ECBOT 30 Year Treasury Bond Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 127-04 126-14 -0-22 -0.5% 128-31
High 127-18 128-01 0-15 0.4% 128-31
Low 125-22 126-00 0-10 0.2% 123-30
Close 127-02 126-13 -0-21 -0.5% 126-13
Range 1-28 2-01 0-05 8.3% 5-01
ATR 2-04 2-04 0-00 -0.3% 0-00
Volume 392,777 484,154 91,377 23.3% 2,344,460
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 132-29 131-22 127-17
R3 130-28 129-21 126-31
R2 128-27 128-27 126-25
R1 127-20 127-20 126-19 127-07
PP 126-26 126-26 126-26 126-20
S1 125-19 125-19 126-07 125-06
S2 124-25 124-25 126-01
S3 122-24 123-18 125-27
S4 120-23 121-17 125-09
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 141-17 139-00 129-06
R3 136-16 133-31 127-25
R2 131-15 131-15 127-11
R1 128-30 128-30 126-28 127-22
PP 126-14 126-14 126-14 125-26
S1 123-29 123-29 125-30 122-21
S2 121-13 121-13 125-15
S3 116-12 118-28 125-01
S4 111-11 113-27 123-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-31 123-30 5-01 4.0% 2-25 2.2% 49% False False 468,892
10 131-10 123-30 7-12 5.8% 2-13 1.9% 33% False False 404,623
20 134-30 123-30 11-00 8.7% 2-02 1.6% 22% False False 338,552
40 143-15 123-30 19-17 15.5% 1-29 1.5% 13% False False 239,695
60 145-14 123-30 21-16 17.0% 1-29 1.5% 11% False False 159,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-21
2.618 133-11
1.618 131-10
1.000 130-02
0.618 129-09
HIGH 128-01
0.618 127-08
0.500 127-00
0.382 126-25
LOW 126-00
0.618 124-24
1.000 123-31
1.618 122-23
2.618 120-22
4.250 117-12
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 127-00 126-08
PP 126-26 126-04
S1 126-20 126-00

These figures are updated between 7pm and 10pm EST after a trading day.

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