ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
132-05 |
132-05 |
0-00 |
0.0% |
134-13 |
| High |
132-16 |
132-09 |
-0-07 |
-0.2% |
134-30 |
| Low |
131-04 |
131-09 |
0-05 |
0.1% |
132-02 |
| Close |
131-31 |
131-13 |
-0-18 |
-0.4% |
132-30 |
| Range |
1-12 |
1-00 |
-0-12 |
-27.3% |
2-28 |
| ATR |
1-26 |
1-24 |
-0-02 |
-3.2% |
0-00 |
| Volume |
265,565 |
210,644 |
-54,921 |
-20.7% |
1,087,829 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
134-01 |
131-31 |
|
| R3 |
133-21 |
133-01 |
131-22 |
|
| R2 |
132-21 |
132-21 |
131-19 |
|
| R1 |
132-01 |
132-01 |
131-16 |
131-27 |
| PP |
131-21 |
131-21 |
131-21 |
131-18 |
| S1 |
131-01 |
131-01 |
131-10 |
130-27 |
| S2 |
130-21 |
130-21 |
131-07 |
|
| S3 |
129-21 |
130-01 |
131-04 |
|
| S4 |
128-21 |
129-01 |
130-27 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
140-10 |
134-17 |
|
| R3 |
139-02 |
137-14 |
133-23 |
|
| R2 |
136-06 |
136-06 |
133-15 |
|
| R1 |
134-18 |
134-18 |
133-06 |
133-30 |
| PP |
133-10 |
133-10 |
133-10 |
133-00 |
| S1 |
131-22 |
131-22 |
132-22 |
131-02 |
| S2 |
130-14 |
130-14 |
132-13 |
|
| S3 |
127-18 |
128-26 |
132-05 |
|
| S4 |
124-22 |
125-30 |
131-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-30 |
131-04 |
2-26 |
2.1% |
1-16 |
1.2% |
10% |
False |
False |
259,089 |
| 10 |
135-04 |
131-04 |
4-00 |
3.0% |
1-25 |
1.3% |
7% |
False |
False |
282,900 |
| 20 |
140-18 |
131-04 |
9-14 |
7.2% |
1-21 |
1.3% |
3% |
False |
False |
263,370 |
| 40 |
145-14 |
131-04 |
14-10 |
10.9% |
1-27 |
1.4% |
2% |
False |
False |
132,190 |
| 60 |
145-14 |
131-04 |
14-10 |
10.9% |
1-24 |
1.3% |
2% |
False |
False |
88,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-17 |
|
2.618 |
134-29 |
|
1.618 |
133-29 |
|
1.000 |
133-09 |
|
0.618 |
132-29 |
|
HIGH |
132-09 |
|
0.618 |
131-29 |
|
0.500 |
131-25 |
|
0.382 |
131-21 |
|
LOW |
131-09 |
|
0.618 |
130-21 |
|
1.000 |
130-09 |
|
1.618 |
129-21 |
|
2.618 |
128-21 |
|
4.250 |
127-01 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
132-07 |
| PP |
131-21 |
131-30 |
| S1 |
131-17 |
131-22 |
|