ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
129-29 |
130-16 |
0-19 |
0.5% |
132-29 |
| High |
130-31 |
131-00 |
0-01 |
0.0% |
133-26 |
| Low |
129-09 |
128-01 |
-1-08 |
-1.0% |
130-12 |
| Close |
130-20 |
128-07 |
-2-13 |
-1.8% |
131-05 |
| Range |
1-22 |
2-31 |
1-09 |
75.9% |
3-14 |
| ATR |
1-22 |
1-25 |
0-03 |
5.3% |
0-00 |
| Volume |
349,256 |
408,436 |
59,180 |
16.9% |
1,318,207 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-00 |
136-02 |
129-27 |
|
| R3 |
135-01 |
133-03 |
129-01 |
|
| R2 |
132-02 |
132-02 |
128-24 |
|
| R1 |
130-04 |
130-04 |
128-16 |
129-20 |
| PP |
129-03 |
129-03 |
129-03 |
128-26 |
| S1 |
127-05 |
127-05 |
127-30 |
126-20 |
| S2 |
126-04 |
126-04 |
127-22 |
|
| S3 |
123-05 |
124-06 |
127-13 |
|
| S4 |
120-06 |
121-07 |
126-19 |
|
|
| 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 |
131-25 |
128-01 |
3-24 |
2.9% |
1-27 |
1.4% |
5% |
False |
True |
305,695 |
| 10 |
133-30 |
128-01 |
5-29 |
4.6% |
1-22 |
1.3% |
3% |
False |
True |
282,392 |
| 20 |
137-22 |
128-01 |
9-21 |
7.5% |
1-23 |
1.3% |
2% |
False |
True |
304,241 |
| 40 |
145-14 |
128-01 |
17-13 |
13.6% |
1-27 |
1.4% |
1% |
False |
True |
170,399 |
| 60 |
145-14 |
128-01 |
17-13 |
13.6% |
1-27 |
1.4% |
1% |
False |
True |
113,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
138-25 |
|
1.618 |
135-26 |
|
1.000 |
133-31 |
|
0.618 |
132-27 |
|
HIGH |
131-00 |
|
0.618 |
129-28 |
|
0.500 |
129-16 |
|
0.382 |
129-05 |
|
LOW |
128-01 |
|
0.618 |
126-06 |
|
1.000 |
125-02 |
|
1.618 |
123-07 |
|
2.618 |
120-08 |
|
4.250 |
115-13 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-16 |
129-18 |
| PP |
129-03 |
129-04 |
| S1 |
128-21 |
128-22 |
|