ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
130-07 |
129-25 |
-0-14 |
-0.3% |
129-21 |
| High |
130-30 |
132-11 |
1-13 |
1.1% |
132-00 |
| Low |
129-15 |
129-20 |
0-05 |
0.1% |
128-15 |
| Close |
129-23 |
131-08 |
1-17 |
1.2% |
129-30 |
| Range |
1-15 |
2-23 |
1-08 |
85.1% |
3-17 |
| ATR |
1-26 |
1-28 |
0-02 |
3.6% |
0-00 |
| Volume |
557 |
352 |
-205 |
-36.8% |
3,732 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-07 |
137-31 |
132-24 |
|
| R3 |
136-16 |
135-08 |
132-00 |
|
| R2 |
133-25 |
133-25 |
131-24 |
|
| R1 |
132-17 |
132-17 |
131-16 |
133-05 |
| PP |
131-02 |
131-02 |
131-02 |
131-12 |
| S1 |
129-26 |
129-26 |
131-00 |
130-14 |
| S2 |
128-11 |
128-11 |
130-24 |
|
| S3 |
125-20 |
127-03 |
130-16 |
|
| S4 |
122-29 |
124-12 |
129-24 |
|
|
| 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 |
132-11 |
129-15 |
2-28 |
2.2% |
1-28 |
1.4% |
62% |
True |
False |
364 |
| 10 |
132-11 |
126-02 |
6-09 |
4.8% |
1-28 |
1.4% |
83% |
True |
False |
2,869 |
| 20 |
132-11 |
123-16 |
8-27 |
6.7% |
1-24 |
1.3% |
88% |
True |
False |
194,603 |
| 40 |
132-11 |
117-19 |
14-24 |
11.2% |
1-26 |
1.4% |
93% |
True |
False |
261,499 |
| 60 |
132-11 |
117-19 |
14-24 |
11.2% |
1-31 |
1.5% |
93% |
True |
False |
294,458 |
| 80 |
138-16 |
117-19 |
20-29 |
15.9% |
1-28 |
1.4% |
65% |
False |
False |
292,065 |
| 100 |
145-14 |
117-19 |
27-27 |
21.2% |
1-29 |
1.4% |
49% |
False |
False |
234,094 |
| 120 |
145-14 |
117-19 |
27-27 |
21.2% |
1-28 |
1.4% |
49% |
False |
False |
195,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-29 |
|
2.618 |
139-15 |
|
1.618 |
136-24 |
|
1.000 |
135-02 |
|
0.618 |
134-01 |
|
HIGH |
132-11 |
|
0.618 |
131-10 |
|
0.500 |
131-00 |
|
0.382 |
130-21 |
|
LOW |
129-20 |
|
0.618 |
127-30 |
|
1.000 |
126-29 |
|
1.618 |
125-07 |
|
2.618 |
122-16 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-05 |
131-04 |
| PP |
131-02 |
131-01 |
| S1 |
131-00 |
130-29 |
|