ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
127-04 |
2-04 |
1.7% |
131-02 |
| High |
127-28 |
127-18 |
-0-10 |
-0.2% |
131-10 |
| Low |
123-30 |
125-22 |
1-24 |
1.4% |
126-29 |
| Close |
127-22 |
127-02 |
-0-20 |
-0.5% |
128-25 |
| Range |
3-30 |
1-28 |
-2-02 |
-52.4% |
4-13 |
| ATR |
2-04 |
2-04 |
0-00 |
-0.5% |
0-00 |
| Volume |
570,998 |
392,777 |
-178,221 |
-31.2% |
1,701,771 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
131-19 |
128-03 |
|
| R3 |
130-17 |
129-23 |
127-18 |
|
| R2 |
128-21 |
128-21 |
127-13 |
|
| R1 |
127-27 |
127-27 |
127-08 |
127-10 |
| PP |
126-25 |
126-25 |
126-25 |
126-16 |
| S1 |
125-31 |
125-31 |
126-28 |
125-14 |
| S2 |
124-29 |
124-29 |
126-23 |
|
| S3 |
123-01 |
124-03 |
126-18 |
|
| S4 |
121-05 |
122-07 |
126-01 |
|
|
| 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 |
129-12 |
123-30 |
5-14 |
4.3% |
2-28 |
2.3% |
57% |
False |
False |
458,318 |
| 10 |
131-25 |
123-30 |
7-27 |
6.2% |
2-11 |
1.8% |
40% |
False |
False |
382,007 |
| 20 |
135-04 |
123-30 |
11-06 |
8.8% |
2-02 |
1.6% |
28% |
False |
False |
332,453 |
| 40 |
143-21 |
123-30 |
19-23 |
15.5% |
1-28 |
1.5% |
16% |
False |
False |
227,607 |
| 60 |
145-14 |
123-30 |
21-16 |
16.9% |
1-29 |
1.5% |
15% |
False |
False |
151,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
132-15 |
|
1.618 |
130-19 |
|
1.000 |
129-14 |
|
0.618 |
128-23 |
|
HIGH |
127-18 |
|
0.618 |
126-27 |
|
0.500 |
126-20 |
|
0.382 |
126-13 |
|
LOW |
125-22 |
|
0.618 |
124-17 |
|
1.000 |
123-26 |
|
1.618 |
122-21 |
|
2.618 |
120-25 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
126-29 |
126-22 |
| PP |
126-25 |
126-09 |
| S1 |
126-20 |
125-29 |
|