ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	138-03	137-16	-0-19	-0.4%	140-04
High	138-16	138-02	-0-14	-0.3%	141-17
Low	137-06	136-17	-0-21	-0.5%	137-23
Close	137-09	136-30	-0-11	-0.3%	137-30
Range	1-10	1-17	0-07	16.7%	3-26
ATR	1-27	1-27	-0-01	-1.2%	0-00
Volume	42,042	176,241	134,199	319.2%	34,772

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-25	140-28	137-25
R3	140-08	139-11	137-11
R2	138-23	138-23	137-07
R1	137-26	137-26	137-02	137-16
PP	137-06	137-06	137-06	137-00
S1	136-09	136-09	136-26	135-31
S2	135-21	135-21	136-21
S3	134-04	134-24	136-17
S4	132-19	133-07	136-03

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	150-16	148-01	140-01
R3	146-22	144-07	139-00
R2	142-28	142-28	138-20
R1	140-13	140-13	138-09	139-24
PP	139-02	139-02	139-02	138-23
S1	136-19	136-19	137-19	135-30
S2	135-08	135-08	137-08
S3	131-14	132-25	136-28
S4	127-20	128-31	135-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-29	136-17	4-12	3.2%	1-17	1.1%	9%	False	True	49,064
10	143-15	136-17	6-30	5.1%	1-24	1.3%	6%	False	True	25,666
20	145-14	136-17	8-29	6.5%	1-30	1.4%	5%	False	True	13,119
40	145-14	133-20	11-26	8.6%	1-28	1.4%	28%	False	False	6,578

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	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-18
2.618	142-02
1.618	140-17
1.000	139-19
0.618	139-00
HIGH	138-02
0.618	137-15
0.500	137-10
0.382	137-04
LOW	136-17
0.618	135-19
1.000	135-00
1.618	134-02
2.618	132-17
4.250	130-01

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	137-10	138-08
PP	137-06	137-26
S1	137-02	137-12

Download as Excel Spreadsheet

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

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