ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
123-11 |
123-27 |
0-16 |
0.4% |
119-18 |
| High |
123-30 |
125-05 |
1-07 |
1.0% |
124-10 |
| Low |
122-28 |
123-16 |
0-20 |
0.5% |
118-03 |
| Close |
123-21 |
124-17 |
0-28 |
0.7% |
123-26 |
| Range |
1-02 |
1-21 |
0-19 |
55.9% |
6-07 |
| ATR |
1-31 |
1-30 |
-0-01 |
-1.1% |
0-00 |
| Volume |
274,906 |
355,803 |
80,897 |
29.4% |
1,425,284 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-19 |
125-14 |
|
| R3 |
127-23 |
126-30 |
125-00 |
|
| R2 |
126-02 |
126-02 |
124-27 |
|
| R1 |
125-09 |
125-09 |
124-22 |
125-22 |
| PP |
124-13 |
124-13 |
124-13 |
124-19 |
| S1 |
123-20 |
123-20 |
124-12 |
124-00 |
| S2 |
122-24 |
122-24 |
124-07 |
|
| S3 |
121-03 |
121-31 |
124-02 |
|
| S4 |
119-14 |
120-10 |
123-20 |
|
|
| 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 |
125-05 |
119-05 |
6-00 |
4.8% |
1-31 |
1.6% |
90% |
True |
False |
313,924 |
| 10 |
125-05 |
118-03 |
7-02 |
5.7% |
1-27 |
1.5% |
91% |
True |
False |
298,585 |
| 20 |
125-05 |
117-19 |
7-18 |
6.1% |
1-29 |
1.5% |
92% |
True |
False |
330,748 |
| 40 |
131-00 |
117-19 |
13-13 |
10.8% |
2-02 |
1.7% |
52% |
False |
False |
345,370 |
| 60 |
138-02 |
117-19 |
20-15 |
16.4% |
1-30 |
1.6% |
34% |
False |
False |
329,782 |
| 80 |
145-14 |
117-19 |
27-27 |
22.4% |
1-30 |
1.6% |
25% |
False |
False |
248,413 |
| 100 |
145-14 |
117-19 |
27-27 |
22.4% |
1-29 |
1.5% |
25% |
False |
False |
198,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-06 |
|
2.618 |
129-16 |
|
1.618 |
127-27 |
|
1.000 |
126-26 |
|
0.618 |
126-06 |
|
HIGH |
125-05 |
|
0.618 |
124-17 |
|
0.500 |
124-10 |
|
0.382 |
124-04 |
|
LOW |
123-16 |
|
0.618 |
122-15 |
|
1.000 |
121-27 |
|
1.618 |
120-26 |
|
2.618 |
119-05 |
|
4.250 |
116-15 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
124-15 |
124-12 |
| PP |
124-13 |
124-06 |
| S1 |
124-10 |
124-00 |
|