ECBOT 30 Year Treasury Bond Future December 2022
Trading Metrics calculated at close of trading on 03-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
126-14 |
126-05 |
-0-09 |
-0.2% |
128-31 |
High |
128-01 |
129-10 |
1-09 |
1.0% |
128-31 |
Low |
126-00 |
126-03 |
0-03 |
0.1% |
123-30 |
Close |
126-13 |
128-10 |
1-29 |
1.5% |
126-13 |
Range |
2-01 |
3-07 |
1-06 |
58.5% |
5-01 |
ATR |
2-04 |
2-06 |
0-03 |
3.7% |
0-00 |
Volume |
506,181 |
384,807 |
-121,374 |
-24.0% |
2,366,487 |
|
Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-18 |
136-05 |
130-03 |
|
R3 |
134-11 |
132-30 |
129-06 |
|
R2 |
131-04 |
131-04 |
128-29 |
|
R1 |
129-23 |
129-23 |
128-19 |
130-14 |
PP |
127-29 |
127-29 |
127-29 |
128-08 |
S1 |
126-16 |
126-16 |
128-01 |
127-06 |
S2 |
124-22 |
124-22 |
127-23 |
|
S3 |
121-15 |
123-09 |
127-14 |
|
S4 |
118-08 |
120-02 |
126-17 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-17 |
139-00 |
129-06 |
|
R3 |
136-16 |
133-31 |
127-25 |
|
R2 |
131-15 |
131-15 |
127-11 |
|
R1 |
128-30 |
128-30 |
126-28 |
127-22 |
PP |
126-14 |
126-14 |
126-14 |
125-26 |
S1 |
123-29 |
123-29 |
125-30 |
122-21 |
S2 |
121-13 |
121-13 |
125-15 |
|
S3 |
116-12 |
118-28 |
125-01 |
|
S4 |
111-11 |
113-27 |
123-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-10 |
123-30 |
5-12 |
4.2% |
2-25 |
2.2% |
81% |
True |
False |
464,304 |
10 |
131-04 |
123-30 |
7-06 |
5.6% |
2-20 |
2.0% |
61% |
False |
False |
425,670 |
20 |
134-30 |
123-30 |
11-00 |
8.6% |
2-04 |
1.7% |
40% |
False |
False |
342,955 |
40 |
143-15 |
123-30 |
19-17 |
15.2% |
1-29 |
1.5% |
22% |
False |
False |
249,849 |
60 |
145-14 |
123-30 |
21-16 |
16.8% |
1-30 |
1.5% |
20% |
False |
False |
166,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-00 |
2.618 |
137-24 |
1.618 |
134-17 |
1.000 |
132-17 |
0.618 |
131-10 |
HIGH |
129-10 |
0.618 |
128-03 |
0.500 |
127-22 |
0.382 |
127-10 |
LOW |
126-03 |
0.618 |
124-03 |
1.000 |
122-28 |
1.618 |
120-28 |
2.618 |
117-21 |
4.250 |
112-13 |
|
|
Fisher Pivots for day following 03-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
128-04 |
128-01 |
PP |
127-29 |
127-25 |
S1 |
127-22 |
127-16 |
|