ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
118-30 |
-1-15 |
-1.2% |
123-20 |
| High |
120-15 |
120-02 |
-0-13 |
-0.3% |
124-28 |
| Low |
118-06 |
117-19 |
-0-19 |
-0.5% |
118-06 |
| Close |
119-04 |
118-10 |
-0-26 |
-0.7% |
119-04 |
| Range |
2-09 |
2-15 |
0-06 |
8.2% |
6-22 |
| ATR |
2-01 |
2-02 |
0-01 |
1.5% |
0-00 |
| Volume |
580,764 |
377,199 |
-203,565 |
-35.1% |
1,753,400 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
124-21 |
119-21 |
|
| R3 |
123-19 |
122-06 |
119-00 |
|
| R2 |
121-04 |
121-04 |
118-24 |
|
| R1 |
119-23 |
119-23 |
118-17 |
119-06 |
| PP |
118-21 |
118-21 |
118-21 |
118-12 |
| S1 |
117-08 |
117-08 |
118-03 |
116-23 |
| S2 |
116-06 |
116-06 |
117-28 |
|
| S3 |
113-23 |
114-25 |
117-20 |
|
| S4 |
111-08 |
112-10 |
116-31 |
|
|
| 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 |
123-31 |
117-19 |
6-12 |
5.4% |
2-01 |
1.7% |
11% |
False |
True |
381,762 |
| 10 |
125-31 |
117-19 |
8-12 |
7.1% |
2-02 |
1.7% |
9% |
False |
True |
355,075 |
| 20 |
129-12 |
117-19 |
11-25 |
10.0% |
2-05 |
1.8% |
6% |
False |
True |
359,057 |
| 40 |
137-02 |
117-19 |
19-15 |
16.5% |
2-00 |
1.7% |
4% |
False |
True |
332,959 |
| 60 |
145-14 |
117-19 |
27-27 |
23.5% |
1-31 |
1.7% |
3% |
False |
True |
247,624 |
| 80 |
145-14 |
117-19 |
27-27 |
23.5% |
1-31 |
1.7% |
3% |
False |
True |
185,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-18 |
|
2.618 |
126-17 |
|
1.618 |
124-02 |
|
1.000 |
122-17 |
|
0.618 |
121-19 |
|
HIGH |
120-02 |
|
0.618 |
119-04 |
|
0.500 |
118-26 |
|
0.382 |
118-17 |
|
LOW |
117-19 |
|
0.618 |
116-02 |
|
1.000 |
115-04 |
|
1.618 |
113-19 |
|
2.618 |
111-04 |
|
4.250 |
107-03 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
119-28 |
| PP |
118-21 |
119-12 |
| S1 |
118-16 |
118-27 |
|