ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-25 |
131-20 |
1-27 |
1.4% |
129-21 |
| High |
132-11 |
131-21 |
-0-22 |
-0.5% |
132-00 |
| Low |
129-20 |
130-22 |
1-02 |
0.8% |
128-15 |
| Close |
131-08 |
131-05 |
-0-03 |
-0.1% |
129-30 |
| Range |
2-23 |
0-31 |
-1-24 |
-64.4% |
3-17 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.5% |
0-00 |
| Volume |
352 |
307 |
-45 |
-12.8% |
3,732 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-02 |
133-19 |
131-22 |
|
| R3 |
133-03 |
132-20 |
131-14 |
|
| R2 |
132-04 |
132-04 |
131-11 |
|
| R1 |
131-21 |
131-21 |
131-08 |
131-13 |
| PP |
131-05 |
131-05 |
131-05 |
131-02 |
| S1 |
130-22 |
130-22 |
131-02 |
130-14 |
| S2 |
130-06 |
130-06 |
130-31 |
|
| S3 |
129-07 |
129-23 |
130-28 |
|
| S4 |
128-08 |
128-24 |
130-20 |
|
|
| 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 |
132-11 |
129-15 |
2-28 |
2.2% |
1-20 |
1.2% |
59% |
False |
False |
288 |
| 10 |
132-11 |
127-26 |
4-17 |
3.5% |
1-24 |
1.3% |
74% |
False |
False |
1,423 |
| 20 |
132-11 |
124-02 |
8-09 |
6.3% |
1-23 |
1.3% |
86% |
False |
False |
176,828 |
| 40 |
132-11 |
117-19 |
14-24 |
11.2% |
1-26 |
1.4% |
92% |
False |
False |
253,788 |
| 60 |
132-11 |
117-19 |
14-24 |
11.2% |
1-31 |
1.5% |
92% |
False |
False |
289,189 |
| 80 |
138-02 |
117-19 |
20-15 |
15.6% |
1-28 |
1.4% |
66% |
False |
False |
291,543 |
| 100 |
145-14 |
117-19 |
27-27 |
21.2% |
1-28 |
1.4% |
49% |
False |
False |
234,096 |
| 120 |
145-14 |
117-19 |
27-27 |
21.2% |
1-28 |
1.4% |
49% |
False |
False |
195,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-25 |
|
2.618 |
134-06 |
|
1.618 |
133-07 |
|
1.000 |
132-20 |
|
0.618 |
132-08 |
|
HIGH |
131-21 |
|
0.618 |
131-09 |
|
0.500 |
131-06 |
|
0.382 |
131-02 |
|
LOW |
130-22 |
|
0.618 |
130-03 |
|
1.000 |
129-23 |
|
1.618 |
129-04 |
|
2.618 |
128-05 |
|
4.250 |
126-18 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-06 |
131-02 |
| PP |
131-05 |
131-00 |
| S1 |
131-05 |
130-29 |
|