ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	136-02	136-06	0-04	0.1%	138-03
High	136-30	136-14	-0-16	-0.4%	138-16
Low	135-17	134-31	-0-18	-0.4%	135-14
Close	136-08	135-27	-0-13	-0.3%	137-05
Range	1-13	1-15	0-02	4.4%	3-02
ATR	1-24	1-23	-0-01	-1.1%	0-00
Volume	231,773	399,392	167,619	72.3%	1,495,677

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-05	139-15	136-21
R3	138-22	138-00	136-08
R2	137-07	137-07	136-04
R1	136-17	136-17	135-31	136-04
PP	135-24	135-24	135-24	135-18
S1	135-02	135-02	135-23	134-22
S2	134-09	134-09	135-18
S3	132-26	133-19	135-14
S4	131-11	132-04	135-01

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-07	144-24	138-27
R3	143-05	141-22	138-00
R2	140-03	140-03	137-23
R1	138-20	138-20	137-14	137-26
PP	137-01	137-01	137-01	136-20
S1	135-18	135-18	136-28	134-24
S2	133-31	133-31	136-19
S3	130-29	132-16	136-10
S4	127-27	129-14	135-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-22	134-31	2-23	2.0%	1-17	1.1%	32%	False	True	345,471
10	140-18	134-31	5-19	4.1%	1-17	1.1%	16%	False	True	243,841
20	143-21	134-31	8-22	6.4%	1-22	1.3%	10%	False	True	122,761
40	145-14	134-31	10-15	7.7%	1-26	1.3%	8%	False	True	61,479

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	0-12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142-22
2.618	140-09
1.618	138-26
1.000	137-29
0.618	137-11
HIGH	136-14
0.618	135-28
0.500	135-22
0.382	135-17
LOW	134-31
0.618	134-02
1.000	133-16
1.618	132-19
2.618	131-04
4.250	128-23

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	135-26	136-00
PP	135-24	135-31
S1	135-22	135-29

Download as Excel Spreadsheet

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

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