ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
119-29 |
1-15 |
1.2% |
121-01 |
| High |
120-01 |
120-24 |
0-23 |
0.6% |
122-28 |
| Low |
118-03 |
119-05 |
1-02 |
0.9% |
118-22 |
| Close |
119-30 |
119-21 |
-0-09 |
-0.2% |
119-14 |
| Range |
1-30 |
1-19 |
-0-11 |
-17.7% |
4-06 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.3% |
0-00 |
| Volume |
263,362 |
296,803 |
33,441 |
12.7% |
1,656,959 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-20 |
123-24 |
120-17 |
|
| R3 |
123-01 |
122-05 |
120-03 |
|
| R2 |
121-14 |
121-14 |
119-30 |
|
| R1 |
120-18 |
120-18 |
119-26 |
120-06 |
| PP |
119-27 |
119-27 |
119-27 |
119-22 |
| S1 |
118-31 |
118-31 |
119-16 |
118-20 |
| S2 |
118-08 |
118-08 |
119-12 |
|
| S3 |
116-21 |
117-12 |
119-07 |
|
| S4 |
115-02 |
115-25 |
118-25 |
|
|
| 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 |
120-24 |
118-03 |
2-21 |
2.2% |
1-22 |
1.4% |
59% |
True |
False |
277,273 |
| 10 |
122-28 |
118-03 |
4-25 |
4.0% |
1-24 |
1.5% |
33% |
False |
False |
309,160 |
| 20 |
125-31 |
117-19 |
8-12 |
7.0% |
1-30 |
1.6% |
25% |
False |
False |
333,980 |
| 40 |
132-09 |
117-19 |
14-22 |
12.3% |
2-00 |
1.7% |
14% |
False |
False |
338,085 |
| 60 |
140-29 |
117-19 |
23-10 |
19.5% |
1-29 |
1.6% |
9% |
False |
False |
309,720 |
| 80 |
145-14 |
117-19 |
27-27 |
23.3% |
1-30 |
1.6% |
7% |
False |
False |
232,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-17 |
|
2.618 |
124-30 |
|
1.618 |
123-11 |
|
1.000 |
122-11 |
|
0.618 |
121-24 |
|
HIGH |
120-24 |
|
0.618 |
120-05 |
|
0.500 |
119-30 |
|
0.382 |
119-24 |
|
LOW |
119-05 |
|
0.618 |
118-05 |
|
1.000 |
117-18 |
|
1.618 |
116-18 |
|
2.618 |
114-31 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
119-18 |
| PP |
119-27 |
119-16 |
| S1 |
119-24 |
119-14 |
|