ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
126-09 |
125-16 |
-0-25 |
-0.6% |
126-05 |
| High |
126-13 |
125-26 |
-0-19 |
-0.5% |
129-12 |
| Low |
125-02 |
123-21 |
-1-13 |
-1.1% |
125-02 |
| Close |
125-17 |
124-05 |
-1-12 |
-1.1% |
125-17 |
| Range |
1-11 |
2-05 |
0-26 |
60.5% |
4-10 |
| ATR |
2-01 |
2-02 |
0-00 |
0.4% |
0-00 |
| Volume |
272,038 |
103,760 |
-168,278 |
-61.9% |
1,589,919 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-00 |
129-24 |
125-11 |
|
| R3 |
128-27 |
127-19 |
124-24 |
|
| R2 |
126-22 |
126-22 |
124-18 |
|
| R1 |
125-14 |
125-14 |
124-11 |
125-00 |
| PP |
124-17 |
124-17 |
124-17 |
124-10 |
| S1 |
123-09 |
123-09 |
123-31 |
122-26 |
| S2 |
122-12 |
122-12 |
123-24 |
|
| S3 |
120-07 |
121-04 |
123-18 |
|
| S4 |
118-02 |
118-31 |
122-31 |
|
|
| 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 |
123-21 |
5-23 |
4.6% |
1-22 |
1.4% |
9% |
False |
True |
261,774 |
| 10 |
129-12 |
123-21 |
5-23 |
4.6% |
2-08 |
1.8% |
9% |
False |
True |
363,039 |
| 20 |
133-10 |
123-21 |
9-21 |
7.8% |
2-03 |
1.7% |
5% |
False |
True |
341,899 |
| 40 |
141-17 |
123-21 |
17-28 |
14.4% |
1-28 |
1.5% |
3% |
False |
True |
282,452 |
| 60 |
145-14 |
123-21 |
21-25 |
17.5% |
1-30 |
1.6% |
2% |
False |
True |
188,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-31 |
|
2.618 |
131-15 |
|
1.618 |
129-10 |
|
1.000 |
127-31 |
|
0.618 |
127-05 |
|
HIGH |
125-26 |
|
0.618 |
125-00 |
|
0.500 |
124-24 |
|
0.382 |
124-15 |
|
LOW |
123-21 |
|
0.618 |
122-10 |
|
1.000 |
121-16 |
|
1.618 |
120-05 |
|
2.618 |
118-00 |
|
4.250 |
114-16 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
124-24 |
125-15 |
| PP |
124-17 |
125-01 |
| S1 |
124-11 |
124-19 |
|