ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
119-29 |
120-12 |
0-15 |
0.4% |
121-01 |
| High |
120-24 |
124-10 |
3-18 |
3.0% |
122-28 |
| Low |
119-05 |
119-30 |
0-25 |
0.7% |
118-22 |
| Close |
119-21 |
124-04 |
4-15 |
3.7% |
119-14 |
| Range |
1-19 |
4-12 |
2-25 |
174.5% |
4-06 |
| ATR |
1-29 |
2-04 |
0-06 |
10.2% |
0-00 |
| Volume |
296,803 |
507,746 |
210,943 |
71.1% |
1,656,959 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-29 |
134-13 |
126-17 |
|
| R3 |
131-17 |
130-01 |
125-10 |
|
| R2 |
127-05 |
127-05 |
124-30 |
|
| R1 |
125-21 |
125-21 |
124-17 |
126-13 |
| PP |
122-25 |
122-25 |
122-25 |
123-06 |
| S1 |
121-09 |
121-09 |
123-23 |
122-01 |
| S2 |
118-13 |
118-13 |
123-10 |
|
| S3 |
114-01 |
116-29 |
122-30 |
|
| S4 |
109-21 |
112-17 |
121-23 |
|
|
| 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 |
124-10 |
118-03 |
6-07 |
5.0% |
2-07 |
1.8% |
97% |
True |
False |
314,005 |
| 10 |
124-10 |
118-03 |
6-07 |
5.0% |
1-31 |
1.6% |
97% |
True |
False |
326,929 |
| 20 |
125-31 |
117-19 |
8-12 |
6.7% |
2-00 |
1.6% |
78% |
False |
False |
337,769 |
| 40 |
131-25 |
117-19 |
14-06 |
11.4% |
2-03 |
1.7% |
46% |
False |
False |
345,513 |
| 60 |
140-18 |
117-19 |
22-31 |
18.5% |
1-30 |
1.6% |
28% |
False |
False |
318,132 |
| 80 |
145-14 |
117-19 |
27-27 |
22.4% |
1-31 |
1.6% |
23% |
False |
False |
238,851 |
| 100 |
145-14 |
117-19 |
27-27 |
22.4% |
1-29 |
1.5% |
23% |
False |
False |
191,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-29 |
|
2.618 |
135-25 |
|
1.618 |
131-13 |
|
1.000 |
128-22 |
|
0.618 |
127-01 |
|
HIGH |
124-10 |
|
0.618 |
122-21 |
|
0.500 |
122-04 |
|
0.382 |
121-19 |
|
LOW |
119-30 |
|
0.618 |
117-07 |
|
1.000 |
115-18 |
|
1.618 |
112-27 |
|
2.618 |
108-15 |
|
4.250 |
101-11 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
123-15 |
123-05 |
| PP |
122-25 |
122-06 |
| S1 |
122-04 |
121-06 |
|