ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	133-22	134-13	0-23	0.5%	137-02
High	134-25	134-30	0-05	0.1%	137-02
Low	133-03	132-05	-0-30	-0.7%	133-03
Close	134-19	132-14	-2-05	-1.6%	134-19
Range	1-22	2-25	1-03	64.8%	3-31
ATR	1-25	1-28	0-02	4.0%	0-00
Volume	318,774	334,263	15,489	4.9%	1,599,673

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-17	139-24	133-31
R3	138-24	136-31	133-06
R2	135-31	135-31	132-30
R1	134-06	134-06	132-22	133-22
PP	133-06	133-06	133-06	132-30
S1	131-13	131-13	132-06	130-29
S2	130-13	130-13	131-30
S3	127-20	128-20	131-22
S4	124-27	125-27	130-29

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	136-30	132-05	4-25	3.6%	1-28	1.4%	6%	False	True	329,277
10	138-02	132-05	5-29	4.5%	1-23	1.3%	5%	False	True	338,757
20	143-15	132-05	11-10	8.5%	1-23	1.3%	2%	False	True	173,433
40	145-14	132-05	13-09	10.0%	1-27	1.4%	2%	False	True	86,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	146-24
2.618	142-07
1.618	139-14
1.000	137-23
0.618	136-21
HIGH	134-30
0.618	133-28
0.500	133-18
0.382	133-07
LOW	132-05
0.618	130-14
1.000	129-12
1.618	127-21
2.618	124-28
4.250	120-11

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	133-18	133-20
PP	133-06	133-08
S1	132-26	132-27

Download as Excel Spreadsheet

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

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