ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
121-17 |
1-16 |
1.2% |
123-16 |
| High |
121-16 |
122-17 |
1-01 |
0.8% |
124-23 |
| Low |
120-00 |
120-16 |
0-16 |
0.4% |
118-04 |
| Close |
121-08 |
122-04 |
0-28 |
0.7% |
118-29 |
| Range |
1-16 |
2-01 |
0-17 |
35.4% |
6-19 |
| ATR |
1-31 |
2-00 |
0-00 |
0.2% |
0-00 |
| Volume |
1,651 |
604 |
-1,047 |
-63.4% |
1,146 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
127-00 |
123-08 |
|
| R3 |
125-25 |
124-31 |
122-22 |
|
| R2 |
123-24 |
123-24 |
122-16 |
|
| R1 |
122-30 |
122-30 |
122-10 |
123-11 |
| PP |
121-23 |
121-23 |
121-23 |
121-30 |
| S1 |
120-29 |
120-29 |
121-30 |
121-10 |
| S2 |
119-22 |
119-22 |
121-24 |
|
| S3 |
117-21 |
118-28 |
121-18 |
|
| S4 |
115-20 |
116-27 |
121-00 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
136-07 |
122-17 |
|
| R3 |
133-25 |
129-20 |
120-23 |
|
| R2 |
127-06 |
127-06 |
120-04 |
|
| R1 |
123-01 |
123-01 |
119-16 |
121-26 |
| PP |
120-19 |
120-19 |
120-19 |
119-31 |
| S1 |
116-14 |
116-14 |
118-10 |
115-07 |
| S2 |
114-00 |
114-00 |
117-22 |
|
| S3 |
107-13 |
109-27 |
117-03 |
|
| S4 |
100-26 |
103-08 |
115-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-05 |
|
2.618 |
127-27 |
|
1.618 |
125-26 |
|
1.000 |
124-18 |
|
0.618 |
123-25 |
|
HIGH |
122-17 |
|
0.618 |
121-24 |
|
0.500 |
121-16 |
|
0.382 |
121-09 |
|
LOW |
120-16 |
|
0.618 |
119-08 |
|
1.000 |
118-15 |
|
1.618 |
117-07 |
|
2.618 |
115-06 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-30 |
121-16 |
| PP |
121-23 |
120-28 |
| S1 |
121-16 |
120-08 |
|