ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
123-27 |
124-24 |
0-29 |
0.7% |
119-18 |
| High |
125-05 |
126-22 |
1-17 |
1.2% |
124-10 |
| Low |
123-16 |
124-02 |
0-18 |
0.5% |
118-03 |
| Close |
124-17 |
126-13 |
1-28 |
1.5% |
123-26 |
| Range |
1-21 |
2-20 |
0-31 |
58.5% |
6-07 |
| ATR |
1-30 |
2-00 |
0-02 |
2.5% |
0-00 |
| Volume |
355,803 |
332,498 |
-23,305 |
-6.5% |
1,425,284 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-19 |
132-20 |
127-27 |
|
| R3 |
130-31 |
130-00 |
127-04 |
|
| R2 |
128-11 |
128-11 |
126-28 |
|
| R1 |
127-12 |
127-12 |
126-21 |
127-28 |
| PP |
125-23 |
125-23 |
125-23 |
125-31 |
| S1 |
124-24 |
124-24 |
126-05 |
125-08 |
| S2 |
123-03 |
123-03 |
125-30 |
|
| S3 |
120-15 |
122-04 |
125-22 |
|
| S4 |
117-27 |
119-16 |
124-31 |
|
|
| 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 |
126-22 |
119-30 |
6-24 |
5.3% |
2-05 |
1.7% |
96% |
True |
False |
321,063 |
| 10 |
126-22 |
118-03 |
8-19 |
6.8% |
1-30 |
1.5% |
97% |
True |
False |
299,168 |
| 20 |
126-22 |
117-19 |
9-03 |
7.2% |
1-31 |
1.6% |
97% |
True |
False |
330,900 |
| 40 |
131-00 |
117-19 |
13-13 |
10.6% |
2-03 |
1.7% |
66% |
False |
False |
344,951 |
| 60 |
137-22 |
117-19 |
20-03 |
15.9% |
1-30 |
1.5% |
44% |
False |
False |
332,386 |
| 80 |
145-14 |
117-19 |
27-27 |
22.0% |
1-30 |
1.5% |
32% |
False |
False |
252,569 |
| 100 |
145-14 |
117-19 |
27-27 |
22.0% |
1-29 |
1.5% |
32% |
False |
False |
202,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-27 |
|
2.618 |
133-18 |
|
1.618 |
130-30 |
|
1.000 |
129-10 |
|
0.618 |
128-10 |
|
HIGH |
126-22 |
|
0.618 |
125-22 |
|
0.500 |
125-12 |
|
0.382 |
125-02 |
|
LOW |
124-02 |
|
0.618 |
122-14 |
|
1.000 |
121-14 |
|
1.618 |
119-26 |
|
2.618 |
117-06 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
126-02 |
125-28 |
| PP |
125-23 |
125-10 |
| S1 |
125-12 |
124-25 |
|