ECBOT 30 Year Treasury Bond Future March 2023
| 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 |
131-12 |
132-00 |
0-20 |
0.5% |
129-20 |
| High |
132-15 |
132-01 |
-0-14 |
-0.3% |
132-15 |
| Low |
130-25 |
130-08 |
-0-17 |
-0.4% |
129-11 |
| Close |
132-02 |
131-05 |
-0-29 |
-0.7% |
131-05 |
| Range |
1-22 |
1-25 |
0-03 |
5.6% |
3-04 |
| ATR |
1-28 |
1-27 |
0-00 |
-0.2% |
0-00 |
| Volume |
273,254 |
264,520 |
-8,734 |
-3.2% |
1,519,213 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-16 |
135-19 |
132-04 |
|
| R3 |
134-23 |
133-26 |
131-21 |
|
| R2 |
132-30 |
132-30 |
131-15 |
|
| R1 |
132-01 |
132-01 |
131-10 |
131-19 |
| PP |
131-05 |
131-05 |
131-05 |
130-30 |
| S1 |
130-08 |
130-08 |
131-00 |
129-26 |
| S2 |
129-12 |
129-12 |
130-27 |
|
| S3 |
127-19 |
128-15 |
130-21 |
|
| S4 |
125-26 |
126-22 |
130-06 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
138-28 |
132-28 |
|
| R3 |
137-08 |
135-24 |
132-00 |
|
| R2 |
134-04 |
134-04 |
131-23 |
|
| R1 |
132-20 |
132-20 |
131-14 |
133-12 |
| PP |
131-00 |
131-00 |
131-00 |
131-12 |
| S1 |
129-16 |
129-16 |
130-28 |
130-08 |
| S2 |
127-28 |
127-28 |
130-19 |
|
| S3 |
124-24 |
126-12 |
130-10 |
|
| S4 |
121-20 |
123-08 |
129-14 |
|
|
| 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% |
1-28 |
1.4% |
58% |
False |
False |
303,842 |
| 10 |
132-15 |
128-12 |
4-03 |
3.1% |
1-26 |
1.4% |
68% |
False |
False |
288,331 |
| 20 |
132-15 |
125-00 |
7-15 |
5.7% |
1-23 |
1.3% |
82% |
False |
False |
314,021 |
| 40 |
132-15 |
117-14 |
15-01 |
11.5% |
1-25 |
1.4% |
91% |
False |
False |
158,853 |
| 60 |
132-15 |
117-14 |
15-01 |
11.5% |
1-27 |
1.4% |
91% |
False |
False |
105,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-19 |
|
2.618 |
136-22 |
|
1.618 |
134-29 |
|
1.000 |
133-26 |
|
0.618 |
133-04 |
|
HIGH |
132-01 |
|
0.618 |
131-11 |
|
0.500 |
131-04 |
|
0.382 |
130-30 |
|
LOW |
130-08 |
|
0.618 |
129-05 |
|
1.000 |
128-15 |
|
1.618 |
127-12 |
|
2.618 |
125-19 |
|
4.250 |
122-22 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-05 |
131-12 |
| PP |
131-05 |
131-09 |
| S1 |
131-04 |
131-07 |
|