ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
123-11 |
123-11 |
0-00 |
0.0% |
125-16 |
| High |
123-31 |
123-15 |
-0-16 |
-0.4% |
125-31 |
| Low |
122-12 |
121-23 |
-0-21 |
-0.5% |
122-28 |
| Close |
123-18 |
121-29 |
-1-21 |
-1.3% |
123-23 |
| Range |
1-19 |
1-24 |
0-05 |
9.8% |
3-03 |
| ATR |
2-01 |
2-01 |
0-00 |
-0.7% |
0-00 |
| Volume |
308,745 |
329,457 |
20,712 |
6.7% |
1,523,914 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
126-16 |
122-28 |
|
| R3 |
125-28 |
124-24 |
122-12 |
|
| R2 |
124-04 |
124-04 |
122-07 |
|
| R1 |
123-00 |
123-00 |
122-02 |
122-22 |
| PP |
122-12 |
122-12 |
122-12 |
122-06 |
| S1 |
121-08 |
121-08 |
121-24 |
120-30 |
| S2 |
120-20 |
120-20 |
121-19 |
|
| S3 |
118-28 |
119-16 |
121-14 |
|
| S4 |
117-04 |
117-24 |
120-30 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-15 |
131-22 |
125-13 |
|
| R3 |
130-12 |
128-19 |
124-18 |
|
| R2 |
127-09 |
127-09 |
124-09 |
|
| R1 |
125-16 |
125-16 |
124-00 |
124-27 |
| PP |
124-06 |
124-06 |
124-06 |
123-28 |
| S1 |
122-13 |
122-13 |
123-14 |
121-24 |
| S2 |
121-03 |
121-03 |
123-05 |
|
| S3 |
118-00 |
119-10 |
122-28 |
|
| S4 |
114-29 |
116-07 |
122-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-31 |
121-23 |
4-08 |
3.5% |
2-04 |
1.7% |
4% |
False |
True |
333,383 |
| 10 |
127-09 |
121-23 |
5-18 |
4.6% |
1-28 |
1.5% |
3% |
False |
True |
294,818 |
| 20 |
131-00 |
121-23 |
9-09 |
7.6% |
2-08 |
1.8% |
2% |
False |
True |
359,001 |
| 40 |
137-22 |
121-23 |
15-31 |
13.1% |
1-30 |
1.6% |
1% |
False |
True |
333,129 |
| 60 |
145-14 |
121-23 |
23-23 |
19.5% |
1-30 |
1.6% |
1% |
False |
True |
226,459 |
| 80 |
145-14 |
121-23 |
23-23 |
19.5% |
1-29 |
1.6% |
1% |
False |
True |
169,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-29 |
|
2.618 |
128-02 |
|
1.618 |
126-10 |
|
1.000 |
125-07 |
|
0.618 |
124-18 |
|
HIGH |
123-15 |
|
0.618 |
122-26 |
|
0.500 |
122-19 |
|
0.382 |
122-12 |
|
LOW |
121-23 |
|
0.618 |
120-20 |
|
1.000 |
119-31 |
|
1.618 |
118-28 |
|
2.618 |
117-04 |
|
4.250 |
114-09 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-19 |
123-10 |
| PP |
122-12 |
122-27 |
| S1 |
122-04 |
122-12 |
|