ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
131-01 |
131-12 |
0-11 |
0.3% |
129-28 |
| High |
131-22 |
132-15 |
0-25 |
0.6% |
132-00 |
| Low |
130-10 |
130-25 |
0-15 |
0.4% |
128-12 |
| Close |
131-05 |
132-02 |
0-29 |
0.7% |
129-29 |
| Range |
1-12 |
1-22 |
0-10 |
22.7% |
3-20 |
| ATR |
1-28 |
1-28 |
0-00 |
-0.7% |
0-00 |
| Volume |
301,737 |
273,254 |
-28,483 |
-9.4% |
1,364,098 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-27 |
136-04 |
133-00 |
|
| R3 |
135-05 |
134-14 |
132-17 |
|
| R2 |
133-15 |
133-15 |
132-12 |
|
| R1 |
132-24 |
132-24 |
132-07 |
133-04 |
| PP |
131-25 |
131-25 |
131-25 |
131-30 |
| S1 |
131-02 |
131-02 |
131-29 |
131-14 |
| S2 |
130-03 |
130-03 |
131-24 |
|
| S3 |
128-13 |
129-12 |
131-19 |
|
| S4 |
126-23 |
127-22 |
131-04 |
|
|
| 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 |
132-15 |
129-11 |
3-04 |
2.4% |
1-31 |
1.5% |
87% |
True |
False |
300,570 |
| 10 |
132-15 |
128-07 |
4-08 |
3.2% |
1-27 |
1.4% |
90% |
True |
False |
300,543 |
| 20 |
132-15 |
125-00 |
7-15 |
5.7% |
1-23 |
1.3% |
95% |
True |
False |
301,853 |
| 40 |
132-15 |
117-14 |
15-01 |
11.4% |
1-26 |
1.4% |
97% |
True |
False |
152,244 |
| 60 |
132-15 |
117-14 |
15-01 |
11.4% |
1-27 |
1.4% |
97% |
True |
False |
101,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
136-28 |
|
1.618 |
135-06 |
|
1.000 |
134-05 |
|
0.618 |
133-16 |
|
HIGH |
132-15 |
|
0.618 |
131-26 |
|
0.500 |
131-20 |
|
0.382 |
131-14 |
|
LOW |
130-25 |
|
0.618 |
129-24 |
|
1.000 |
129-03 |
|
1.618 |
128-02 |
|
2.618 |
126-12 |
|
4.250 |
123-20 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-29 |
131-22 |
| PP |
131-25 |
131-11 |
| S1 |
131-20 |
131-00 |
|