ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 25-Aug-2022
Day Change Summary
Previous Current
24-Aug-2022 25-Aug-2022 Change Change % Previous Week
Open 136-30 135-26 -1-04 -0.8% 140-04
High 137-09 137-11 0-02 0.0% 141-17
Low 135-19 135-14 -0-05 -0.1% 137-23
Close 135-28 137-08 1-12 1.0% 137-30
Range 1-22 1-29 0-07 13.0% 3-26
ATR 1-26 1-26 0-00 0.3% 0-00
Volume 468,750 469,521 771 0.2% 34,772
Daily Pivots for day following 25-Aug-2022
Classic Woodie Camarilla DeMark
R4 142-13 141-23 138-10
R3 140-16 139-26 137-25
R2 138-19 138-19 137-19
R1 137-29 137-29 137-14 138-08
PP 136-22 136-22 136-22 136-27
S1 136-00 136-00 137-02 136-11
S2 134-25 134-25 136-29
S3 132-28 134-03 136-23
S4 130-31 132-06 136-06
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
5 139-30 135-14 4-16 3.3% 1-23 1.3% 40% False True 235,265
10 141-17 135-14 6-03 4.4% 1-19 1.2% 30% False True 119,251
20 145-14 135-14 10-00 7.3% 1-29 1.4% 18% False True 60,016
40 145-14 135-14 10-00 7.3% 1-29 1.4% 18% False True 30,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145-14
2.618 142-11
1.618 140-14
1.000 139-08
0.618 138-17
HIGH 137-11
0.618 136-20
0.500 136-12
0.382 136-05
LOW 135-14
0.618 134-08
1.000 133-17
1.618 132-11
2.618 130-14
4.250 127-11
Fisher Pivots for day following 25-Aug-2022
Pivot 1 day 3 day
R1 136-31 137-03
PP 136-22 136-29
S1 136-12 136-24

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

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