ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
120-03 |
1-28 |
1.6% |
123-20 |
| High |
120-22 |
121-23 |
1-01 |
0.9% |
124-28 |
| Low |
118-05 |
120-01 |
1-28 |
1.6% |
118-06 |
| Close |
120-02 |
121-15 |
1-13 |
1.2% |
119-04 |
| Range |
2-17 |
1-22 |
-0-27 |
-33.3% |
6-22 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.4% |
0-00 |
| Volume |
330,413 |
320,072 |
-10,341 |
-3.1% |
1,753,400 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-04 |
125-16 |
122-13 |
|
| R3 |
124-14 |
123-26 |
121-30 |
|
| R2 |
122-24 |
122-24 |
121-25 |
|
| R1 |
122-04 |
122-04 |
121-20 |
122-14 |
| PP |
121-02 |
121-02 |
121-02 |
121-08 |
| S1 |
120-14 |
120-14 |
121-10 |
120-24 |
| S2 |
119-12 |
119-12 |
121-05 |
|
| S3 |
117-22 |
118-24 |
121-00 |
|
| S4 |
116-00 |
117-02 |
120-17 |
|
|
| 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 |
122-06 |
117-19 |
4-19 |
3.8% |
2-06 |
1.8% |
84% |
False |
False |
384,218 |
| 10 |
125-31 |
117-19 |
8-12 |
6.9% |
2-05 |
1.8% |
46% |
False |
False |
358,800 |
| 20 |
129-12 |
117-19 |
11-25 |
9.7% |
2-01 |
1.7% |
33% |
False |
False |
339,693 |
| 40 |
136-14 |
117-19 |
18-27 |
15.5% |
2-01 |
1.7% |
21% |
False |
False |
336,239 |
| 60 |
143-21 |
117-19 |
26-02 |
21.5% |
1-30 |
1.6% |
15% |
False |
False |
258,439 |
| 80 |
145-14 |
117-19 |
27-27 |
22.9% |
1-30 |
1.6% |
14% |
False |
False |
193,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-28 |
|
2.618 |
126-04 |
|
1.618 |
124-14 |
|
1.000 |
123-13 |
|
0.618 |
122-24 |
|
HIGH |
121-23 |
|
0.618 |
121-02 |
|
0.500 |
120-28 |
|
0.382 |
120-22 |
|
LOW |
120-01 |
|
0.618 |
119-00 |
|
1.000 |
118-11 |
|
1.618 |
117-10 |
|
2.618 |
115-20 |
|
4.250 |
112-28 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-09 |
120-28 |
| PP |
121-02 |
120-08 |
| S1 |
120-28 |
119-21 |
|