ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
132-03 |
-0-01 |
0.0% |
130-07 |
| High |
132-04 |
132-03 |
-0-01 |
0.0% |
132-11 |
| Low |
131-00 |
130-21 |
-0-11 |
-0.3% |
129-15 |
| Close |
132-04 |
131-07 |
-0-29 |
-0.7% |
131-07 |
| Range |
1-04 |
1-14 |
0-10 |
27.8% |
2-28 |
| ATR |
1-24 |
1-24 |
-0-01 |
-1.2% |
0-00 |
| Volume |
2 |
82 |
80 |
4,000.0% |
1,300 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-28 |
132-00 |
|
| R3 |
134-06 |
133-14 |
131-20 |
|
| R2 |
132-24 |
132-24 |
131-15 |
|
| R1 |
132-00 |
132-00 |
131-11 |
131-21 |
| PP |
131-10 |
131-10 |
131-10 |
131-05 |
| S1 |
130-18 |
130-18 |
131-03 |
130-07 |
| S2 |
129-28 |
129-28 |
130-31 |
|
| S3 |
128-14 |
129-04 |
130-26 |
|
| S4 |
127-00 |
127-22 |
130-14 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-20 |
138-10 |
132-26 |
|
| R3 |
136-24 |
135-14 |
132-00 |
|
| R2 |
133-28 |
133-28 |
131-24 |
|
| R1 |
132-18 |
132-18 |
131-15 |
133-07 |
| PP |
131-00 |
131-00 |
131-00 |
131-11 |
| S1 |
129-22 |
129-22 |
130-31 |
130-11 |
| S2 |
128-04 |
128-04 |
130-22 |
|
| S3 |
125-08 |
126-26 |
130-14 |
|
| S4 |
122-12 |
123-30 |
129-20 |
|
|
| 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% |
1-17 |
1.2% |
61% |
False |
False |
260 |
| 10 |
132-11 |
128-15 |
3-28 |
3.0% |
1-19 |
1.2% |
71% |
False |
False |
503 |
| 20 |
132-11 |
125-07 |
7-04 |
5.4% |
1-20 |
1.2% |
84% |
False |
False |
142,385 |
| 40 |
132-11 |
117-19 |
14-24 |
11.2% |
1-25 |
1.4% |
92% |
False |
False |
237,738 |
| 60 |
132-11 |
117-19 |
14-24 |
11.2% |
1-29 |
1.5% |
92% |
False |
False |
276,562 |
| 80 |
137-22 |
117-19 |
20-03 |
15.3% |
1-28 |
1.4% |
68% |
False |
False |
283,482 |
| 100 |
145-14 |
117-19 |
27-27 |
21.2% |
1-28 |
1.4% |
49% |
False |
False |
234,097 |
| 120 |
145-14 |
117-19 |
27-27 |
21.2% |
1-28 |
1.4% |
49% |
False |
False |
195,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
135-27 |
|
1.618 |
134-13 |
|
1.000 |
133-17 |
|
0.618 |
132-31 |
|
HIGH |
132-03 |
|
0.618 |
131-17 |
|
0.500 |
131-12 |
|
0.382 |
131-07 |
|
LOW |
130-21 |
|
0.618 |
129-25 |
|
1.000 |
129-07 |
|
1.618 |
128-11 |
|
2.618 |
126-29 |
|
4.250 |
124-18 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-12 |
| PP |
131-10 |
131-11 |
| S1 |
131-09 |
131-09 |
|