ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
126-09 |
-0-19 |
-0.5% |
126-05 |
| High |
127-09 |
126-13 |
-0-28 |
-0.7% |
129-12 |
| Low |
125-28 |
125-02 |
-0-26 |
-0.6% |
125-02 |
| Close |
126-09 |
125-17 |
-0-24 |
-0.6% |
125-17 |
| Range |
1-13 |
1-11 |
-0-02 |
-4.4% |
4-10 |
| ATR |
2-03 |
2-01 |
-0-02 |
-2.6% |
0-00 |
| Volume |
292,241 |
272,038 |
-20,203 |
-6.9% |
1,589,919 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-22 |
128-31 |
126-09 |
|
| R3 |
128-11 |
127-20 |
125-29 |
|
| R2 |
127-00 |
127-00 |
125-25 |
|
| R1 |
126-09 |
126-09 |
125-21 |
125-31 |
| PP |
125-21 |
125-21 |
125-21 |
125-16 |
| S1 |
124-30 |
124-30 |
125-13 |
124-20 |
| S2 |
124-10 |
124-10 |
125-09 |
|
| S3 |
122-31 |
123-19 |
125-05 |
|
| S4 |
121-20 |
122-08 |
124-25 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-19 |
136-28 |
127-29 |
|
| R3 |
135-09 |
132-18 |
126-23 |
|
| R2 |
130-31 |
130-31 |
126-10 |
|
| R1 |
128-08 |
128-08 |
125-30 |
127-14 |
| PP |
126-21 |
126-21 |
126-21 |
126-08 |
| S1 |
123-30 |
123-30 |
125-04 |
123-04 |
| S2 |
122-11 |
122-11 |
124-24 |
|
| S3 |
118-01 |
119-20 |
124-11 |
|
| S4 |
113-23 |
115-10 |
123-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-12 |
125-02 |
4-10 |
3.4% |
1-29 |
1.5% |
11% |
False |
True |
317,983 |
| 10 |
129-12 |
123-30 |
5-14 |
4.3% |
2-11 |
1.9% |
29% |
False |
False |
395,640 |
| 20 |
133-26 |
123-30 |
9-28 |
7.9% |
2-02 |
1.6% |
16% |
False |
False |
348,819 |
| 40 |
141-17 |
123-30 |
17-19 |
14.0% |
1-27 |
1.5% |
9% |
False |
False |
279,888 |
| 60 |
145-14 |
123-30 |
21-16 |
17.1% |
1-29 |
1.5% |
7% |
False |
False |
186,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-04 |
|
2.618 |
129-30 |
|
1.618 |
128-19 |
|
1.000 |
127-24 |
|
0.618 |
127-08 |
|
HIGH |
126-13 |
|
0.618 |
125-29 |
|
0.500 |
125-24 |
|
0.382 |
125-18 |
|
LOW |
125-02 |
|
0.618 |
124-07 |
|
1.000 |
123-23 |
|
1.618 |
122-28 |
|
2.618 |
121-17 |
|
4.250 |
119-11 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
126-28 |
| PP |
125-21 |
126-14 |
| S1 |
125-19 |
125-31 |
|