ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
131-20 |
131-08 |
-0-12 |
-0.3% |
129-21 |
| High |
131-21 |
131-22 |
0-01 |
0.0% |
132-00 |
| Low |
130-26 |
129-18 |
-1-08 |
-1.0% |
128-15 |
| Close |
131-01 |
129-30 |
-1-03 |
-0.8% |
129-30 |
| Range |
0-27 |
2-04 |
1-09 |
151.9% |
3-17 |
| ATR |
1-26 |
1-27 |
0-01 |
1.2% |
0-00 |
| Volume |
97 |
129 |
32 |
33.0% |
3,732 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-25 |
135-15 |
131-03 |
|
| R3 |
134-21 |
133-11 |
130-17 |
|
| R2 |
132-17 |
132-17 |
130-10 |
|
| R1 |
131-07 |
131-07 |
130-04 |
130-26 |
| PP |
130-13 |
130-13 |
130-13 |
130-06 |
| S1 |
129-03 |
129-03 |
129-24 |
128-22 |
| S2 |
128-09 |
128-09 |
129-18 |
|
| S3 |
126-05 |
126-31 |
129-11 |
|
| S4 |
124-01 |
124-27 |
128-25 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-28 |
131-28 |
|
| R3 |
137-06 |
135-11 |
130-29 |
|
| R2 |
133-21 |
133-21 |
130-19 |
|
| R1 |
131-26 |
131-26 |
130-08 |
132-24 |
| PP |
130-04 |
130-04 |
130-04 |
130-19 |
| S1 |
128-09 |
128-09 |
129-20 |
129-06 |
| S2 |
126-19 |
126-19 |
129-09 |
|
| S3 |
123-02 |
124-24 |
128-31 |
|
| S4 |
119-17 |
121-07 |
128-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-00 |
128-15 |
3-17 |
2.7% |
1-21 |
1.3% |
42% |
False |
False |
746 |
| 10 |
132-00 |
126-02 |
5-30 |
4.6% |
1-25 |
1.4% |
65% |
False |
False |
52,767 |
| 20 |
132-00 |
122-28 |
9-04 |
7.0% |
1-20 |
1.3% |
77% |
False |
False |
215,021 |
| 40 |
132-00 |
117-19 |
14-13 |
11.1% |
1-26 |
1.4% |
86% |
False |
False |
276,395 |
| 60 |
132-00 |
117-19 |
14-13 |
11.1% |
1-30 |
1.5% |
86% |
False |
False |
302,015 |
| 80 |
140-18 |
117-19 |
22-31 |
17.7% |
1-28 |
1.4% |
54% |
False |
False |
292,354 |
| 100 |
145-14 |
117-19 |
27-27 |
21.4% |
1-29 |
1.5% |
44% |
False |
False |
234,085 |
| 120 |
145-14 |
117-19 |
27-27 |
21.4% |
1-27 |
1.4% |
44% |
False |
False |
195,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-23 |
|
2.618 |
137-08 |
|
1.618 |
135-04 |
|
1.000 |
133-26 |
|
0.618 |
133-00 |
|
HIGH |
131-22 |
|
0.618 |
130-28 |
|
0.500 |
130-20 |
|
0.382 |
130-12 |
|
LOW |
129-18 |
|
0.618 |
128-08 |
|
1.000 |
127-14 |
|
1.618 |
126-04 |
|
2.618 |
124-00 |
|
4.250 |
120-17 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
130-25 |
| PP |
130-13 |
130-16 |
| S1 |
130-05 |
130-07 |
|