ECBOT 30 Year Treasury Bond Future March 2023
Trading Metrics calculated at close of trading on 27-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
128-08 |
127-11 |
-0-29 |
-0.7% |
131-00 |
High |
128-09 |
127-15 |
-0-26 |
-0.6% |
131-01 |
Low |
127-03 |
125-09 |
-1-26 |
-1.4% |
127-03 |
Close |
127-05 |
125-10 |
-1-27 |
-1.4% |
127-05 |
Range |
1-06 |
2-06 |
1-00 |
84.2% |
3-30 |
ATR |
1-24 |
1-25 |
0-01 |
1.8% |
0-00 |
Volume |
168,148 |
182,645 |
14,497 |
8.6% |
1,093,968 |
|
Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-19 |
131-04 |
126-16 |
|
R3 |
130-13 |
128-30 |
125-29 |
|
R2 |
128-07 |
128-07 |
125-23 |
|
R1 |
126-24 |
126-24 |
125-16 |
126-12 |
PP |
126-01 |
126-01 |
126-01 |
125-27 |
S1 |
124-18 |
124-18 |
125-04 |
124-06 |
S2 |
123-27 |
123-27 |
124-29 |
|
S3 |
121-21 |
122-12 |
124-23 |
|
S4 |
119-15 |
120-06 |
124-04 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-08 |
137-20 |
129-10 |
|
R3 |
136-10 |
133-22 |
128-08 |
|
R2 |
132-12 |
132-12 |
127-28 |
|
R1 |
129-24 |
129-24 |
127-17 |
129-03 |
PP |
128-14 |
128-14 |
128-14 |
128-03 |
S1 |
125-26 |
125-26 |
126-25 |
125-05 |
S2 |
124-16 |
124-16 |
126-14 |
|
S3 |
120-18 |
121-28 |
126-02 |
|
S4 |
116-20 |
117-30 |
125-00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-22 |
125-09 |
4-13 |
3.5% |
1-17 |
1.2% |
1% |
False |
True |
213,013 |
10 |
132-15 |
125-09 |
7-06 |
5.7% |
1-23 |
1.4% |
0% |
False |
True |
251,489 |
20 |
132-15 |
125-09 |
7-06 |
5.7% |
1-25 |
1.4% |
0% |
False |
True |
290,394 |
40 |
132-15 |
117-30 |
14-17 |
11.6% |
1-23 |
1.4% |
51% |
False |
False |
190,650 |
60 |
132-15 |
117-14 |
15-01 |
12.0% |
1-24 |
1.4% |
52% |
False |
False |
127,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-24 |
2.618 |
133-06 |
1.618 |
131-00 |
1.000 |
129-21 |
0.618 |
128-26 |
HIGH |
127-15 |
0.618 |
126-20 |
0.500 |
126-12 |
0.382 |
126-04 |
LOW |
125-09 |
0.618 |
123-30 |
1.000 |
123-03 |
1.618 |
121-24 |
2.618 |
119-18 |
4.250 |
116-00 |
|
|
Fisher Pivots for day following 27-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
126-12 |
127-02 |
PP |
126-01 |
126-16 |
S1 |
125-21 |
125-29 |
|