ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
126-05 |
128-13 |
2-08 |
1.8% |
128-31 |
| High |
129-10 |
129-12 |
0-02 |
0.0% |
128-31 |
| Low |
126-03 |
128-04 |
2-01 |
1.6% |
123-30 |
| Close |
128-10 |
128-21 |
0-11 |
0.3% |
126-13 |
| Range |
3-07 |
1-08 |
-1-31 |
-61.2% |
5-01 |
| ATR |
2-06 |
2-04 |
-0-02 |
-3.1% |
0-00 |
| Volume |
384,807 |
322,796 |
-62,011 |
-16.1% |
2,366,487 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-15 |
131-26 |
129-11 |
|
| R3 |
131-07 |
130-18 |
129-00 |
|
| R2 |
129-31 |
129-31 |
128-28 |
|
| R1 |
129-10 |
129-10 |
128-25 |
129-20 |
| PP |
128-23 |
128-23 |
128-23 |
128-28 |
| S1 |
128-02 |
128-02 |
128-17 |
128-12 |
| S2 |
127-15 |
127-15 |
128-14 |
|
| S3 |
126-07 |
126-26 |
128-10 |
|
| S4 |
124-31 |
125-18 |
127-31 |
|
|
| 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 |
129-12 |
123-30 |
5-14 |
4.2% |
2-15 |
1.9% |
87% |
True |
False |
435,511 |
| 10 |
131-00 |
123-30 |
7-02 |
5.5% |
2-18 |
2.0% |
67% |
False |
False |
426,306 |
| 20 |
134-17 |
123-30 |
10-19 |
8.2% |
2-02 |
1.6% |
45% |
False |
False |
342,381 |
| 40 |
143-15 |
123-30 |
19-17 |
15.2% |
1-28 |
1.5% |
24% |
False |
False |
257,907 |
| 60 |
145-14 |
123-30 |
21-16 |
16.7% |
1-29 |
1.5% |
22% |
False |
False |
172,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-22 |
|
2.618 |
132-21 |
|
1.618 |
131-13 |
|
1.000 |
130-20 |
|
0.618 |
130-05 |
|
HIGH |
129-12 |
|
0.618 |
128-29 |
|
0.500 |
128-24 |
|
0.382 |
128-19 |
|
LOW |
128-04 |
|
0.618 |
127-11 |
|
1.000 |
126-28 |
|
1.618 |
126-03 |
|
2.618 |
124-27 |
|
4.250 |
122-26 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-24 |
128-11 |
| PP |
128-23 |
128-00 |
| S1 |
128-22 |
127-22 |
|