ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 125-10 124-05 -1-05 -0.9% 126-13
High 125-17 125-10 -0-07 -0.2% 129-03
Low 123-19 123-21 0-02 0.1% 125-00
Close 123-31 124-17 0-18 0.5% 125-08
Range 1-30 1-21 -0-09 -14.5% 4-03
ATR 1-31 1-30 -0-01 -1.1% 0-00
Volume 22 162 140 636.4% 87
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 129-15 128-21 125-14
R3 127-26 127-00 125-00
R2 126-05 126-05 124-27
R1 125-11 125-11 124-22 125-24
PP 124-16 124-16 124-16 124-22
S1 123-22 123-22 124-12 124-03
S2 122-27 122-27 124-07
S3 121-06 122-01 124-02
S4 119-17 120-12 123-20
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 138-23 136-03 127-16
R3 134-20 132-00 126-12
R2 130-17 130-17 126-00
R1 127-29 127-29 125-20 127-06
PP 126-14 126-14 126-14 126-03
S1 123-26 123-26 124-28 123-02
S2 122-11 122-11 124-16
S3 118-08 119-23 124-04
S4 114-05 115-20 123-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-13 123-19 4-26 3.9% 1-20 1.3% 19% False False 46
10 129-03 123-19 5-16 4.4% 1-30 1.6% 17% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-11
2.618 129-21
1.618 128-00
1.000 126-31
0.618 126-11
HIGH 125-10
0.618 124-22
0.500 124-16
0.382 124-09
LOW 123-21
0.618 122-20
1.000 122-00
1.618 120-31
2.618 119-10
4.250 116-20
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 124-16 124-28
PP 124-16 124-24
S1 124-16 124-20

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

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