ECBOT 30 Year Treasury Bond Future December 2022
Trading Metrics calculated at close of trading on 07-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
119-30 |
119-18 |
-0-12 |
-0.3% |
121-01 |
High |
120-09 |
120-00 |
-0-09 |
-0.2% |
122-28 |
Low |
118-27 |
118-10 |
-0-17 |
-0.4% |
118-22 |
Close |
119-14 |
118-17 |
-0-29 |
-0.8% |
119-14 |
Range |
1-14 |
1-22 |
0-08 |
17.4% |
4-06 |
ATR |
1-31 |
1-30 |
-0-01 |
-1.0% |
0-00 |
Volume |
279,106 |
223,011 |
-56,095 |
-20.1% |
1,656,959 |
|
Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-00 |
122-31 |
119-15 |
|
R3 |
122-10 |
121-09 |
119-00 |
|
R2 |
120-20 |
120-20 |
118-27 |
|
R1 |
119-19 |
119-19 |
118-22 |
119-08 |
PP |
118-30 |
118-30 |
118-30 |
118-25 |
S1 |
117-29 |
117-29 |
118-12 |
117-18 |
S2 |
117-08 |
117-08 |
118-07 |
|
S3 |
115-18 |
116-07 |
118-02 |
|
S4 |
113-28 |
114-17 |
117-19 |
|
|
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 |
118-10 |
4-18 |
3.8% |
1-25 |
1.5% |
5% |
False |
True |
295,076 |
10 |
122-28 |
118-05 |
4-23 |
4.0% |
1-26 |
1.5% |
8% |
False |
False |
318,192 |
20 |
125-31 |
117-19 |
8-12 |
7.1% |
1-30 |
1.6% |
11% |
False |
False |
336,633 |
40 |
133-10 |
117-19 |
15-23 |
13.3% |
2-00 |
1.7% |
6% |
False |
False |
339,266 |
60 |
141-17 |
117-19 |
23-30 |
20.2% |
1-29 |
1.6% |
4% |
False |
False |
300,512 |
80 |
145-14 |
117-19 |
27-27 |
23.5% |
1-30 |
1.6% |
3% |
False |
False |
225,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-06 |
2.618 |
124-13 |
1.618 |
122-23 |
1.000 |
121-22 |
0.618 |
121-01 |
HIGH |
120-00 |
0.618 |
119-11 |
0.500 |
119-05 |
0.382 |
118-31 |
LOW |
118-10 |
0.618 |
117-09 |
1.000 |
116-20 |
1.618 |
115-19 |
2.618 |
113-29 |
4.250 |
111-04 |
|
|
Fisher Pivots for day following 07-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
119-05 |
119-12 |
PP |
118-30 |
119-03 |
S1 |
118-24 |
118-26 |
|