ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	144-11	142-05	-2-06	-1.5%	141-26
High	145-14	143-02	-2-12	-1.6%	143-25
Low	141-25	140-23	-1-02	-0.7%	140-19
Close	142-15	142-10	-0-05	-0.1%	143-16
Range	3-21	2-11	-1-10	-35.9%	3-06
ATR	2-00	2-01	0-01	1.2%	0-00
Volume	1,316	985	-331	-25.2%	793

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	149-02	148-01	143-19
R3	146-23	145-22	142-31
R2	144-12	144-12	142-24
R1	143-11	143-11	142-17	143-28
PP	142-01	142-01	142-01	142-09
S1	141-00	141-00	142-03	141-16
S2	139-22	139-22	141-28
S3	137-11	138-21	141-21
S4	135-00	136-10	141-01

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	140-23	4-23	3.3%	2-15	1.7%	34%	False	True	653
10	145-14	137-10	8-04	5.7%	2-07	1.6%	62%	False	False	339
20	145-14	136-07	9-07	6.5%	1-30	1.4%	66%	False	False	197

Crabel Price Patterns
NR	True
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	0-19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-01
2.618	149-06
1.618	146-27
1.000	145-13
0.618	144-16
HIGH	143-02
0.618	142-05
0.500	141-28
0.382	141-20
LOW	140-23
0.618	139-09
1.000	138-12
1.618	136-30
2.618	134-19
4.250	130-24

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	142-06	143-02
PP	142-01	142-26
S1	141-28	142-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols