ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 121-27 120-13 -1-14 -1.2% 123-20
High 122-06 120-15 -1-23 -1.4% 124-28
Low 120-05 118-06 -1-31 -1.6% 118-06
Close 120-14 119-04 -1-10 -1.1% 119-04
Range 2-01 2-09 0-08 12.3% 6-22
ATR 2-01 2-01 0-01 0.9% 0-00
Volume 312,646 580,764 268,118 85.8% 1,753,400
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 126-03 124-29 120-12
R3 123-26 122-20 119-24
R2 121-17 121-17 119-17
R1 120-11 120-11 119-11 119-26
PP 119-08 119-08 119-08 119-00
S1 118-02 118-02 118-29 117-16
S2 116-31 116-31 118-23
S3 114-22 115-25 118-16
S4 112-13 113-16 117-28
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 140-25 136-21 122-26
R3 134-03 129-31 120-31
R2 127-13 127-13 120-11
R1 123-09 123-09 119-24 122-00
PP 120-23 120-23 120-23 120-03
S1 116-19 116-19 118-16 115-10
S2 114-01 114-01 117-29
S3 107-11 109-29 117-09
S4 100-21 103-07 115-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-28 118-06 6-22 5.6% 1-28 1.6% 14% False True 350,680
10 125-31 118-06 7-25 6.5% 2-01 1.7% 12% False True 327,731
20 129-12 118-06 11-06 9.4% 2-06 1.8% 8% False True 361,686
40 137-22 118-06 19-16 16.4% 1-31 1.7% 5% False True 332,008
60 145-14 118-06 27-08 22.9% 1-30 1.6% 3% False True 241,344
80 145-14 118-06 27-08 22.9% 1-30 1.6% 3% False True 181,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-05
2.618 126-14
1.618 124-05
1.000 122-24
0.618 121-28
HIGH 120-15
0.618 119-19
0.500 119-10
0.382 119-02
LOW 118-06
0.618 116-25
1.000 115-29
1.618 114-16
2.618 112-07
4.250 108-16
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 119-10 120-26
PP 119-08 120-08
S1 119-06 119-22

These figures are updated between 7pm and 10pm EST after a trading day.

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