ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
130-25 |
128-13 |
-2-12 |
-1.8% |
130-07 |
| High |
130-29 |
128-21 |
-2-08 |
-1.7% |
132-11 |
| Low |
129-15 |
127-03 |
-2-12 |
-1.8% |
129-15 |
| Close |
129-27 |
128-08 |
-1-19 |
-1.2% |
131-07 |
| Range |
1-14 |
1-18 |
0-04 |
8.7% |
2-28 |
| ATR |
1-24 |
1-26 |
0-02 |
4.1% |
0-00 |
| Volume |
82 |
131 |
49 |
59.8% |
1,300 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-22 |
132-01 |
129-04 |
|
| R3 |
131-04 |
130-15 |
128-22 |
|
| R2 |
129-18 |
129-18 |
128-17 |
|
| R1 |
128-29 |
128-29 |
128-13 |
128-14 |
| PP |
128-00 |
128-00 |
128-00 |
127-25 |
| S1 |
127-11 |
127-11 |
128-03 |
126-28 |
| S2 |
126-14 |
126-14 |
127-31 |
|
| S3 |
124-28 |
125-25 |
127-26 |
|
| S4 |
123-10 |
124-07 |
127-12 |
|
|
| 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 |
132-04 |
127-03 |
5-01 |
3.9% |
1-10 |
1.0% |
23% |
False |
True |
120 |
| 10 |
132-11 |
127-03 |
5-08 |
4.1% |
1-19 |
1.2% |
22% |
False |
True |
242 |
| 20 |
132-11 |
125-10 |
7-01 |
5.5% |
1-21 |
1.3% |
42% |
False |
False |
108,623 |
| 40 |
132-11 |
118-03 |
14-08 |
11.1% |
1-24 |
1.4% |
71% |
False |
False |
213,794 |
| 60 |
132-11 |
117-19 |
14-24 |
11.5% |
1-28 |
1.5% |
72% |
False |
False |
262,215 |
| 80 |
137-02 |
117-19 |
19-15 |
15.2% |
1-28 |
1.5% |
55% |
False |
False |
273,377 |
| 100 |
145-14 |
117-19 |
27-27 |
21.7% |
1-28 |
1.5% |
38% |
False |
False |
234,092 |
| 120 |
145-14 |
117-19 |
27-27 |
21.7% |
1-28 |
1.5% |
38% |
False |
False |
195,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-10 |
|
2.618 |
132-24 |
|
1.618 |
131-06 |
|
1.000 |
130-07 |
|
0.618 |
129-20 |
|
HIGH |
128-21 |
|
0.618 |
128-02 |
|
0.500 |
127-28 |
|
0.382 |
127-22 |
|
LOW |
127-03 |
|
0.618 |
126-04 |
|
1.000 |
125-17 |
|
1.618 |
124-18 |
|
2.618 |
123-00 |
|
4.250 |
120-14 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-04 |
129-19 |
| PP |
128-00 |
129-05 |
| S1 |
127-28 |
128-22 |
|