ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
125-27 |
125-00 |
-0-27 |
-0.7% |
131-02 |
| High |
127-07 |
127-28 |
0-21 |
0.5% |
131-10 |
| Low |
124-13 |
123-30 |
-0-15 |
-0.4% |
126-29 |
| Close |
124-26 |
127-22 |
2-28 |
2.3% |
128-25 |
| Range |
2-26 |
3-30 |
1-04 |
40.0% |
4-13 |
| ATR |
2-00 |
2-04 |
0-04 |
6.9% |
0-00 |
| Volume |
466,759 |
570,998 |
104,239 |
22.3% |
1,701,771 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
136-30 |
129-27 |
|
| R3 |
134-12 |
133-00 |
128-25 |
|
| R2 |
130-14 |
130-14 |
128-13 |
|
| R1 |
129-02 |
129-02 |
128-02 |
129-24 |
| PP |
126-16 |
126-16 |
126-16 |
126-27 |
| S1 |
125-04 |
125-04 |
127-10 |
125-26 |
| S2 |
122-18 |
122-18 |
126-31 |
|
| S3 |
118-20 |
121-06 |
126-19 |
|
| S4 |
114-22 |
117-08 |
125-17 |
|
|
| 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 |
131-00 |
123-30 |
7-02 |
5.5% |
3-03 |
2.4% |
53% |
False |
True |
461,450 |
| 10 |
132-09 |
123-30 |
8-11 |
6.5% |
2-08 |
1.8% |
45% |
False |
True |
363,793 |
| 20 |
136-14 |
123-30 |
12-16 |
9.8% |
2-01 |
1.6% |
30% |
False |
True |
332,784 |
| 40 |
143-21 |
123-30 |
19-23 |
15.4% |
1-29 |
1.5% |
19% |
False |
True |
217,812 |
| 60 |
145-14 |
123-30 |
21-16 |
16.8% |
1-29 |
1.5% |
17% |
False |
True |
145,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-20 |
|
2.618 |
138-06 |
|
1.618 |
134-08 |
|
1.000 |
131-26 |
|
0.618 |
130-10 |
|
HIGH |
127-28 |
|
0.618 |
126-12 |
|
0.500 |
125-29 |
|
0.382 |
125-14 |
|
LOW |
123-30 |
|
0.618 |
121-16 |
|
1.000 |
120-00 |
|
1.618 |
117-18 |
|
2.618 |
113-20 |
|
4.250 |
107-06 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-03 |
127-09 |
| PP |
126-16 |
126-28 |
| S1 |
125-29 |
126-14 |
|