ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
130-16 |
128-08 |
-2-08 |
-1.7% |
131-02 |
| High |
131-00 |
129-12 |
-1-20 |
-1.2% |
131-10 |
| Low |
128-01 |
126-29 |
-1-04 |
-0.9% |
126-29 |
| Close |
128-07 |
128-25 |
0-18 |
0.4% |
128-25 |
| Range |
2-31 |
2-15 |
-0-16 |
-16.8% |
4-13 |
| ATR |
1-25 |
1-27 |
0-02 |
2.7% |
0-00 |
| Volume |
408,436 |
431,286 |
22,850 |
5.6% |
1,701,771 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-24 |
134-24 |
130-04 |
|
| R3 |
133-09 |
132-09 |
129-15 |
|
| R2 |
130-26 |
130-26 |
129-07 |
|
| R1 |
129-26 |
129-26 |
129-00 |
130-10 |
| PP |
128-11 |
128-11 |
128-11 |
128-20 |
| S1 |
127-11 |
127-11 |
128-18 |
127-27 |
| S2 |
125-28 |
125-28 |
128-11 |
|
| S3 |
123-13 |
124-28 |
128-03 |
|
| S4 |
120-30 |
122-13 |
127-14 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-07 |
139-29 |
131-07 |
|
| R3 |
137-26 |
135-16 |
130-00 |
|
| R2 |
133-13 |
133-13 |
129-19 |
|
| R1 |
131-03 |
131-03 |
129-06 |
130-02 |
| PP |
129-00 |
129-00 |
129-00 |
128-15 |
| S1 |
126-22 |
126-22 |
128-12 |
125-20 |
| S2 |
124-19 |
124-19 |
127-31 |
|
| S3 |
120-06 |
122-09 |
127-18 |
|
| S4 |
115-25 |
117-28 |
126-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-10 |
126-29 |
4-13 |
3.4% |
2-01 |
1.6% |
43% |
False |
True |
340,354 |
| 10 |
133-26 |
126-29 |
6-29 |
5.4% |
1-25 |
1.4% |
27% |
False |
True |
301,997 |
| 20 |
137-22 |
126-29 |
10-25 |
8.4% |
1-24 |
1.4% |
17% |
False |
True |
302,330 |
| 40 |
145-14 |
126-29 |
18-17 |
14.4% |
1-27 |
1.4% |
10% |
False |
True |
181,173 |
| 60 |
145-14 |
126-29 |
18-17 |
14.4% |
1-27 |
1.4% |
10% |
False |
True |
120,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-28 |
|
2.618 |
135-27 |
|
1.618 |
133-12 |
|
1.000 |
131-27 |
|
0.618 |
130-29 |
|
HIGH |
129-12 |
|
0.618 |
128-14 |
|
0.500 |
128-04 |
|
0.382 |
127-27 |
|
LOW |
126-29 |
|
0.618 |
125-12 |
|
1.000 |
124-14 |
|
1.618 |
122-29 |
|
2.618 |
120-14 |
|
4.250 |
116-13 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-18 |
128-30 |
| PP |
128-11 |
128-29 |
| S1 |
128-04 |
128-27 |
|