ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
121-22 |
122-15 |
0-25 |
0.6% |
118-30 |
| High |
122-25 |
122-20 |
-0-05 |
-0.1% |
122-25 |
| Low |
120-21 |
120-29 |
0-08 |
0.2% |
117-19 |
| Close |
122-11 |
121-08 |
-1-03 |
-0.9% |
121-08 |
| Range |
2-04 |
1-23 |
-0-13 |
-19.1% |
5-06 |
| ATR |
2-02 |
2-02 |
-0-01 |
-1.2% |
0-00 |
| Volume |
330,059 |
321,412 |
-8,647 |
-2.6% |
1,679,155 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-24 |
125-23 |
122-06 |
|
| R3 |
125-01 |
124-00 |
121-23 |
|
| R2 |
123-10 |
123-10 |
121-18 |
|
| R1 |
122-09 |
122-09 |
121-13 |
121-30 |
| PP |
121-19 |
121-19 |
121-19 |
121-14 |
| S1 |
120-18 |
120-18 |
121-03 |
120-07 |
| S2 |
119-28 |
119-28 |
120-30 |
|
| S3 |
118-05 |
118-27 |
120-25 |
|
| S4 |
116-14 |
117-04 |
120-10 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
133-28 |
124-03 |
|
| R3 |
130-29 |
128-22 |
122-22 |
|
| R2 |
125-23 |
125-23 |
122-06 |
|
| R1 |
123-16 |
123-16 |
121-23 |
124-20 |
| PP |
120-17 |
120-17 |
120-17 |
121-03 |
| S1 |
118-10 |
118-10 |
120-25 |
119-14 |
| S2 |
115-11 |
115-11 |
120-10 |
|
| S3 |
110-05 |
113-04 |
119-26 |
|
| S4 |
104-31 |
107-30 |
118-13 |
|
|
| 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 |
4.3% |
2-03 |
1.7% |
70% |
False |
False |
335,831 |
| 10 |
124-28 |
117-19 |
7-09 |
6.0% |
2-00 |
1.6% |
50% |
False |
False |
343,255 |
| 20 |
129-12 |
117-19 |
11-25 |
9.7% |
2-01 |
1.7% |
31% |
False |
False |
327,319 |
| 40 |
134-30 |
117-19 |
17-11 |
14.3% |
2-01 |
1.7% |
21% |
False |
False |
333,486 |
| 60 |
143-15 |
117-19 |
25-28 |
21.3% |
1-30 |
1.6% |
14% |
False |
False |
269,270 |
| 80 |
145-14 |
117-19 |
27-27 |
23.0% |
1-30 |
1.6% |
13% |
False |
False |
202,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
127-04 |
|
1.618 |
125-13 |
|
1.000 |
124-11 |
|
0.618 |
123-22 |
|
HIGH |
122-20 |
|
0.618 |
121-31 |
|
0.500 |
121-24 |
|
0.382 |
121-18 |
|
LOW |
120-29 |
|
0.618 |
119-27 |
|
1.000 |
119-06 |
|
1.618 |
118-04 |
|
2.618 |
116-13 |
|
4.250 |
113-19 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-24 |
121-13 |
| PP |
121-19 |
121-11 |
| S1 |
121-14 |
121-10 |
|