ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
128-13 |
128-13 |
0-00 |
0.0% |
128-31 |
| High |
129-12 |
128-22 |
-0-22 |
-0.5% |
128-31 |
| Low |
128-04 |
126-11 |
-1-25 |
-1.4% |
123-30 |
| Close |
128-21 |
126-25 |
-1-28 |
-1.5% |
126-13 |
| Range |
1-08 |
2-11 |
1-03 |
87.5% |
5-01 |
| ATR |
2-04 |
2-05 |
0-00 |
0.7% |
0-00 |
| Volume |
322,796 |
318,037 |
-4,759 |
-1.5% |
2,366,487 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-10 |
132-28 |
128-02 |
|
| R3 |
131-31 |
130-17 |
127-14 |
|
| R2 |
129-20 |
129-20 |
127-07 |
|
| R1 |
128-06 |
128-06 |
127-00 |
127-24 |
| PP |
127-09 |
127-09 |
127-09 |
127-01 |
| S1 |
125-27 |
125-27 |
126-18 |
125-12 |
| S2 |
124-30 |
124-30 |
126-11 |
|
| S3 |
122-19 |
123-16 |
126-04 |
|
| S4 |
120-08 |
121-05 |
125-16 |
|
|
| 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 |
125-22 |
3-22 |
2.9% |
2-05 |
1.7% |
30% |
False |
False |
384,919 |
| 10 |
131-00 |
123-30 |
7-02 |
5.6% |
2-20 |
2.1% |
40% |
False |
False |
423,184 |
| 20 |
134-17 |
123-30 |
10-19 |
8.4% |
2-03 |
1.6% |
27% |
False |
False |
345,506 |
| 40 |
143-15 |
123-30 |
19-17 |
15.4% |
1-30 |
1.5% |
15% |
False |
False |
265,841 |
| 60 |
145-14 |
123-30 |
21-16 |
17.0% |
1-30 |
1.5% |
13% |
False |
False |
177,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-21 |
|
2.618 |
134-26 |
|
1.618 |
132-15 |
|
1.000 |
131-01 |
|
0.618 |
130-04 |
|
HIGH |
128-22 |
|
0.618 |
127-25 |
|
0.500 |
127-16 |
|
0.382 |
127-08 |
|
LOW |
126-11 |
|
0.618 |
124-29 |
|
1.000 |
124-00 |
|
1.618 |
122-18 |
|
2.618 |
120-07 |
|
4.250 |
116-12 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-16 |
127-24 |
| PP |
127-09 |
127-13 |
| S1 |
127-01 |
127-03 |
|