ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	142-01	141-06	-0-27	-0.6%	142-27
High	143-15	142-08	-1-07	-0.8%	145-14
Low	141-07	139-07	-2-00	-1.4%	140-05
Close	141-13	139-16	-1-29	-1.3%	140-24
Range	2-08	3-01	0-25	34.7%	5-09
ATR	2-00	2-02	0-02	3.8%	0-00
Volume	1,190	1,227	37	3.1%	3,850

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	149-13	147-16	141-05
R3	146-12	144-15	140-11
R2	143-11	143-11	140-02
R1	141-14	141-14	139-25	140-28
PP	140-10	140-10	140-10	140-02
S1	138-13	138-13	139-07	137-27
S2	137-09	137-09	138-30
S3	134-08	135-12	138-21
S4	131-07	132-11	137-27

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	143-15	139-07	4-08	3.0%	2-08	1.6%	7%	False	True	848
10	145-14	139-07	6-07	4.5%	2-08	1.6%	5%	False	True	780
20	145-14	137-10	8-04	5.8%	2-00	1.4%	27%	False	False	435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155-04
2.618	150-06
1.618	147-05
1.000	145-09
0.618	144-04
HIGH	142-08
0.618	141-03
0.500	140-24
0.382	140-12
LOW	139-07
0.618	137-11
1.000	136-06
1.618	134-10
2.618	131-09
4.250	126-11

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	140-24	141-11
PP	140-10	140-23
S1	139-29	140-04

Download as Excel Spreadsheet

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

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