ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
128-13 |
126-28 |
-1-17 |
-1.2% |
128-31 |
| High |
128-22 |
127-09 |
-1-13 |
-1.1% |
128-31 |
| Low |
126-11 |
125-28 |
-0-15 |
-0.4% |
123-30 |
| Close |
126-25 |
126-09 |
-0-16 |
-0.4% |
126-13 |
| Range |
2-11 |
1-13 |
-0-30 |
-40.0% |
5-01 |
| ATR |
2-05 |
2-03 |
-0-02 |
-2.5% |
0-00 |
| Volume |
318,037 |
292,241 |
-25,796 |
-8.1% |
2,366,487 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-22 |
129-29 |
127-02 |
|
| R3 |
129-09 |
128-16 |
126-21 |
|
| R2 |
127-28 |
127-28 |
126-17 |
|
| R1 |
127-03 |
127-03 |
126-13 |
126-25 |
| PP |
126-15 |
126-15 |
126-15 |
126-10 |
| S1 |
125-22 |
125-22 |
126-05 |
125-12 |
| S2 |
125-02 |
125-02 |
126-01 |
|
| S3 |
123-21 |
124-09 |
125-29 |
|
| S4 |
122-08 |
122-28 |
125-16 |
|
|
| 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 |
129-12 |
125-28 |
3-16 |
2.8% |
2-02 |
1.6% |
12% |
False |
True |
364,812 |
| 10 |
129-12 |
123-30 |
5-14 |
4.3% |
2-15 |
1.9% |
43% |
False |
False |
411,565 |
| 20 |
133-30 |
123-30 |
10-00 |
7.9% |
2-02 |
1.6% |
23% |
False |
False |
346,979 |
| 40 |
142-08 |
123-30 |
18-10 |
14.5% |
1-29 |
1.5% |
13% |
False |
False |
273,117 |
| 60 |
145-14 |
123-30 |
21-16 |
17.0% |
1-29 |
1.5% |
11% |
False |
False |
182,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-08 |
|
2.618 |
130-31 |
|
1.618 |
129-18 |
|
1.000 |
128-22 |
|
0.618 |
128-05 |
|
HIGH |
127-09 |
|
0.618 |
126-24 |
|
0.500 |
126-18 |
|
0.382 |
126-13 |
|
LOW |
125-28 |
|
0.618 |
125-00 |
|
1.000 |
124-15 |
|
1.618 |
123-19 |
|
2.618 |
122-06 |
|
4.250 |
119-29 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
127-20 |
| PP |
126-15 |
127-06 |
| S1 |
126-12 |
126-23 |
|