ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
121-01 |
121-00 |
-0-01 |
0.0% |
118-30 |
| High |
121-08 |
122-28 |
1-20 |
1.3% |
122-25 |
| Low |
120-03 |
120-25 |
0-22 |
0.6% |
117-19 |
| Close |
120-16 |
121-01 |
0-17 |
0.4% |
121-08 |
| Range |
1-05 |
2-03 |
0-30 |
81.1% |
5-06 |
| ATR |
2-00 |
2-00 |
0-01 |
1.4% |
0-00 |
| Volume |
404,588 |
322,513 |
-82,075 |
-20.3% |
1,679,155 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
126-17 |
122-06 |
|
| R3 |
125-24 |
124-14 |
121-19 |
|
| R2 |
123-21 |
123-21 |
121-13 |
|
| R1 |
122-11 |
122-11 |
121-07 |
123-00 |
| PP |
121-18 |
121-18 |
121-18 |
121-28 |
| S1 |
120-08 |
120-08 |
120-27 |
120-29 |
| S2 |
119-15 |
119-15 |
120-21 |
|
| S3 |
117-12 |
118-05 |
120-15 |
|
| S4 |
115-09 |
116-02 |
119-28 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
133-28 |
124-03 |
|
| R3 |
130-29 |
128-22 |
122-22 |
|
| R2 |
125-23 |
125-23 |
122-06 |
|
| R1 |
123-16 |
123-16 |
121-23 |
124-20 |
| PP |
120-17 |
120-17 |
120-17 |
121-03 |
| S1 |
118-10 |
118-10 |
120-25 |
119-14 |
| S2 |
115-11 |
115-11 |
120-10 |
|
| S3 |
110-05 |
113-04 |
119-26 |
|
| S4 |
104-31 |
107-30 |
118-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-28 |
120-01 |
2-27 |
2.3% |
1-24 |
1.5% |
35% |
True |
False |
339,728 |
| 10 |
123-15 |
117-19 |
5-28 |
4.9% |
2-00 |
1.6% |
59% |
False |
False |
362,912 |
| 20 |
128-22 |
117-19 |
11-03 |
9.2% |
1-31 |
1.6% |
31% |
False |
False |
328,294 |
| 40 |
134-17 |
117-19 |
16-30 |
14.0% |
2-00 |
1.7% |
20% |
False |
False |
335,338 |
| 60 |
143-15 |
117-19 |
25-28 |
21.4% |
1-29 |
1.6% |
13% |
False |
False |
281,369 |
| 80 |
145-14 |
117-19 |
27-27 |
23.0% |
1-30 |
1.6% |
12% |
False |
False |
211,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-25 |
|
2.618 |
128-11 |
|
1.618 |
126-08 |
|
1.000 |
124-31 |
|
0.618 |
124-05 |
|
HIGH |
122-28 |
|
0.618 |
122-02 |
|
0.500 |
121-26 |
|
0.382 |
121-19 |
|
LOW |
120-25 |
|
0.618 |
119-16 |
|
1.000 |
118-22 |
|
1.618 |
117-13 |
|
2.618 |
115-10 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-26 |
121-16 |
| PP |
121-18 |
121-11 |
| S1 |
121-10 |
121-06 |
|