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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Narrowest range in 6 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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