ECBOT 30 Year Treasury Bond Future December 2022
Trading Metrics calculated at close of trading on 13-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
124-12 |
125-07 |
0-27 |
0.7% |
126-05 |
High |
125-11 |
125-28 |
0-17 |
0.4% |
129-12 |
Low |
123-28 |
122-28 |
-1-00 |
-0.8% |
125-02 |
Close |
125-05 |
124-18 |
-0-19 |
-0.5% |
125-17 |
Range |
1-15 |
3-00 |
1-17 |
104.3% |
4-10 |
ATR |
2-00 |
2-02 |
0-02 |
3.6% |
0-00 |
Volume |
319,504 |
431,969 |
112,465 |
35.2% |
1,589,919 |
|
Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-14 |
132-00 |
126-07 |
|
R3 |
130-14 |
129-00 |
125-12 |
|
R2 |
127-14 |
127-14 |
125-04 |
|
R1 |
126-00 |
126-00 |
124-27 |
125-07 |
PP |
124-14 |
124-14 |
124-14 |
124-02 |
S1 |
123-00 |
123-00 |
124-09 |
122-07 |
S2 |
121-14 |
121-14 |
124-00 |
|
S3 |
118-14 |
120-00 |
123-24 |
|
S4 |
115-14 |
117-00 |
122-29 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-19 |
136-28 |
127-29 |
|
R3 |
135-09 |
132-18 |
126-23 |
|
R2 |
130-31 |
130-31 |
126-10 |
|
R1 |
128-08 |
128-08 |
125-30 |
127-14 |
PP |
126-21 |
126-21 |
126-21 |
126-08 |
S1 |
123-30 |
123-30 |
125-04 |
123-04 |
S2 |
122-11 |
122-11 |
124-24 |
|
S3 |
118-01 |
119-20 |
124-11 |
|
S4 |
113-23 |
115-10 |
123-05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-13 |
122-28 |
3-17 |
2.8% |
1-30 |
1.6% |
48% |
False |
True |
284,199 |
10 |
129-12 |
122-28 |
6-16 |
5.2% |
2-00 |
1.6% |
26% |
False |
True |
324,505 |
20 |
131-25 |
122-28 |
8-29 |
7.2% |
2-06 |
1.7% |
19% |
False |
True |
353,256 |
40 |
140-18 |
122-28 |
17-22 |
14.2% |
1-29 |
1.5% |
10% |
False |
True |
308,313 |
60 |
145-14 |
122-28 |
22-18 |
18.1% |
1-31 |
1.6% |
7% |
False |
True |
205,879 |
80 |
145-14 |
122-28 |
22-18 |
18.1% |
1-28 |
1.5% |
7% |
False |
True |
154,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-20 |
2.618 |
133-23 |
1.618 |
130-23 |
1.000 |
128-28 |
0.618 |
127-23 |
HIGH |
125-28 |
0.618 |
124-23 |
0.500 |
124-12 |
0.382 |
124-01 |
LOW |
122-28 |
0.618 |
121-01 |
1.000 |
119-28 |
1.618 |
118-01 |
2.618 |
115-01 |
4.250 |
110-04 |
|
|
Fisher Pivots for day following 13-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
124-16 |
124-16 |
PP |
124-14 |
124-14 |
S1 |
124-12 |
124-12 |
|