ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
128-31 |
125-27 |
-3-04 |
-2.4% |
131-02 |
| High |
128-31 |
127-07 |
-1-24 |
-1.4% |
131-10 |
| Low |
125-24 |
124-13 |
-1-11 |
-1.1% |
126-29 |
| Close |
126-16 |
124-26 |
-1-22 |
-1.3% |
128-25 |
| Range |
3-07 |
2-26 |
-0-13 |
-12.6% |
4-13 |
| ATR |
1-30 |
2-00 |
0-02 |
3.2% |
0-00 |
| Volume |
429,772 |
466,759 |
36,987 |
8.6% |
1,701,771 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-29 |
132-06 |
126-12 |
|
| R3 |
131-03 |
129-12 |
125-19 |
|
| R2 |
128-09 |
128-09 |
125-10 |
|
| R1 |
126-18 |
126-18 |
125-02 |
126-00 |
| PP |
125-15 |
125-15 |
125-15 |
125-07 |
| S1 |
123-24 |
123-24 |
124-18 |
123-06 |
| S2 |
122-21 |
122-21 |
124-10 |
|
| S3 |
119-27 |
120-30 |
124-01 |
|
| S4 |
117-01 |
118-04 |
123-08 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-07 |
139-29 |
131-07 |
|
| R3 |
137-26 |
135-16 |
130-00 |
|
| R2 |
133-13 |
133-13 |
129-19 |
|
| R1 |
131-03 |
131-03 |
129-06 |
130-02 |
| PP |
129-00 |
129-00 |
129-00 |
128-15 |
| S1 |
126-22 |
126-22 |
128-12 |
125-20 |
| S2 |
124-19 |
124-19 |
127-31 |
|
| S3 |
120-06 |
122-09 |
127-18 |
|
| S4 |
115-25 |
117-28 |
126-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-00 |
124-13 |
6-19 |
5.3% |
2-20 |
2.1% |
6% |
False |
True |
417,101 |
| 10 |
132-16 |
124-13 |
8-03 |
6.5% |
2-00 |
1.6% |
5% |
False |
True |
333,250 |
| 20 |
136-30 |
124-13 |
12-17 |
10.0% |
1-29 |
1.5% |
3% |
False |
True |
315,823 |
| 40 |
145-14 |
124-13 |
21-01 |
16.9% |
1-28 |
1.5% |
2% |
False |
True |
203,570 |
| 60 |
145-14 |
124-13 |
21-01 |
16.9% |
1-29 |
1.5% |
2% |
False |
True |
135,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-06 |
|
2.618 |
134-19 |
|
1.618 |
131-25 |
|
1.000 |
130-01 |
|
0.618 |
128-31 |
|
HIGH |
127-07 |
|
0.618 |
126-05 |
|
0.500 |
125-26 |
|
0.382 |
125-15 |
|
LOW |
124-13 |
|
0.618 |
122-21 |
|
1.000 |
121-19 |
|
1.618 |
119-27 |
|
2.618 |
117-01 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-26 |
126-28 |
| PP |
125-15 |
126-06 |
| S1 |
125-05 |
125-16 |
|