ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
121-09 |
120-09 |
-1-00 |
-0.8% |
118-30 |
| High |
121-31 |
120-15 |
-1-16 |
-1.2% |
122-25 |
| Low |
120-04 |
118-22 |
-1-14 |
-1.2% |
117-19 |
| Close |
120-23 |
120-10 |
-0-13 |
-0.3% |
121-08 |
| Range |
1-27 |
1-25 |
-0-02 |
-3.4% |
5-06 |
| ATR |
2-00 |
2-00 |
0-00 |
0.1% |
0-00 |
| Volume |
326,666 |
324,086 |
-2,580 |
-0.8% |
1,679,155 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
124-17 |
121-09 |
|
| R3 |
123-12 |
122-24 |
120-26 |
|
| R2 |
121-19 |
121-19 |
120-20 |
|
| R1 |
120-31 |
120-31 |
120-15 |
121-09 |
| PP |
119-26 |
119-26 |
119-26 |
120-00 |
| S1 |
119-06 |
119-06 |
120-05 |
119-16 |
| S2 |
118-01 |
118-01 |
120-00 |
|
| S3 |
116-08 |
117-13 |
119-26 |
|
| S4 |
114-15 |
115-20 |
119-11 |
|
|
| 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 |
118-22 |
4-06 |
3.5% |
1-23 |
1.4% |
39% |
False |
True |
339,853 |
| 10 |
122-28 |
117-19 |
5-09 |
4.4% |
1-31 |
1.6% |
51% |
False |
False |
363,777 |
| 20 |
126-13 |
117-19 |
8-26 |
7.3% |
1-30 |
1.6% |
31% |
False |
False |
330,318 |
| 40 |
133-30 |
117-19 |
16-11 |
13.6% |
2-00 |
1.7% |
17% |
False |
False |
338,648 |
| 60 |
142-08 |
117-19 |
24-21 |
20.5% |
1-29 |
1.6% |
11% |
False |
False |
292,184 |
| 80 |
145-14 |
117-19 |
27-27 |
23.1% |
1-30 |
1.6% |
10% |
False |
False |
219,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-01 |
|
2.618 |
125-04 |
|
1.618 |
123-11 |
|
1.000 |
122-08 |
|
0.618 |
121-18 |
|
HIGH |
120-15 |
|
0.618 |
119-25 |
|
0.500 |
119-18 |
|
0.382 |
119-12 |
|
LOW |
118-22 |
|
0.618 |
117-19 |
|
1.000 |
116-29 |
|
1.618 |
115-26 |
|
2.618 |
114-01 |
|
4.250 |
111-04 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
120-25 |
| PP |
119-26 |
120-20 |
| S1 |
119-18 |
120-15 |
|