ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
132-00 |
131-00 |
-1-00 |
-0.8% |
129-20 |
| High |
132-01 |
131-01 |
-1-00 |
-0.8% |
132-15 |
| Low |
130-08 |
129-09 |
-0-31 |
-0.7% |
129-11 |
| Close |
131-05 |
129-25 |
-1-12 |
-1.0% |
131-05 |
| Range |
1-25 |
1-24 |
-0-01 |
-1.8% |
3-04 |
| ATR |
1-27 |
1-27 |
0-00 |
0.1% |
0-00 |
| Volume |
264,520 |
211,544 |
-52,976 |
-20.0% |
1,519,213 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-09 |
130-24 |
|
| R3 |
133-17 |
132-17 |
130-08 |
|
| R2 |
131-25 |
131-25 |
130-03 |
|
| R1 |
130-25 |
130-25 |
129-30 |
130-13 |
| PP |
130-01 |
130-01 |
130-01 |
129-27 |
| S1 |
129-01 |
129-01 |
129-20 |
128-21 |
| S2 |
128-09 |
128-09 |
129-15 |
|
| S3 |
126-17 |
127-09 |
129-10 |
|
| S4 |
124-25 |
125-17 |
128-26 |
|
|
| 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 |
129-09 |
3-06 |
2.5% |
1-29 |
1.5% |
16% |
False |
True |
289,964 |
| 10 |
132-15 |
128-24 |
3-23 |
2.9% |
1-26 |
1.4% |
28% |
False |
False |
283,487 |
| 20 |
132-15 |
125-00 |
7-15 |
5.8% |
1-24 |
1.4% |
64% |
False |
False |
322,327 |
| 40 |
132-15 |
117-14 |
15-01 |
11.6% |
1-25 |
1.4% |
82% |
False |
False |
164,136 |
| 60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-27 |
1.4% |
82% |
False |
False |
109,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-15 |
|
2.618 |
135-20 |
|
1.618 |
133-28 |
|
1.000 |
132-25 |
|
0.618 |
132-04 |
|
HIGH |
131-01 |
|
0.618 |
130-12 |
|
0.500 |
130-05 |
|
0.382 |
129-30 |
|
LOW |
129-09 |
|
0.618 |
128-06 |
|
1.000 |
127-17 |
|
1.618 |
126-14 |
|
2.618 |
124-22 |
|
4.250 |
121-27 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-05 |
130-28 |
| PP |
130-01 |
130-16 |
| S1 |
129-29 |
130-05 |
|