ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
127-04 |
126-14 |
-0-22 |
-0.5% |
128-31 |
| High |
127-18 |
128-01 |
0-15 |
0.4% |
128-31 |
| Low |
125-22 |
126-00 |
0-10 |
0.2% |
123-30 |
| Close |
127-02 |
126-13 |
-0-21 |
-0.5% |
126-13 |
| Range |
1-28 |
2-01 |
0-05 |
8.3% |
5-01 |
| ATR |
2-04 |
2-04 |
0-00 |
-0.3% |
0-00 |
| Volume |
392,777 |
506,181 |
113,404 |
28.9% |
2,366,487 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
131-22 |
127-17 |
|
| R3 |
130-28 |
129-21 |
126-31 |
|
| R2 |
128-27 |
128-27 |
126-25 |
|
| R1 |
127-20 |
127-20 |
126-19 |
127-07 |
| PP |
126-26 |
126-26 |
126-26 |
126-20 |
| S1 |
125-19 |
125-19 |
126-07 |
125-06 |
| S2 |
124-25 |
124-25 |
126-01 |
|
| S3 |
122-24 |
123-18 |
125-27 |
|
| S4 |
120-23 |
121-17 |
125-09 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-17 |
139-00 |
129-06 |
|
| R3 |
136-16 |
133-31 |
127-25 |
|
| R2 |
131-15 |
131-15 |
127-11 |
|
| R1 |
128-30 |
128-30 |
126-28 |
127-22 |
| PP |
126-14 |
126-14 |
126-14 |
125-26 |
| S1 |
123-29 |
123-29 |
125-30 |
122-21 |
| S2 |
121-13 |
121-13 |
125-15 |
|
| S3 |
116-12 |
118-28 |
125-01 |
|
| S4 |
111-11 |
113-27 |
123-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-31 |
123-30 |
5-01 |
4.0% |
2-25 |
2.2% |
49% |
False |
False |
473,297 |
| 10 |
131-10 |
123-30 |
7-12 |
5.8% |
2-13 |
1.9% |
33% |
False |
False |
406,825 |
| 20 |
134-30 |
123-30 |
11-00 |
8.7% |
2-02 |
1.6% |
22% |
False |
False |
339,653 |
| 40 |
143-15 |
123-30 |
19-17 |
15.5% |
1-29 |
1.5% |
13% |
False |
False |
240,246 |
| 60 |
145-14 |
123-30 |
21-16 |
17.0% |
1-29 |
1.5% |
11% |
False |
False |
160,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-21 |
|
2.618 |
133-11 |
|
1.618 |
131-10 |
|
1.000 |
130-02 |
|
0.618 |
129-09 |
|
HIGH |
128-01 |
|
0.618 |
127-08 |
|
0.500 |
127-00 |
|
0.382 |
126-25 |
|
LOW |
126-00 |
|
0.618 |
124-24 |
|
1.000 |
123-31 |
|
1.618 |
122-23 |
|
2.618 |
120-22 |
|
4.250 |
117-12 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-00 |
126-08 |
| PP |
126-26 |
126-04 |
| S1 |
126-20 |
126-00 |
|