ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
128-08 |
128-31 |
0-23 |
0.6% |
131-02 |
| High |
129-12 |
128-31 |
-0-13 |
-0.3% |
131-10 |
| Low |
126-29 |
125-24 |
-1-05 |
-0.9% |
126-29 |
| Close |
128-25 |
126-16 |
-2-09 |
-1.8% |
128-25 |
| Range |
2-15 |
3-07 |
0-24 |
30.4% |
4-13 |
| ATR |
1-27 |
1-30 |
0-03 |
5.4% |
0-00 |
| Volume |
431,286 |
429,772 |
-1,514 |
-0.4% |
1,701,771 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-23 |
134-27 |
128-09 |
|
| R3 |
133-16 |
131-20 |
127-12 |
|
| R2 |
130-09 |
130-09 |
127-03 |
|
| R1 |
128-13 |
128-13 |
126-25 |
127-24 |
| PP |
127-02 |
127-02 |
127-02 |
126-24 |
| S1 |
125-06 |
125-06 |
126-07 |
124-16 |
| S2 |
123-27 |
123-27 |
125-29 |
|
| S3 |
120-20 |
121-31 |
125-20 |
|
| S4 |
117-13 |
118-24 |
124-23 |
|
|
| 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 |
131-04 |
125-24 |
5-12 |
4.2% |
2-15 |
1.9% |
14% |
False |
True |
387,036 |
| 10 |
133-10 |
125-24 |
7-18 |
6.0% |
1-30 |
1.5% |
10% |
False |
True |
320,759 |
| 20 |
137-02 |
125-24 |
11-10 |
8.9% |
1-27 |
1.5% |
7% |
False |
True |
306,862 |
| 40 |
145-14 |
125-24 |
19-22 |
15.6% |
1-28 |
1.5% |
4% |
False |
True |
191,907 |
| 60 |
145-14 |
125-24 |
19-22 |
15.6% |
1-29 |
1.5% |
4% |
False |
True |
127,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-21 |
|
2.618 |
137-13 |
|
1.618 |
134-06 |
|
1.000 |
132-06 |
|
0.618 |
130-31 |
|
HIGH |
128-31 |
|
0.618 |
127-24 |
|
0.500 |
127-12 |
|
0.382 |
126-31 |
|
LOW |
125-24 |
|
0.618 |
123-24 |
|
1.000 |
122-17 |
|
1.618 |
120-17 |
|
2.618 |
117-10 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-12 |
128-12 |
| PP |
127-02 |
127-24 |
| S1 |
126-25 |
127-04 |
|