ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	142-05	142-27	0-22	0.5%	141-26
High	143-02	143-21	0-19	0.4%	143-25
Low	140-23	142-14	1-23	1.2%	140-19
Close	142-10	143-06	0-28	0.6%	143-16
Range	2-11	1-07	-1-04	-48.0%	3-06
ATR	2-01	1-31	-0-02	-2.4%	0-00
Volume	985	635	-350	-35.5%	793

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-24	146-06	143-27
R3	145-17	144-31	143-17
R2	144-10	144-10	143-13
R1	143-24	143-24	143-10	144-01
PP	143-03	143-03	143-03	143-08
S1	142-17	142-17	143-02	142-26
S2	141-28	141-28	142-31
S3	140-21	141-10	142-27
S4	139-14	140-03	142-17

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%	2-07	1.6%	52%	False	False	713
10	145-14	140-01	5-13	3.8%	2-01	1.4%	58%	False	False	400
20	145-14	136-07	9-07	6.4%	1-30	1.3%	76%	False	False	228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-18
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	148-27
2.618	146-27
1.618	145-20
1.000	144-28
0.618	144-13
HIGH	143-21
0.618	143-06
0.500	143-02
0.382	142-29
LOW	142-14
0.618	141-22
1.000	141-07
1.618	140-15
2.618	139-08
4.250	137-08

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	143-04	143-05
PP	143-03	143-04
S1	143-02	143-02

Download as Excel Spreadsheet

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

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