ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 131-02 130-28 -0-06 -0.1% 132-29
High 131-10 131-04 -0-06 -0.1% 133-26
Low 130-05 129-06 -0-31 -0.7% 130-12
Close 130-30 129-27 -1-03 -0.8% 131-05
Range 1-05 1-30 0-25 67.6% 3-14
ATR 1-22 1-22 0-01 1.1% 0-00
Volume 196,363 316,430 120,067 61.1% 1,318,207
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 135-28 134-25 130-29
R3 133-30 132-27 130-12
R2 132-00 132-00 130-06
R1 130-29 130-29 130-01 130-16
PP 130-02 130-02 130-02 129-27
S1 128-31 128-31 129-21 128-18
S2 128-04 128-04 129-16
S3 126-06 127-01 129-10
S4 124-08 125-03 128-25
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
5 132-16 129-06 3-10 2.6% 1-12 1.1% 20% False True 249,399
10 134-17 129-06 5-11 4.1% 1-18 1.2% 12% False True 258,456
20 138-02 129-06 8-28 6.8% 1-21 1.3% 7% False True 298,606
40 145-14 129-06 16-08 12.5% 1-25 1.4% 4% False True 151,457
60 145-14 129-06 16-08 12.5% 1-25 1.4% 4% False True 100,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139-12
2.618 136-06
1.618 134-08
1.000 133-02
0.618 132-10
HIGH 131-04
0.618 130-12
0.500 130-05
0.382 129-30
LOW 129-06
0.618 128-00
1.000 127-08
1.618 126-02
2.618 124-04
4.250 120-30
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 130-05 130-16
PP 130-02 130-09
S1 129-30 130-02

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

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