ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
124-03 |
123-11 |
-0-24 |
-0.6% |
119-18 |
| High |
124-05 |
123-30 |
-0-07 |
-0.2% |
124-10 |
| Low |
123-02 |
122-28 |
-0-06 |
-0.2% |
118-03 |
| Close |
123-26 |
123-21 |
-0-05 |
-0.1% |
123-26 |
| Range |
1-03 |
1-02 |
-0-01 |
-2.9% |
6-07 |
| ATR |
2-01 |
1-31 |
-0-02 |
-3.4% |
0-00 |
| Volume |
134,362 |
274,906 |
140,544 |
104.6% |
1,425,284 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
126-07 |
124-08 |
|
| R3 |
125-20 |
125-05 |
123-30 |
|
| R2 |
124-18 |
124-18 |
123-27 |
|
| R1 |
124-03 |
124-03 |
123-24 |
124-10 |
| PP |
123-16 |
123-16 |
123-16 |
123-19 |
| S1 |
123-01 |
123-01 |
123-18 |
123-08 |
| S2 |
122-14 |
122-14 |
123-15 |
|
| S3 |
121-12 |
121-31 |
123-12 |
|
| S4 |
120-10 |
120-29 |
123-02 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-16 |
127-07 |
|
| R3 |
134-16 |
132-09 |
125-17 |
|
| R2 |
128-09 |
128-09 |
124-30 |
|
| R1 |
126-02 |
126-02 |
124-12 |
127-06 |
| PP |
122-02 |
122-02 |
122-02 |
122-20 |
| S1 |
119-27 |
119-27 |
123-08 |
120-30 |
| S2 |
115-27 |
115-27 |
122-22 |
|
| S3 |
109-20 |
113-20 |
122-03 |
|
| S4 |
103-13 |
107-13 |
120-13 |
|
|
| 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% |
2-00 |
1.6% |
89% |
False |
False |
295,435 |
| 10 |
124-10 |
118-03 |
6-07 |
5.0% |
1-28 |
1.5% |
89% |
False |
False |
295,256 |
| 20 |
124-10 |
117-19 |
6-23 |
5.4% |
1-29 |
1.5% |
90% |
False |
False |
328,395 |
| 40 |
131-04 |
117-19 |
13-17 |
10.9% |
2-03 |
1.7% |
45% |
False |
False |
344,385 |
| 60 |
138-16 |
117-19 |
20-29 |
16.9% |
1-30 |
1.6% |
29% |
False |
False |
324,553 |
| 80 |
145-14 |
117-19 |
27-27 |
22.5% |
1-30 |
1.6% |
22% |
False |
False |
243,966 |
| 100 |
145-14 |
117-19 |
27-27 |
22.5% |
1-29 |
1.5% |
22% |
False |
False |
195,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
126-23 |
|
1.618 |
125-21 |
|
1.000 |
125-00 |
|
0.618 |
124-19 |
|
HIGH |
123-30 |
|
0.618 |
123-17 |
|
0.500 |
123-13 |
|
0.382 |
123-09 |
|
LOW |
122-28 |
|
0.618 |
122-07 |
|
1.000 |
121-26 |
|
1.618 |
121-05 |
|
2.618 |
120-03 |
|
4.250 |
118-12 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
123-18 |
123-05 |
| PP |
123-16 |
122-20 |
| S1 |
123-13 |
122-04 |
|