ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-20 |
128-04 |
-1-16 |
-1.2% |
129-20 |
| High |
129-22 |
128-30 |
-0-24 |
-0.6% |
132-15 |
| Low |
127-19 |
127-19 |
0-00 |
0.0% |
129-11 |
| Close |
128-03 |
128-05 |
0-02 |
0.0% |
131-05 |
| Range |
2-03 |
1-11 |
-0-24 |
-35.8% |
3-04 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.0% |
0-00 |
| Volume |
311,227 |
232,284 |
-78,943 |
-25.4% |
1,519,213 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-08 |
131-18 |
128-29 |
|
| R3 |
130-29 |
130-07 |
128-17 |
|
| R2 |
129-18 |
129-18 |
128-13 |
|
| R1 |
128-28 |
128-28 |
128-09 |
129-07 |
| PP |
128-07 |
128-07 |
128-07 |
128-13 |
| S1 |
127-17 |
127-17 |
128-01 |
127-28 |
| S2 |
126-28 |
126-28 |
127-29 |
|
| S3 |
125-17 |
126-06 |
127-25 |
|
| S4 |
124-06 |
124-27 |
127-13 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
138-28 |
132-28 |
|
| R3 |
137-08 |
135-24 |
132-00 |
|
| R2 |
134-04 |
134-04 |
131-23 |
|
| R1 |
132-20 |
132-20 |
131-14 |
133-12 |
| PP |
131-00 |
131-00 |
131-00 |
131-12 |
| S1 |
129-16 |
129-16 |
130-28 |
130-08 |
| S2 |
127-28 |
127-28 |
130-19 |
|
| S3 |
124-24 |
126-12 |
130-10 |
|
| S4 |
121-20 |
123-08 |
129-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-15 |
127-19 |
4-28 |
3.8% |
1-23 |
1.4% |
12% |
False |
True |
258,565 |
| 10 |
132-15 |
127-19 |
4-28 |
3.8% |
1-24 |
1.4% |
12% |
False |
True |
279,620 |
| 20 |
132-15 |
126-00 |
6-15 |
5.0% |
1-25 |
1.4% |
33% |
False |
False |
308,014 |
| 40 |
132-15 |
117-30 |
14-17 |
11.3% |
1-24 |
1.4% |
70% |
False |
False |
177,690 |
| 60 |
132-15 |
117-14 |
15-01 |
11.7% |
1-26 |
1.4% |
71% |
False |
False |
118,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-21 |
|
2.618 |
132-15 |
|
1.618 |
131-04 |
|
1.000 |
130-09 |
|
0.618 |
129-25 |
|
HIGH |
128-30 |
|
0.618 |
128-14 |
|
0.500 |
128-08 |
|
0.382 |
128-03 |
|
LOW |
127-19 |
|
0.618 |
126-24 |
|
1.000 |
126-08 |
|
1.618 |
125-13 |
|
2.618 |
124-02 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-08 |
129-10 |
| PP |
128-07 |
128-30 |
| S1 |
128-06 |
128-17 |
|