ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	132-26	132-29	0-03	0.1%	134-13
High	133-30	133-26	-0-04	-0.1%	134-30
Low	132-22	132-02	-0-20	-0.5%	132-02
Close	132-30	132-10	-0-20	-0.5%	132-30
Range	1-08	1-24	0-16	40.0%	2-28
ATR	1-26	1-26	0-00	-0.2%	0-00
Volume	235,236	242,153	6,917	2.9%	1,087,829

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	137-31	136-29	133-09
R3	136-07	135-05	132-25
R2	134-15	134-15	132-20
R1	133-13	133-13	132-15	133-02
PP	132-23	132-23	132-23	132-18
S1	131-21	131-21	132-05	131-10
S2	130-31	130-31	132-00
S3	129-07	129-29	131-27
S4	127-15	128-05	131-11

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-30	140-10	134-17
R3	139-02	137-14	133-23
R2	136-06	136-06	133-15
R1	134-18	134-18	133-06	133-30
PP	133-10	133-10	133-10	133-00
S1	131-22	131-22	132-22	131-02
S2	130-14	130-14	132-13
S3	127-18	128-26	132-05
S4	124-22	125-30	131-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-30	132-02	2-28	2.2%	1-28	1.4%	9%	False	True	265,996
10	137-02	132-02	5-00	3.8%	1-24	1.3%	5%	False	True	292,965
20	141-17	132-02	9-15	7.2%	1-21	1.3%	3%	False	True	223,005
40	145-14	132-02	13-12	10.1%	1-27	1.4%	2%	False	True	111,749

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 2 trading days

Fibonacci Retracements and Extensions
4.250	141-08
2.618	138-13
1.618	136-21
1.000	135-18
0.618	134-29
HIGH	133-26
0.618	133-05
0.500	132-30
0.382	132-23
LOW	132-02
0.618	130-31
1.000	130-10
1.618	129-07
2.618	127-15
4.250	124-20

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	132-30	133-10
PP	132-23	132-31
S1	132-17	132-20

Download as Excel Spreadsheet

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

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