ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
121-27 |
120-13 |
-1-14 |
-1.2% |
123-20 |
| High |
122-06 |
120-15 |
-1-23 |
-1.4% |
124-28 |
| Low |
120-05 |
118-06 |
-1-31 |
-1.6% |
118-06 |
| Close |
120-14 |
119-04 |
-1-10 |
-1.1% |
119-04 |
| Range |
2-01 |
2-09 |
0-08 |
12.3% |
6-22 |
| ATR |
2-01 |
2-01 |
0-01 |
0.9% |
0-00 |
| Volume |
312,646 |
580,764 |
268,118 |
85.8% |
1,753,400 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
124-29 |
120-12 |
|
| R3 |
123-26 |
122-20 |
119-24 |
|
| R2 |
121-17 |
121-17 |
119-17 |
|
| R1 |
120-11 |
120-11 |
119-11 |
119-26 |
| PP |
119-08 |
119-08 |
119-08 |
119-00 |
| S1 |
118-02 |
118-02 |
118-29 |
117-16 |
| S2 |
116-31 |
116-31 |
118-23 |
|
| S3 |
114-22 |
115-25 |
118-16 |
|
| S4 |
112-13 |
113-16 |
117-28 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
136-21 |
122-26 |
|
| R3 |
134-03 |
129-31 |
120-31 |
|
| R2 |
127-13 |
127-13 |
120-11 |
|
| R1 |
123-09 |
123-09 |
119-24 |
122-00 |
| PP |
120-23 |
120-23 |
120-23 |
120-03 |
| S1 |
116-19 |
116-19 |
118-16 |
115-10 |
| S2 |
114-01 |
114-01 |
117-29 |
|
| S3 |
107-11 |
109-29 |
117-09 |
|
| S4 |
100-21 |
103-07 |
115-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-28 |
118-06 |
6-22 |
5.6% |
1-28 |
1.6% |
14% |
False |
True |
350,680 |
| 10 |
125-31 |
118-06 |
7-25 |
6.5% |
2-01 |
1.7% |
12% |
False |
True |
327,731 |
| 20 |
129-12 |
118-06 |
11-06 |
9.4% |
2-06 |
1.8% |
8% |
False |
True |
361,686 |
| 40 |
137-22 |
118-06 |
19-16 |
16.4% |
1-31 |
1.7% |
5% |
False |
True |
332,008 |
| 60 |
145-14 |
118-06 |
27-08 |
22.9% |
1-30 |
1.6% |
3% |
False |
True |
241,344 |
| 80 |
145-14 |
118-06 |
27-08 |
22.9% |
1-30 |
1.6% |
3% |
False |
True |
181,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-05 |
|
2.618 |
126-14 |
|
1.618 |
124-05 |
|
1.000 |
122-24 |
|
0.618 |
121-28 |
|
HIGH |
120-15 |
|
0.618 |
119-19 |
|
0.500 |
119-10 |
|
0.382 |
119-02 |
|
LOW |
118-06 |
|
0.618 |
116-25 |
|
1.000 |
115-29 |
|
1.618 |
114-16 |
|
2.618 |
112-07 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
120-26 |
| PP |
119-08 |
120-08 |
| S1 |
119-06 |
119-22 |
|