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

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

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