ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
118-07 |
-0-23 |
-0.6% |
123-20 |
| High |
120-02 |
120-22 |
0-20 |
0.5% |
124-28 |
| Low |
117-19 |
118-05 |
0-18 |
0.5% |
118-06 |
| Close |
118-10 |
120-02 |
1-24 |
1.5% |
119-04 |
| Range |
2-15 |
2-17 |
0-02 |
2.5% |
6-22 |
| ATR |
2-02 |
2-03 |
0-01 |
1.6% |
0-00 |
| Volume |
377,199 |
330,413 |
-46,786 |
-12.4% |
1,753,400 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
126-06 |
121-15 |
|
| R3 |
124-22 |
123-21 |
120-24 |
|
| R2 |
122-05 |
122-05 |
120-17 |
|
| R1 |
121-04 |
121-04 |
120-09 |
121-20 |
| PP |
119-20 |
119-20 |
119-20 |
119-29 |
| S1 |
118-19 |
118-19 |
119-27 |
119-04 |
| S2 |
117-03 |
117-03 |
119-19 |
|
| S3 |
114-18 |
116-02 |
119-12 |
|
| S4 |
112-01 |
113-17 |
118-21 |
|
|
| 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 |
123-15 |
117-19 |
5-28 |
4.9% |
2-07 |
1.8% |
42% |
False |
False |
386,095 |
| 10 |
125-31 |
117-19 |
8-12 |
7.0% |
2-04 |
1.8% |
29% |
False |
False |
358,744 |
| 20 |
129-12 |
117-19 |
11-25 |
9.8% |
2-04 |
1.8% |
21% |
False |
False |
352,240 |
| 40 |
136-30 |
117-19 |
19-11 |
16.1% |
2-01 |
1.7% |
13% |
False |
False |
334,031 |
| 60 |
145-14 |
117-19 |
27-27 |
23.2% |
1-31 |
1.6% |
9% |
False |
False |
253,127 |
| 80 |
145-14 |
117-19 |
27-27 |
23.2% |
1-31 |
1.6% |
9% |
False |
False |
189,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-14 |
|
2.618 |
127-10 |
|
1.618 |
124-25 |
|
1.000 |
123-07 |
|
0.618 |
122-08 |
|
HIGH |
120-22 |
|
0.618 |
119-23 |
|
0.500 |
119-14 |
|
0.382 |
119-04 |
|
LOW |
118-05 |
|
0.618 |
116-19 |
|
1.000 |
115-20 |
|
1.618 |
114-02 |
|
2.618 |
111-17 |
|
4.250 |
107-13 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-27 |
119-24 |
| PP |
119-20 |
119-14 |
| S1 |
119-14 |
119-04 |
|