ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
131-20 |
132-04 |
0-16 |
0.4% |
129-21 |
| High |
131-21 |
132-04 |
0-15 |
0.4% |
132-00 |
| Low |
130-22 |
131-00 |
0-10 |
0.2% |
128-15 |
| Close |
131-05 |
132-04 |
0-31 |
0.7% |
129-30 |
| Range |
0-31 |
1-04 |
0-05 |
16.1% |
3-17 |
| ATR |
1-26 |
1-24 |
-0-02 |
-2.7% |
0-00 |
| Volume |
307 |
2 |
-305 |
-99.3% |
3,732 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-24 |
132-24 |
|
| R3 |
134-00 |
133-20 |
132-14 |
|
| R2 |
132-28 |
132-28 |
132-11 |
|
| R1 |
132-16 |
132-16 |
132-07 |
132-22 |
| PP |
131-24 |
131-24 |
131-24 |
131-27 |
| S1 |
131-12 |
131-12 |
132-01 |
131-18 |
| S2 |
130-20 |
130-20 |
131-29 |
|
| S3 |
129-16 |
130-08 |
131-26 |
|
| S4 |
128-12 |
129-04 |
131-16 |
|
|
| 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% |
1-22 |
1.3% |
92% |
False |
False |
269 |
| 10 |
132-11 |
128-09 |
4-02 |
3.1% |
1-21 |
1.3% |
95% |
False |
False |
667 |
| 20 |
132-11 |
125-06 |
7-05 |
5.4% |
1-20 |
1.2% |
97% |
False |
False |
160,204 |
| 40 |
132-11 |
117-19 |
14-24 |
11.2% |
1-25 |
1.4% |
99% |
False |
False |
245,552 |
| 60 |
132-11 |
117-19 |
14-24 |
11.2% |
1-30 |
1.5% |
99% |
False |
False |
283,368 |
| 80 |
137-22 |
117-19 |
20-03 |
15.2% |
1-28 |
1.4% |
72% |
False |
False |
289,341 |
| 100 |
145-14 |
117-19 |
27-27 |
21.1% |
1-28 |
1.4% |
52% |
False |
False |
234,096 |
| 120 |
145-14 |
117-19 |
27-27 |
21.1% |
1-28 |
1.4% |
52% |
False |
False |
195,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-29 |
|
2.618 |
135-02 |
|
1.618 |
133-30 |
|
1.000 |
133-08 |
|
0.618 |
132-26 |
|
HIGH |
132-04 |
|
0.618 |
131-22 |
|
0.500 |
131-18 |
|
0.382 |
131-14 |
|
LOW |
131-00 |
|
0.618 |
130-10 |
|
1.000 |
129-28 |
|
1.618 |
129-06 |
|
2.618 |
128-02 |
|
4.250 |
126-07 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-30 |
131-24 |
| PP |
131-24 |
131-12 |
| S1 |
131-18 |
131-00 |
|