ECBOT 30 Year Treasury Bond Future December 2022
Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
132-05 |
131-18 |
-0-19 |
-0.4% |
132-29 |
High |
132-09 |
131-25 |
-0-16 |
-0.4% |
133-26 |
Low |
131-09 |
130-12 |
-0-29 |
-0.7% |
130-12 |
Close |
131-13 |
131-05 |
-0-08 |
-0.2% |
131-05 |
Range |
1-00 |
1-13 |
0-13 |
40.6% |
3-14 |
ATR |
1-24 |
1-23 |
-0-01 |
-1.4% |
0-00 |
Volume |
210,644 |
257,994 |
47,350 |
22.5% |
1,318,207 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-10 |
134-21 |
131-30 |
|
R3 |
133-29 |
133-08 |
131-17 |
|
R2 |
132-16 |
132-16 |
131-13 |
|
R1 |
131-27 |
131-27 |
131-09 |
131-15 |
PP |
131-03 |
131-03 |
131-03 |
130-30 |
S1 |
130-14 |
130-14 |
131-01 |
130-02 |
S2 |
129-22 |
129-22 |
130-29 |
|
S3 |
128-09 |
129-01 |
130-25 |
|
S4 |
126-28 |
127-20 |
130-12 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-03 |
140-02 |
133-02 |
|
R3 |
138-21 |
136-20 |
132-03 |
|
R2 |
135-07 |
135-07 |
131-25 |
|
R1 |
133-06 |
133-06 |
131-15 |
132-16 |
PP |
131-25 |
131-25 |
131-25 |
131-14 |
S1 |
129-24 |
129-24 |
130-27 |
129-02 |
S2 |
128-11 |
128-11 |
130-17 |
|
S3 |
124-29 |
126-10 |
130-07 |
|
S4 |
121-15 |
122-28 |
129-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-26 |
130-12 |
3-14 |
2.6% |
1-17 |
1.2% |
23% |
False |
True |
263,641 |
10 |
134-30 |
130-12 |
4-18 |
3.5% |
1-23 |
1.3% |
17% |
False |
True |
272,481 |
20 |
139-30 |
130-12 |
9-18 |
7.3% |
1-22 |
1.3% |
8% |
False |
True |
276,057 |
40 |
145-14 |
130-12 |
15-02 |
11.5% |
1-26 |
1.4% |
5% |
False |
True |
138,640 |
60 |
145-14 |
130-12 |
15-02 |
11.5% |
1-24 |
1.3% |
5% |
False |
True |
92,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-24 |
2.618 |
135-15 |
1.618 |
134-02 |
1.000 |
133-06 |
0.618 |
132-21 |
HIGH |
131-25 |
0.618 |
131-08 |
0.500 |
131-02 |
0.382 |
130-29 |
LOW |
130-12 |
0.618 |
129-16 |
1.000 |
128-31 |
1.618 |
128-03 |
2.618 |
126-22 |
4.250 |
124-13 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
131-04 |
131-14 |
PP |
131-03 |
131-11 |
S1 |
131-02 |
131-08 |
|