ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	135-01	133-22	-1-11	-1.0%	137-02
High	135-04	134-25	-0-11	-0.3%	137-02
Low	133-04	133-03	-0-01	0.0%	133-03
Close	133-18	134-19	1-01	0.8%	134-19
Range	2-00	1-22	-0-10	-15.6%	3-31
ATR	1-26	1-25	0-00	-0.4%	0-00
Volume	362,186	318,774	-43,412	-12.0%	1,599,673

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	139-07	138-19	135-17
R3	137-17	136-29	135-02
R2	135-27	135-27	134-29
R1	135-07	135-07	134-24	135-17
PP	134-05	134-05	134-05	134-10
S1	133-17	133-17	134-14	133-27
S2	132-15	132-15	134-09
S3	130-25	131-27	134-04
S4	129-03	130-05	133-21

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	146-26	144-22	136-25
R3	142-27	140-23	135-22
R2	138-28	138-28	135-10
R1	136-24	136-24	134-31	135-26
PP	134-29	134-29	134-29	134-15
S1	132-25	132-25	134-07	131-28
S2	130-30	130-30	133-28
S3	126-31	128-26	133-16
S4	123-00	124-27	132-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-02	133-03	3-31	2.9%	1-19	1.2%	38%	False	True	319,934
10	138-16	133-03	5-13	4.0%	1-19	1.2%	28%	False	True	309,535
20	143-15	133-03	10-12	7.7%	1-21	1.2%	14%	False	True	156,743
40	145-14	133-03	12-11	9.2%	1-26	1.4%	12%	False	True	78,502

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-30
2.618	139-06
1.618	137-16
1.000	136-15
0.618	135-26
HIGH	134-25
0.618	134-04
0.500	133-30
0.382	133-24
LOW	133-03
0.618	132-02
1.000	131-13
1.618	130-12
2.618	128-22
4.250	125-30

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	134-12	134-24
PP	134-05	134-23
S1	133-30	134-21

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

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