ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	136-06	135-01	-1-05	-0.8%	138-03
High	136-14	135-04	-1-10	-1.0%	138-16
Low	134-31	133-04	-1-27	-1.4%	135-14
Close	135-27	133-18	-2-09	-1.7%	137-05
Range	1-15	2-00	0-17	36.2%	3-02
ATR	1-23	1-26	0-02	4.1%	0-00
Volume	399,392	362,186	-37,206	-9.3%	1,495,677

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	139-30	138-24	134-21
R3	137-30	136-24	134-04
R2	135-30	135-30	133-30
R1	134-24	134-24	133-24	134-11
PP	133-30	133-30	133-30	133-24
S1	132-24	132-24	133-12	132-11
S2	131-30	131-30	133-06
S3	129-30	130-24	133-00
S4	127-30	128-24	132-15

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	133-04	4-18	3.4%	1-17	1.2%	10%	False	True	324,004
10	139-30	133-04	6-26	5.1%	1-20	1.2%	6%	False	True	279,634
20	143-15	133-04	10-11	7.7%	1-24	1.3%	4%	False	True	140,839
40	145-14	133-04	12-10	9.2%	1-27	1.4%	4%	False	True	70,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	143-20
2.618	140-12
1.618	138-12
1.000	137-04
0.618	136-12
HIGH	135-04
0.618	134-12
0.500	134-04
0.382	133-28
LOW	133-04
0.618	131-28
1.000	131-04
1.618	129-28
2.618	127-28
4.250	124-20

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	134-04	135-01
PP	133-30	134-17
S1	133-24	134-02

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols