ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
123-20 |
-1-04 |
-0.9% |
125-16 |
| High |
125-31 |
124-28 |
-1-03 |
-0.9% |
125-31 |
| Low |
123-14 |
123-06 |
-0-08 |
-0.2% |
122-28 |
| Close |
123-23 |
123-12 |
-0-11 |
-0.3% |
123-23 |
| Range |
2-17 |
1-22 |
-0-27 |
-33.3% |
3-03 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.4% |
0-00 |
| Volume |
374,956 |
221,788 |
-153,168 |
-40.8% |
1,523,914 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
127-26 |
124-10 |
|
| R3 |
127-06 |
126-04 |
123-27 |
|
| R2 |
125-16 |
125-16 |
123-22 |
|
| R1 |
124-14 |
124-14 |
123-17 |
124-04 |
| PP |
123-26 |
123-26 |
123-26 |
123-21 |
| S1 |
122-24 |
122-24 |
123-07 |
122-14 |
| S2 |
122-04 |
122-04 |
123-02 |
|
| S3 |
120-14 |
121-02 |
122-29 |
|
| S4 |
118-24 |
119-12 |
122-14 |
|
|
| 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% |
2-03 |
1.7% |
16% |
False |
False |
328,388 |
| 10 |
129-12 |
122-28 |
6-16 |
5.3% |
1-29 |
1.5% |
8% |
False |
False |
295,081 |
| 20 |
131-04 |
122-28 |
8-08 |
6.7% |
2-08 |
1.8% |
6% |
False |
False |
360,375 |
| 40 |
138-16 |
122-28 |
15-20 |
12.7% |
1-30 |
1.6% |
3% |
False |
False |
322,631 |
| 60 |
145-14 |
122-28 |
22-18 |
18.3% |
1-30 |
1.6% |
2% |
False |
False |
215,823 |
| 80 |
145-14 |
122-28 |
22-18 |
18.3% |
1-29 |
1.5% |
2% |
False |
False |
161,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-02 |
|
2.618 |
129-09 |
|
1.618 |
127-19 |
|
1.000 |
126-18 |
|
0.618 |
125-29 |
|
HIGH |
124-28 |
|
0.618 |
124-07 |
|
0.500 |
124-01 |
|
0.382 |
123-27 |
|
LOW |
123-06 |
|
0.618 |
122-05 |
|
1.000 |
121-16 |
|
1.618 |
120-15 |
|
2.618 |
118-25 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
124-01 |
124-14 |
| PP |
123-26 |
124-02 |
| S1 |
123-19 |
123-23 |
|