ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
124-07 |
124-12 |
0-05 |
0.1% |
126-05 |
| High |
125-16 |
125-11 |
-0-05 |
-0.1% |
129-12 |
| Low |
123-23 |
123-28 |
0-05 |
0.1% |
125-02 |
| Close |
124-21 |
125-05 |
0-16 |
0.4% |
125-17 |
| Range |
1-25 |
1-15 |
-0-10 |
-17.5% |
4-10 |
| ATR |
2-01 |
2-00 |
-0-01 |
-2.0% |
0-00 |
| Volume |
293,725 |
319,504 |
25,779 |
8.8% |
1,589,919 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-21 |
125-31 |
|
| R3 |
127-23 |
127-06 |
125-18 |
|
| R2 |
126-08 |
126-08 |
125-14 |
|
| R1 |
125-23 |
125-23 |
125-09 |
126-00 |
| PP |
124-25 |
124-25 |
124-25 |
124-30 |
| S1 |
124-08 |
124-08 |
125-01 |
124-16 |
| S2 |
123-10 |
123-10 |
124-28 |
|
| S3 |
121-27 |
122-25 |
124-24 |
|
| S4 |
120-12 |
121-10 |
124-11 |
|
|
| 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 |
127-09 |
123-21 |
3-20 |
2.9% |
1-20 |
1.3% |
41% |
False |
False |
256,253 |
| 10 |
129-12 |
123-21 |
5-23 |
4.6% |
1-28 |
1.5% |
26% |
False |
False |
320,586 |
| 20 |
132-09 |
123-21 |
8-20 |
6.9% |
2-02 |
1.7% |
17% |
False |
False |
342,190 |
| 40 |
140-29 |
123-21 |
17-08 |
13.8% |
1-28 |
1.5% |
9% |
False |
False |
297,589 |
| 60 |
145-14 |
123-21 |
21-25 |
17.4% |
1-30 |
1.5% |
7% |
False |
False |
198,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-19 |
|
2.618 |
129-06 |
|
1.618 |
127-23 |
|
1.000 |
126-26 |
|
0.618 |
126-08 |
|
HIGH |
125-11 |
|
0.618 |
124-25 |
|
0.500 |
124-20 |
|
0.382 |
124-14 |
|
LOW |
123-28 |
|
0.618 |
122-31 |
|
1.000 |
122-13 |
|
1.618 |
121-16 |
|
2.618 |
120-01 |
|
4.250 |
117-20 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
124-31 |
125-00 |
| PP |
124-25 |
124-28 |
| S1 |
124-20 |
124-24 |
|