ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
132-03 |
130-25 |
-1-10 |
-1.0% |
130-07 |
| High |
132-03 |
130-29 |
-1-06 |
-0.9% |
132-11 |
| Low |
130-21 |
129-15 |
-1-06 |
-0.9% |
129-15 |
| Close |
131-07 |
129-27 |
-1-12 |
-1.0% |
131-07 |
| Range |
1-14 |
1-14 |
0-00 |
0.0% |
2-28 |
| ATR |
1-24 |
1-24 |
0-00 |
0.0% |
0-00 |
| Volume |
82 |
82 |
0 |
0.0% |
1,300 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-18 |
130-20 |
|
| R3 |
132-30 |
132-04 |
130-08 |
|
| R2 |
131-16 |
131-16 |
130-03 |
|
| R1 |
130-22 |
130-22 |
129-31 |
130-12 |
| PP |
130-02 |
130-02 |
130-02 |
129-30 |
| S1 |
129-08 |
129-08 |
129-23 |
128-30 |
| S2 |
128-20 |
128-20 |
129-19 |
|
| S3 |
127-06 |
127-26 |
129-14 |
|
| S4 |
125-24 |
126-12 |
129-02 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-20 |
138-10 |
132-26 |
|
| R3 |
136-24 |
135-14 |
132-00 |
|
| R2 |
133-28 |
133-28 |
131-24 |
|
| R1 |
132-18 |
132-18 |
131-15 |
133-07 |
| PP |
131-00 |
131-00 |
131-00 |
131-11 |
| S1 |
129-22 |
129-22 |
130-31 |
130-11 |
| S2 |
128-04 |
128-04 |
130-22 |
|
| S3 |
125-08 |
126-26 |
130-14 |
|
| S4 |
122-12 |
123-30 |
129-20 |
|
|
| 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% |
1-17 |
1.2% |
13% |
False |
True |
165 |
| 10 |
132-11 |
128-27 |
3-16 |
2.7% |
1-19 |
1.2% |
29% |
False |
False |
261 |
| 20 |
132-11 |
125-07 |
7-04 |
5.5% |
1-20 |
1.3% |
65% |
False |
False |
130,099 |
| 40 |
132-11 |
117-19 |
14-24 |
11.4% |
1-24 |
1.4% |
83% |
False |
False |
223,221 |
| 60 |
132-11 |
117-19 |
14-24 |
11.4% |
1-29 |
1.5% |
83% |
False |
False |
269,376 |
| 80 |
137-22 |
117-19 |
20-03 |
15.5% |
1-28 |
1.4% |
61% |
False |
False |
277,614 |
| 100 |
145-14 |
117-19 |
27-27 |
21.4% |
1-28 |
1.4% |
44% |
False |
False |
234,094 |
| 120 |
145-14 |
117-19 |
27-27 |
21.4% |
1-28 |
1.4% |
44% |
False |
False |
195,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-00 |
|
2.618 |
134-21 |
|
1.618 |
133-07 |
|
1.000 |
132-11 |
|
0.618 |
131-25 |
|
HIGH |
130-29 |
|
0.618 |
130-11 |
|
0.500 |
130-06 |
|
0.382 |
130-01 |
|
LOW |
129-15 |
|
0.618 |
128-19 |
|
1.000 |
128-01 |
|
1.618 |
127-05 |
|
2.618 |
125-23 |
|
4.250 |
123-12 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-06 |
130-26 |
| PP |
130-02 |
130-15 |
| S1 |
129-31 |
130-05 |
|