ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 17-Aug-2022
Day Change Summary
Previous Current
16-Aug-2022 17-Aug-2022 Change Change % Previous Week
Open 141-09 140-16 -0-25 -0.6% 140-29
High 141-09 140-29 -0-12 -0.3% 143-15
Low 139-18 139-12 -0-06 -0.1% 139-00
Close 140-22 139-25 -0-29 -0.6% 140-02
Range 1-23 1-17 -0-06 -10.9% 4-15
ATR 1-31 1-30 -0-01 -1.6% 0-00
Volume 2,628 3,015 387 14.7% 4,754
Daily Pivots for day following 17-Aug-2022
Classic Woodie Camarilla DeMark
R4 144-20 143-23 140-20
R3 143-03 142-06 140-06
R2 141-18 141-18 140-02
R1 140-21 140-21 139-29 140-11
PP 140-01 140-01 140-01 139-28
S1 139-04 139-04 139-21 138-26
S2 138-16 138-16 139-16
S3 136-31 137-19 139-12
S4 135-14 136-02 138-30
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
5 142-08 139-00 3-08 2.3% 1-27 1.3% 24% False False 2,633
10 143-21 139-00 4-21 3.3% 1-28 1.3% 17% False False 1,681
20 145-14 137-10 8-04 5.8% 2-01 1.5% 30% False False 1,010
40 145-14 133-20 11-26 8.5% 1-26 1.3% 52% False False 521
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147-13
2.618 144-29
1.618 143-12
1.000 142-14
0.618 141-27
HIGH 140-29
0.618 140-10
0.500 140-04
0.382 139-31
LOW 139-12
0.618 138-14
1.000 137-27
1.618 136-29
2.618 135-12
4.250 132-28
Fisher Pivots for day following 17-Aug-2022
Pivot 1 day 3 day
R1 140-04 140-14
PP 140-01 140-07
S1 139-29 140-00

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

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