ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
121-22 |
1-19 |
1.3% |
123-20 |
| High |
121-23 |
122-25 |
1-02 |
0.9% |
124-28 |
| Low |
120-01 |
120-21 |
0-20 |
0.5% |
118-06 |
| Close |
121-15 |
122-11 |
0-28 |
0.7% |
119-04 |
| Range |
1-22 |
2-04 |
0-14 |
25.9% |
6-22 |
| ATR |
2-02 |
2-02 |
0-00 |
0.2% |
0-00 |
| Volume |
320,072 |
330,059 |
9,987 |
3.1% |
1,753,400 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-10 |
127-14 |
123-16 |
|
| R3 |
126-06 |
125-10 |
122-30 |
|
| R2 |
124-02 |
124-02 |
122-23 |
|
| R1 |
123-06 |
123-06 |
122-17 |
123-20 |
| PP |
121-30 |
121-30 |
121-30 |
122-04 |
| S1 |
121-02 |
121-02 |
122-05 |
121-16 |
| S2 |
119-26 |
119-26 |
121-31 |
|
| S3 |
117-22 |
118-30 |
121-24 |
|
| S4 |
115-18 |
116-26 |
121-06 |
|
|
| 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 |
122-25 |
117-19 |
5-06 |
4.2% |
2-07 |
1.8% |
92% |
True |
False |
387,701 |
| 10 |
125-31 |
117-19 |
8-12 |
6.8% |
2-02 |
1.7% |
57% |
False |
False |
348,609 |
| 20 |
129-12 |
117-19 |
11-25 |
9.6% |
2-01 |
1.7% |
40% |
False |
False |
336,557 |
| 40 |
135-04 |
117-19 |
17-17 |
14.3% |
2-01 |
1.7% |
27% |
False |
False |
334,505 |
| 60 |
143-21 |
117-19 |
26-02 |
21.3% |
1-30 |
1.6% |
18% |
False |
False |
263,924 |
| 80 |
145-14 |
117-19 |
27-27 |
22.8% |
1-30 |
1.6% |
17% |
False |
False |
197,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-26 |
|
2.618 |
128-11 |
|
1.618 |
126-07 |
|
1.000 |
124-29 |
|
0.618 |
124-03 |
|
HIGH |
122-25 |
|
0.618 |
121-31 |
|
0.500 |
121-23 |
|
0.382 |
121-15 |
|
LOW |
120-21 |
|
0.618 |
119-11 |
|
1.000 |
118-17 |
|
1.618 |
117-07 |
|
2.618 |
115-03 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-04 |
121-23 |
| PP |
121-30 |
121-03 |
| S1 |
121-23 |
120-15 |
|