-29
S1	141-15	141-15	143-07	142-02
S2	139-14	139-14	142-29
S3	136-08	138-09	142-20
S4	133-02	135-03	141-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-15	140-28	3-19	2.5%	1-28	1.3%	92%	True	False	196
10	144-15	137-10	7-05	5.0%	1-28	1.3%	96%	True	False	150
20	144-15	136-07	8-08	5.7%	1-29	1.3%	97%	True	False	85

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	0-13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	152-31
2.618	149-23
1.618	147-23
1.000	146-15
0.618	145-23
HIGH	144-15
0.618	143-23
0.500	143-15
0.382	143-07
LOW	142-15
0.618	141-07
1.000	140-15
1.618	139-07
2.618	137-07
4.250	133-31

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	143-30	143-22
PP	143-23	143-06
S1	143-15	142-22

Download as Excel Spreadsheet

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

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