ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
123-11 |
121-27 |
-1-16 |
-1.2% |
125-16 |
| High |
123-15 |
122-06 |
-1-09 |
-1.0% |
125-31 |
| Low |
121-23 |
120-05 |
-1-18 |
-1.3% |
122-28 |
| Close |
121-29 |
120-14 |
-1-15 |
-1.2% |
123-23 |
| Range |
1-24 |
2-01 |
0-09 |
16.1% |
3-03 |
| ATR |
2-01 |
2-01 |
0-00 |
0.0% |
0-00 |
| Volume |
329,457 |
312,646 |
-16,811 |
-5.1% |
1,523,914 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-01 |
125-24 |
121-18 |
|
| R3 |
125-00 |
123-23 |
121-00 |
|
| R2 |
122-31 |
122-31 |
120-26 |
|
| R1 |
121-22 |
121-22 |
120-20 |
121-10 |
| PP |
120-30 |
120-30 |
120-30 |
120-24 |
| S1 |
119-21 |
119-21 |
120-08 |
119-09 |
| S2 |
118-29 |
118-29 |
120-02 |
|
| S3 |
116-28 |
117-20 |
119-28 |
|
| S4 |
114-27 |
115-19 |
119-10 |
|
|
| 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 |
120-05 |
5-26 |
4.8% |
1-29 |
1.6% |
5% |
False |
True |
309,518 |
| 10 |
126-13 |
120-05 |
6-08 |
5.2% |
1-30 |
1.6% |
5% |
False |
True |
296,858 |
| 20 |
129-12 |
120-05 |
9-07 |
7.7% |
2-06 |
1.8% |
3% |
False |
True |
354,212 |
| 40 |
137-22 |
120-05 |
17-17 |
14.6% |
1-31 |
1.6% |
2% |
False |
True |
329,227 |
| 60 |
145-14 |
120-05 |
25-09 |
21.0% |
1-30 |
1.6% |
1% |
False |
True |
231,670 |
| 80 |
145-14 |
120-05 |
25-09 |
21.0% |
1-30 |
1.6% |
1% |
False |
True |
173,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
127-16 |
|
1.618 |
125-15 |
|
1.000 |
124-07 |
|
0.618 |
123-14 |
|
HIGH |
122-06 |
|
0.618 |
121-13 |
|
0.500 |
121-06 |
|
0.382 |
120-30 |
|
LOW |
120-05 |
|
0.618 |
118-29 |
|
1.000 |
118-04 |
|
1.618 |
116-28 |
|
2.618 |
114-27 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
122-02 |
| PP |
120-30 |
121-17 |
| S1 |
120-22 |
120-31 |
|