ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
131-02 |
130-28 |
-0-06 |
-0.1% |
132-29 |
| High |
131-10 |
131-04 |
-0-06 |
-0.1% |
133-26 |
| Low |
130-05 |
129-06 |
-0-31 |
-0.7% |
130-12 |
| Close |
130-30 |
129-27 |
-1-03 |
-0.8% |
131-05 |
| Range |
1-05 |
1-30 |
0-25 |
67.6% |
3-14 |
| ATR |
1-22 |
1-22 |
0-01 |
1.1% |
0-00 |
| Volume |
196,363 |
316,430 |
120,067 |
61.1% |
1,318,207 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
134-25 |
130-29 |
|
| R3 |
133-30 |
132-27 |
130-12 |
|
| R2 |
132-00 |
132-00 |
130-06 |
|
| R1 |
130-29 |
130-29 |
130-01 |
130-16 |
| PP |
130-02 |
130-02 |
130-02 |
129-27 |
| S1 |
128-31 |
128-31 |
129-21 |
128-18 |
| S2 |
128-04 |
128-04 |
129-16 |
|
| S3 |
126-06 |
127-01 |
129-10 |
|
| S4 |
124-08 |
125-03 |
128-25 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-03 |
140-02 |
133-02 |
|
| R3 |
138-21 |
136-20 |
132-03 |
|
| R2 |
135-07 |
135-07 |
131-25 |
|
| R1 |
133-06 |
133-06 |
131-15 |
132-16 |
| PP |
131-25 |
131-25 |
131-25 |
131-14 |
| S1 |
129-24 |
129-24 |
130-27 |
129-02 |
| S2 |
128-11 |
128-11 |
130-17 |
|
| S3 |
124-29 |
126-10 |
130-07 |
|
| S4 |
121-15 |
122-28 |
129-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-16 |
129-06 |
3-10 |
2.6% |
1-12 |
1.1% |
20% |
False |
True |
249,399 |
| 10 |
134-17 |
129-06 |
5-11 |
4.1% |
1-18 |
1.2% |
12% |
False |
True |
258,456 |
| 20 |
138-02 |
129-06 |
8-28 |
6.8% |
1-21 |
1.3% |
7% |
False |
True |
298,606 |
| 40 |
145-14 |
129-06 |
16-08 |
12.5% |
1-25 |
1.4% |
4% |
False |
True |
151,457 |
| 60 |
145-14 |
129-06 |
16-08 |
12.5% |
1-25 |
1.4% |
4% |
False |
True |
100,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-12 |
|
2.618 |
136-06 |
|
1.618 |
134-08 |
|
1.000 |
133-02 |
|
0.618 |
132-10 |
|
HIGH |
131-04 |
|
0.618 |
130-12 |
|
0.500 |
130-05 |
|
0.382 |
129-30 |
|
LOW |
129-06 |
|
0.618 |
128-00 |
|
1.000 |
127-08 |
|
1.618 |
126-02 |
|
2.618 |
124-04 |
|
4.250 |
120-30 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-05 |
130-16 |
| PP |
130-02 |
130-09 |
| S1 |
129-30 |
130-02 |
|