ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
125-07 |
124-24 |
-0-15 |
-0.4% |
125-16 |
| High |
125-28 |
125-31 |
0-03 |
0.1% |
125-31 |
| Low |
122-28 |
123-14 |
0-18 |
0.5% |
122-28 |
| Close |
124-18 |
123-23 |
-0-27 |
-0.7% |
123-23 |
| Range |
3-00 |
2-17 |
-0-15 |
-15.6% |
3-03 |
| ATR |
2-02 |
2-03 |
0-01 |
1.6% |
0-00 |
| Volume |
431,969 |
374,956 |
-57,013 |
-13.2% |
1,523,914 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-31 |
130-12 |
125-04 |
|
| R3 |
129-14 |
127-27 |
124-13 |
|
| R2 |
126-29 |
126-29 |
124-06 |
|
| R1 |
125-10 |
125-10 |
123-30 |
124-27 |
| PP |
124-12 |
124-12 |
124-12 |
124-04 |
| S1 |
122-25 |
122-25 |
123-16 |
122-10 |
| S2 |
121-27 |
121-27 |
123-08 |
|
| S3 |
119-10 |
120-08 |
123-01 |
|
| S4 |
116-25 |
117-23 |
122-10 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-15 |
131-22 |
125-13 |
|
| R3 |
130-12 |
128-19 |
124-18 |
|
| R2 |
127-09 |
127-09 |
124-09 |
|
| R1 |
125-16 |
125-16 |
124-00 |
124-27 |
| PP |
124-06 |
124-06 |
124-06 |
123-28 |
| S1 |
122-13 |
122-13 |
123-14 |
121-24 |
| S2 |
121-03 |
121-03 |
123-05 |
|
| S3 |
118-00 |
119-10 |
122-28 |
|
| S4 |
114-29 |
116-07 |
122-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-31 |
122-28 |
3-03 |
2.5% |
2-06 |
1.8% |
27% |
True |
False |
304,782 |
| 10 |
129-12 |
122-28 |
6-16 |
5.3% |
2-02 |
1.7% |
13% |
False |
False |
311,383 |
| 20 |
131-10 |
122-28 |
8-14 |
6.8% |
2-07 |
1.8% |
10% |
False |
False |
359,104 |
| 40 |
139-30 |
122-28 |
17-02 |
13.8% |
1-30 |
1.6% |
5% |
False |
False |
317,581 |
| 60 |
145-14 |
122-28 |
22-18 |
18.2% |
1-30 |
1.6% |
4% |
False |
False |
212,128 |
| 80 |
145-14 |
122-28 |
22-18 |
18.2% |
1-28 |
1.5% |
4% |
False |
False |
159,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-23 |
|
2.618 |
132-19 |
|
1.618 |
130-02 |
|
1.000 |
128-16 |
|
0.618 |
127-17 |
|
HIGH |
125-31 |
|
0.618 |
125-00 |
|
0.500 |
124-22 |
|
0.382 |
124-13 |
|
LOW |
123-14 |
|
0.618 |
121-28 |
|
1.000 |
120-29 |
|
1.618 |
119-11 |
|
2.618 |
116-26 |
|
4.250 |
112-22 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
124-14 |
| PP |
124-12 |
124-06 |
| S1 |
124-02 |
123-30 |
|