ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-21 |
131-01 |
1-12 |
1.1% |
129-28 |
| High |
132-13 |
131-22 |
-0-23 |
-0.5% |
132-00 |
| Low |
129-16 |
130-10 |
0-26 |
0.6% |
128-12 |
| Close |
131-07 |
131-05 |
-0-02 |
0.0% |
129-29 |
| Range |
2-29 |
1-12 |
-1-17 |
-52.7% |
3-20 |
| ATR |
1-29 |
1-28 |
-0-01 |
-2.0% |
0-00 |
| Volume |
398,769 |
301,737 |
-97,032 |
-24.3% |
1,364,098 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
134-17 |
131-29 |
|
| R3 |
133-26 |
133-05 |
131-17 |
|
| R2 |
132-14 |
132-14 |
131-13 |
|
| R1 |
131-25 |
131-25 |
131-09 |
132-04 |
| PP |
131-02 |
131-02 |
131-02 |
131-07 |
| S1 |
130-13 |
130-13 |
131-01 |
130-24 |
| S2 |
129-22 |
129-22 |
130-29 |
|
| S3 |
128-10 |
129-01 |
130-25 |
|
| S4 |
126-30 |
127-21 |
130-13 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-31 |
139-02 |
131-29 |
|
| R3 |
137-11 |
135-14 |
130-29 |
|
| R2 |
133-23 |
133-23 |
130-18 |
|
| R1 |
131-26 |
131-26 |
130-08 |
132-24 |
| PP |
130-03 |
130-03 |
130-03 |
130-18 |
| S1 |
128-06 |
128-06 |
129-18 |
129-04 |
| S2 |
126-15 |
126-15 |
129-08 |
|
| S3 |
122-27 |
124-18 |
128-29 |
|
| S4 |
119-07 |
120-30 |
127-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-13 |
129-11 |
3-02 |
2.3% |
1-26 |
1.4% |
59% |
False |
False |
300,675 |
| 10 |
132-13 |
127-25 |
4-20 |
3.5% |
1-28 |
1.4% |
73% |
False |
False |
313,232 |
| 20 |
132-13 |
123-28 |
8-17 |
6.5% |
1-24 |
1.3% |
85% |
False |
False |
288,975 |
| 40 |
132-13 |
117-14 |
14-31 |
11.4% |
1-25 |
1.4% |
92% |
False |
False |
145,419 |
| 60 |
132-13 |
117-14 |
14-31 |
11.4% |
1-26 |
1.4% |
92% |
False |
False |
96,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-17 |
|
2.618 |
135-09 |
|
1.618 |
133-29 |
|
1.000 |
133-02 |
|
0.618 |
132-17 |
|
HIGH |
131-22 |
|
0.618 |
131-05 |
|
0.500 |
131-00 |
|
0.382 |
130-27 |
|
LOW |
130-10 |
|
0.618 |
129-15 |
|
1.000 |
128-30 |
|
1.618 |
128-03 |
|
2.618 |
126-23 |
|
4.250 |
124-15 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-03 |
131-02 |
| PP |
131-02 |
130-31 |
| S1 |
131-00 |
130-28 |
|