ECBOT 30 Year Treasury Bond Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 136-26 137-31 1-05 0.8% 135-30
High 138-22 141-11 2-21 1.9% 141-11
Low 136-18 137-26 1-08 0.9% 134-08
Close 138-20 139-11 0-23 0.5% 139-11
Range 2-04 3-17 1-13 66.2% 7-03
ATR 2-03 2-06 0-03 4.9% 0-00
Volume 426,307 406,973 -19,334 -4.5% 1,554,602
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 150-03 148-08 141-09
R3 146-18 144-23 140-10
R2 143-01 143-01 140-00
R1 141-06 141-06 139-21 142-04
PP 139-16 139-16 139-16 139-31
S1 137-21 137-21 139-01 138-18
S2 135-31 135-31 138-22
S3 132-14 134-04 138-12
S4 128-29 130-19 137-13
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 159-19 156-18 143-08
R3 152-16 149-15 141-09
R2 145-13 145-13 140-21
R1 142-12 142-12 140-00 143-28
PP 138-10 138-10 138-10 139-02
S1 135-09 135-09 138-22 136-26
S2 131-07 131-07 138-01
S3 124-04 128-06 137-13
S4 117-01 121-03 135-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-11 134-08 7-03 5.1% 2-01 1.4% 72% True False 310,920
10 141-11 133-09 8-02 5.8% 2-00 1.4% 75% True False 330,615
20 141-11 131-01 10-10 7.4% 2-08 1.6% 81% True False 353,173
40 141-23 131-01 10-22 7.7% 2-04 1.5% 78% False False 259,736
60 145-20 131-01 14-19 10.5% 2-01 1.5% 57% False False 173,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 156-11
2.618 150-19
1.618 147-02
1.000 144-28
0.618 143-17
HIGH 141-11
0.618 140-00
0.500 139-18
0.382 139-05
LOW 137-26
0.618 135-20
1.000 134-09
1.618 132-03
2.618 128-18
4.250 122-26
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 139-18 139-01
PP 139-16 138-22
S1 139-14 138-12

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

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