ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	140-04	141-09	1-05	0.8%	140-29
High	141-17	141-09	-0-08	-0.2%	143-15
Low	139-30	139-18	-0-12	-0.3%	139-00
Close	141-00	140-22	-0-10	-0.2%	140-02
Range	1-19	1-23	0-04	7.8%	4-15
ATR	1-31	1-31	-0-01	-0.9%	0-00
Volume	5,105	2,628	-2,477	-48.5%	4,754

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	145-21	144-29	141-20
R3	143-30	143-06	141-05
R2	142-07	142-07	141-00
R1	141-15	141-15	140-27	141-00
PP	140-16	140-16	140-16	140-09
S1	139-24	139-24	140-17	139-08
S2	138-25	138-25	140-12
S3	137-02	138-01	140-07
S4	135-11	136-10	139-24

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	154-08	151-20	142-17
R3	149-25	147-05	141-09
R2	145-10	145-10	140-28
R1	142-22	142-22	140-15	141-24
PP	140-27	140-27	140-27	140-12
S1	138-07	138-07	139-21	137-10
S2	136-12	136-12	139-08
S3	131-29	133-24	138-27
S4	127-14	129-09	137-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-15	139-00	4-15	3.2%	1-31	1.4%	38%	False	False	2,268
10	143-21	139-00	4-21	3.3%	1-30	1.4%	36%	False	False	1,478
20	145-14	137-10	8-04	5.8%	2-01	1.4%	42%	False	False	879

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	0-15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-19
2.618	145-25
1.618	144-02
1.000	143-00
0.618	142-11
HIGH	141-09
0.618	140-20
0.500	140-14
0.382	140-07
LOW	139-18
0.618	138-16
1.000	137-27
1.618	136-25
2.618	135-02
4.250	132-08

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	140-19	140-18
PP	140-16	140-13
S1	140-14	140-08

Download as Excel Spreadsheet

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

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