ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
131-18 |
131-02 |
-0-16 |
-0.4% |
132-29 |
| High |
131-25 |
131-10 |
-0-15 |
-0.4% |
133-26 |
| Low |
130-12 |
130-05 |
-0-07 |
-0.2% |
130-12 |
| Close |
131-05 |
130-30 |
-0-07 |
-0.2% |
131-05 |
| Range |
1-13 |
1-05 |
-0-08 |
-17.8% |
3-14 |
| ATR |
1-23 |
1-22 |
-0-01 |
-2.3% |
0-00 |
| Volume |
257,994 |
196,363 |
-61,631 |
-23.9% |
1,318,207 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-24 |
131-18 |
|
| R3 |
133-04 |
132-19 |
131-08 |
|
| R2 |
131-31 |
131-31 |
131-05 |
|
| R1 |
131-14 |
131-14 |
131-01 |
131-04 |
| PP |
130-26 |
130-26 |
130-26 |
130-20 |
| S1 |
130-09 |
130-09 |
130-27 |
129-31 |
| S2 |
129-21 |
129-21 |
130-23 |
|
| S3 |
128-16 |
129-04 |
130-20 |
|
| S4 |
127-11 |
127-31 |
130-10 |
|
|
| 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 |
133-10 |
130-05 |
3-05 |
2.4% |
1-14 |
1.1% |
25% |
False |
True |
254,483 |
| 10 |
134-30 |
130-05 |
4-25 |
3.7% |
1-21 |
1.3% |
16% |
False |
True |
260,239 |
| 20 |
138-16 |
130-05 |
8-11 |
6.4% |
1-20 |
1.2% |
9% |
False |
True |
284,887 |
| 40 |
145-14 |
130-05 |
15-09 |
11.7% |
1-25 |
1.4% |
5% |
False |
True |
143,547 |
| 60 |
145-14 |
130-05 |
15-09 |
11.7% |
1-25 |
1.4% |
5% |
False |
True |
95,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-07 |
|
2.618 |
134-11 |
|
1.618 |
133-06 |
|
1.000 |
132-15 |
|
0.618 |
132-01 |
|
HIGH |
131-10 |
|
0.618 |
130-28 |
|
0.500 |
130-24 |
|
0.382 |
130-19 |
|
LOW |
130-05 |
|
0.618 |
129-14 |
|
1.000 |
129-00 |
|
1.618 |
128-09 |
|
2.618 |
127-04 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-28 |
131-07 |
| PP |
130-26 |
131-04 |
| S1 |
130-24 |
131-01 |
|