ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	142-27	144-11	1-16	1.1%	141-26
High	144-15	145-14	0-31	0.7%	143-25
Low	142-15	141-25	-0-22	-0.5%	140-19
Close	144-06	142-15	-1-23	-1.2%	143-16
Range	2-00	3-21	1-21	82.8%	3-06
ATR	1-28	2-00	0-04	6.8%	0-00
Volume	235	1,316	1,081	460.0%	793

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	154-06	152-00	144-15
R3	150-17	148-11	143-15
R2	146-28	146-28	143-04
R1	144-22	144-22	142-26	143-30
PP	143-07	143-07	143-07	142-28
S1	141-01	141-01	142-04	140-10
S2	139-18	139-18	141-26
S3	135-29	137-12	141-15
S4	132-08	133-23	140-15

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	145-14	140-28	4-18	3.2%	2-10	1.6%	35%	True	False	458
10	145-14	137-10	8-04	5.7%	2-04	1.5%	63%	True	False	281
20	145-14	136-07	9-07	6.5%	1-30	1.4%	68%	True	False	148

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	0-16
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	160-31
2.618	155-00
1.618	151-11
1.000	149-03
0.618	147-22
HIGH	145-14
0.618	144-01
0.500	143-20
0.382	143-06
LOW	141-25
0.618	139-17
1.000	138-04
1.618	135-28
2.618	132-07
4.250	126-08

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	143-20	143-20
PP	143-07	143-07
S1	142-27	142-27

Download as Excel Spreadsheet

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

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