ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
120-09 |
119-30 |
-0-11 |
-0.3% |
121-01 |
| High |
120-15 |
120-09 |
-0-06 |
-0.2% |
122-28 |
| Low |
118-22 |
118-27 |
0-05 |
0.1% |
118-22 |
| Close |
120-10 |
119-14 |
-0-28 |
-0.7% |
119-14 |
| Range |
1-25 |
1-14 |
-0-11 |
-19.3% |
4-06 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.9% |
0-00 |
| Volume |
324,086 |
279,106 |
-44,980 |
-13.9% |
1,656,959 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-02 |
120-07 |
|
| R3 |
122-13 |
121-20 |
119-27 |
|
| R2 |
120-31 |
120-31 |
119-22 |
|
| R1 |
120-06 |
120-06 |
119-18 |
119-28 |
| PP |
119-17 |
119-17 |
119-17 |
119-11 |
| S1 |
118-24 |
118-24 |
119-10 |
118-14 |
| S2 |
118-03 |
118-03 |
119-06 |
|
| S3 |
116-21 |
117-10 |
119-01 |
|
| S4 |
115-07 |
115-28 |
118-21 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
130-11 |
121-24 |
|
| R3 |
128-23 |
126-05 |
120-19 |
|
| R2 |
124-17 |
124-17 |
120-07 |
|
| R1 |
121-31 |
121-31 |
119-26 |
121-05 |
| PP |
120-11 |
120-11 |
120-11 |
119-30 |
| S1 |
117-25 |
117-25 |
119-02 |
116-31 |
| S2 |
116-05 |
116-05 |
118-21 |
|
| S3 |
111-31 |
113-19 |
118-09 |
|
| S4 |
107-25 |
109-13 |
117-04 |
|
|
| 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% |
1-21 |
1.4% |
18% |
False |
False |
331,391 |
| 10 |
122-28 |
117-19 |
5-09 |
4.4% |
1-28 |
1.6% |
35% |
False |
False |
333,611 |
| 20 |
125-31 |
117-19 |
8-12 |
7.0% |
1-31 |
1.6% |
22% |
False |
False |
330,671 |
| 40 |
133-26 |
117-19 |
16-07 |
13.6% |
2-00 |
1.7% |
11% |
False |
False |
339,745 |
| 60 |
141-17 |
117-19 |
23-30 |
20.0% |
1-29 |
1.6% |
8% |
False |
False |
296,815 |
| 80 |
145-14 |
117-19 |
27-27 |
23.3% |
1-29 |
1.6% |
7% |
False |
False |
222,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-12 |
|
2.618 |
124-01 |
|
1.618 |
122-19 |
|
1.000 |
121-23 |
|
0.618 |
121-05 |
|
HIGH |
120-09 |
|
0.618 |
119-23 |
|
0.500 |
119-18 |
|
0.382 |
119-13 |
|
LOW |
118-27 |
|
0.618 |
117-31 |
|
1.000 |
117-13 |
|
1.618 |
116-17 |
|
2.618 |
115-03 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
120-10 |
| PP |
119-17 |
120-01 |
| S1 |
119-15 |
119-24 |
|