ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
128-04 |
128-14 |
0-10 |
0.2% |
129-20 |
| High |
128-30 |
128-28 |
-0-02 |
0.0% |
132-15 |
| Low |
127-19 |
128-00 |
0-13 |
0.3% |
129-11 |
| Close |
128-05 |
128-14 |
0-09 |
0.2% |
131-05 |
| Range |
1-11 |
0-28 |
-0-15 |
-34.9% |
3-04 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.8% |
0-00 |
| Volume |
232,284 |
170,765 |
-61,519 |
-26.5% |
1,519,213 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-02 |
130-20 |
128-29 |
|
| R3 |
130-06 |
129-24 |
128-22 |
|
| R2 |
129-10 |
129-10 |
128-19 |
|
| R1 |
128-28 |
128-28 |
128-17 |
128-28 |
| PP |
128-14 |
128-14 |
128-14 |
128-14 |
| S1 |
128-00 |
128-00 |
128-11 |
128-00 |
| S2 |
127-18 |
127-18 |
128-09 |
|
| S3 |
126-22 |
127-04 |
128-06 |
|
| S4 |
125-26 |
126-08 |
127-31 |
|
|
| 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 |
132-01 |
127-19 |
4-14 |
3.5% |
1-18 |
1.2% |
19% |
False |
False |
238,068 |
| 10 |
132-15 |
127-19 |
4-28 |
3.8% |
1-24 |
1.4% |
17% |
False |
False |
269,319 |
| 20 |
132-15 |
126-00 |
6-15 |
5.0% |
1-24 |
1.4% |
38% |
False |
False |
297,064 |
| 40 |
132-15 |
117-30 |
14-17 |
11.3% |
1-24 |
1.4% |
72% |
False |
False |
181,917 |
| 60 |
132-15 |
117-14 |
15-01 |
11.7% |
1-24 |
1.4% |
73% |
False |
False |
121,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-19 |
|
2.618 |
131-05 |
|
1.618 |
130-09 |
|
1.000 |
129-24 |
|
0.618 |
129-13 |
|
HIGH |
128-28 |
|
0.618 |
128-17 |
|
0.500 |
128-14 |
|
0.382 |
128-11 |
|
LOW |
128-00 |
|
0.618 |
127-15 |
|
1.000 |
127-04 |
|
1.618 |
126-19 |
|
2.618 |
125-23 |
|
4.250 |
124-09 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-14 |
128-20 |
| PP |
128-14 |
128-18 |
| S1 |
128-14 |
128-16 |
|