ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
123-20 |
123-11 |
-0-09 |
-0.2% |
125-16 |
| High |
124-28 |
123-31 |
-0-29 |
-0.7% |
125-31 |
| Low |
123-06 |
122-12 |
-0-26 |
-0.7% |
122-28 |
| Close |
123-12 |
123-18 |
0-06 |
0.2% |
123-23 |
| Range |
1-22 |
1-19 |
-0-03 |
-5.6% |
3-03 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
221,788 |
308,745 |
86,957 |
39.2% |
1,523,914 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-13 |
124-14 |
|
| R3 |
126-16 |
125-26 |
124-00 |
|
| R2 |
124-29 |
124-29 |
123-27 |
|
| R1 |
124-07 |
124-07 |
123-23 |
124-18 |
| PP |
123-10 |
123-10 |
123-10 |
123-15 |
| S1 |
122-20 |
122-20 |
123-13 |
122-31 |
| S2 |
121-23 |
121-23 |
123-09 |
|
| S3 |
120-04 |
121-01 |
123-04 |
|
| S4 |
118-17 |
119-14 |
122-22 |
|
|
| 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 |
122-12 |
3-19 |
2.9% |
2-02 |
1.7% |
33% |
False |
True |
331,392 |
| 10 |
128-22 |
122-12 |
6-10 |
5.1% |
1-30 |
1.6% |
19% |
False |
True |
293,676 |
| 20 |
131-00 |
122-12 |
8-20 |
7.0% |
2-08 |
1.8% |
14% |
False |
True |
359,991 |
| 40 |
138-02 |
122-12 |
15-22 |
12.7% |
1-30 |
1.6% |
8% |
False |
True |
329,299 |
| 60 |
145-14 |
122-12 |
23-02 |
18.7% |
1-30 |
1.6% |
5% |
False |
True |
220,968 |
| 80 |
145-14 |
122-12 |
23-02 |
18.7% |
1-29 |
1.5% |
5% |
False |
True |
165,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-24 |
|
2.618 |
128-05 |
|
1.618 |
126-18 |
|
1.000 |
125-18 |
|
0.618 |
124-31 |
|
HIGH |
123-31 |
|
0.618 |
123-12 |
|
0.500 |
123-06 |
|
0.382 |
122-31 |
|
LOW |
122-12 |
|
0.618 |
121-12 |
|
1.000 |
120-25 |
|
1.618 |
119-25 |
|
2.618 |
118-06 |
|
4.250 |
115-19 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
123-14 |
124-06 |
| PP |
123-10 |
123-31 |
| S1 |
123-06 |
123-24 |
|