ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	132-11	132-05	-0-06	-0.1%	134-13
High	133-10	132-16	-0-26	-0.6%	134-30
Low	131-04	131-04	0-00	0.0%	132-02
Close	131-29	131-31	0-02	0.0%	132-30
Range	2-06	1-12	-0-26	-37.1%	2-28
ATR	1-27	1-26	-0-01	-1.8%	0-00
Volume	341,851	265,565	-76,286	-22.3%	1,087,829

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	136-00	135-11	132-23
R3	134-20	133-31	132-11
R2	133-08	133-08	132-07
R1	132-19	132-19	132-03	132-08
PP	131-28	131-28	131-28	131-22
S1	131-07	131-07	131-27	130-28
S2	130-16	130-16	131-23
S3	129-04	129-27	131-19
S4	127-24	128-15	131-07

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	134-17	131-04	3-13	2.6%	1-22	1.3%	25%	False	True	269,517
10	136-14	131-04	5-10	4.0%	1-26	1.4%	16%	False	True	301,775
20	140-29	131-04	9-25	7.4%	1-22	1.3%	9%	False	True	252,989
40	145-14	131-04	14-10	10.8%	1-27	1.4%	6%	False	True	126,934

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	0-15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138-11
2.618	136-03
1.618	134-23
1.000	133-28
0.618	133-11
HIGH	132-16
0.618	131-31
0.500	131-26
0.382	131-21
LOW	131-04
0.618	130-09
1.000	129-24
1.618	128-29
2.618	127-17
4.250	125-09

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	131-29	132-15
PP	131-28	132-10
S1	131-26	132-04

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

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