ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	142-27	142-27	0-00	0.0%	142-27
High	143-21	143-08	-0-13	-0.3%	145-14
Low	142-14	140-05	-2-09	-1.6%	140-05
Close	143-06	140-24	-2-14	-1.7%	140-24
Range	1-07	3-03	1-28	153.8%	5-09
ATR	1-31	2-02	0-03	4.1%	0-00
Volume	635	679	44	6.9%	3,850

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	150-21	148-26	142-14
R3	147-18	145-23	141-19
R2	144-15	144-15	141-10
R1	142-20	142-20	141-01	142-00
PP	141-12	141-12	141-12	141-02
S1	139-17	139-17	140-15	138-29
S2	138-09	138-09	140-06
S3	135-06	136-14	139-29
S4	132-03	133-11	139-02

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	157-31	154-20	143-21
R3	152-22	149-11	142-06
R2	147-13	147-13	141-23
R1	144-02	144-02	141-07	143-03
PP	142-04	142-04	142-04	141-20
S1	138-25	138-25	140-09	137-26
S2	136-27	136-27	139-25
S3	131-18	133-16	139-10
S4	126-09	128-07	137-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-14	140-05	5-09	3.8%	2-15	1.7%	11%	False	True	770
10	145-14	140-05	5-09	3.8%	2-04	1.5%	11%	False	True	464
20	145-14	136-07	9-07	6.5%	1-31	1.4%	49%	False	False	260

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	0-19
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	156-13
2.618	151-11
1.618	148-08
1.000	146-11
0.618	145-05
HIGH	143-08
0.618	142-02
0.500	141-22
0.382	141-11
LOW	140-05
0.618	138-08
1.000	137-02
1.618	135-05
2.618	132-02
4.250	127-00

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	141-22	141-29
PP	141-12	141-17
S1	141-02	141-04

Download as Excel Spreadsheet

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

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