ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
131-08 |
130-07 |
-1-01 |
-0.8% |
129-21 |
| High |
131-22 |
130-30 |
-0-24 |
-0.6% |
132-00 |
| Low |
129-18 |
129-15 |
-0-03 |
-0.1% |
128-15 |
| Close |
129-30 |
129-23 |
-0-07 |
-0.2% |
129-30 |
| Range |
2-04 |
1-15 |
-0-21 |
-30.9% |
3-17 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.4% |
0-00 |
| Volume |
129 |
557 |
428 |
331.8% |
3,732 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-14 |
133-18 |
130-17 |
|
| R3 |
132-31 |
132-03 |
130-04 |
|
| R2 |
131-16 |
131-16 |
130-00 |
|
| R1 |
130-20 |
130-20 |
129-27 |
130-10 |
| PP |
130-01 |
130-01 |
130-01 |
129-29 |
| S1 |
129-05 |
129-05 |
129-19 |
128-28 |
| S2 |
128-18 |
128-18 |
129-14 |
|
| S3 |
127-03 |
127-22 |
129-10 |
|
| S4 |
125-20 |
126-07 |
128-29 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-28 |
131-28 |
|
| R3 |
137-06 |
135-11 |
130-29 |
|
| R2 |
133-21 |
133-21 |
130-19 |
|
| R1 |
131-26 |
131-26 |
130-08 |
132-24 |
| PP |
130-04 |
130-04 |
130-04 |
130-19 |
| S1 |
128-09 |
128-09 |
129-20 |
129-06 |
| S2 |
126-19 |
126-19 |
129-09 |
|
| S3 |
123-02 |
124-24 |
128-31 |
|
| S4 |
119-17 |
121-07 |
128-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-00 |
128-27 |
3-05 |
2.4% |
1-21 |
1.3% |
28% |
False |
False |
357 |
| 10 |
132-00 |
126-02 |
5-30 |
4.6% |
1-25 |
1.4% |
62% |
False |
False |
15,367 |
| 20 |
132-00 |
122-28 |
9-04 |
7.0% |
1-21 |
1.3% |
75% |
False |
False |
208,331 |
| 40 |
132-00 |
117-19 |
14-13 |
11.1% |
1-26 |
1.4% |
84% |
False |
False |
267,035 |
| 60 |
132-00 |
117-19 |
14-13 |
11.1% |
1-30 |
1.5% |
84% |
False |
False |
297,725 |
| 80 |
139-30 |
117-19 |
22-11 |
17.2% |
1-28 |
1.4% |
54% |
False |
False |
292,308 |
| 100 |
145-14 |
117-19 |
27-27 |
21.5% |
1-28 |
1.5% |
44% |
False |
False |
234,091 |
| 120 |
145-14 |
117-19 |
27-27 |
21.5% |
1-27 |
1.4% |
44% |
False |
False |
195,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-06 |
|
2.618 |
134-25 |
|
1.618 |
133-10 |
|
1.000 |
132-13 |
|
0.618 |
131-27 |
|
HIGH |
130-30 |
|
0.618 |
130-12 |
|
0.500 |
130-06 |
|
0.382 |
130-01 |
|
LOW |
129-15 |
|
0.618 |
128-18 |
|
1.000 |
128-00 |
|
1.618 |
127-03 |
|
2.618 |
125-20 |
|
4.250 |
123-07 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-06 |
130-18 |
| PP |
130-01 |
130-09 |
| S1 |
129-28 |
130-00 |
|