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 |
|
|
|
|
|
|
| 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 |
|