ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
130-28 |
129-29 |
-0-31 |
-0.7% |
132-29 |
| High |
131-04 |
130-31 |
-0-05 |
-0.1% |
133-26 |
| Low |
129-06 |
129-09 |
0-03 |
0.1% |
130-12 |
| Close |
129-27 |
130-20 |
0-25 |
0.6% |
131-05 |
| Range |
1-30 |
1-22 |
-0-08 |
-12.9% |
3-14 |
| ATR |
1-22 |
1-22 |
0-00 |
0.0% |
0-00 |
| Volume |
316,430 |
349,256 |
32,826 |
10.4% |
1,318,207 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-11 |
134-22 |
131-18 |
|
| R3 |
133-21 |
133-00 |
131-03 |
|
| R2 |
131-31 |
131-31 |
130-30 |
|
| R1 |
131-10 |
131-10 |
130-25 |
131-20 |
| PP |
130-09 |
130-09 |
130-09 |
130-15 |
| S1 |
129-20 |
129-20 |
130-15 |
129-30 |
| S2 |
128-19 |
128-19 |
130-10 |
|
| S3 |
126-29 |
127-30 |
130-05 |
|
| S4 |
125-07 |
126-08 |
129-22 |
|
|
| 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 |
132-09 |
129-06 |
3-03 |
2.4% |
1-14 |
1.1% |
46% |
False |
False |
266,137 |
| 10 |
134-17 |
129-06 |
5-11 |
4.1% |
1-18 |
1.2% |
27% |
False |
False |
267,827 |
| 20 |
137-22 |
129-06 |
8-16 |
6.5% |
1-21 |
1.3% |
17% |
False |
False |
307,257 |
| 40 |
145-14 |
129-06 |
16-08 |
12.4% |
1-25 |
1.4% |
9% |
False |
False |
160,188 |
| 60 |
145-14 |
129-06 |
16-08 |
12.4% |
1-26 |
1.4% |
9% |
False |
False |
106,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-04 |
|
2.618 |
135-12 |
|
1.618 |
133-22 |
|
1.000 |
132-21 |
|
0.618 |
132-00 |
|
HIGH |
130-31 |
|
0.618 |
130-10 |
|
0.500 |
130-04 |
|
0.382 |
129-30 |
|
LOW |
129-09 |
|
0.618 |
128-08 |
|
1.000 |
127-19 |
|
1.618 |
126-18 |
|
2.618 |
124-28 |
|
4.250 |
122-04 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
130-16 |
| PP |
130-09 |
130-12 |
| S1 |
130-04 |
130-08 |
|