ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
126-17 |
1-25 |
1.4% |
119-18 |
| High |
126-22 |
126-27 |
0-05 |
0.1% |
124-10 |
| Low |
124-02 |
125-06 |
1-04 |
0.9% |
118-03 |
| Close |
126-13 |
125-27 |
-0-18 |
-0.4% |
123-26 |
| Range |
2-20 |
1-21 |
-0-31 |
-36.9% |
6-07 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.2% |
0-00 |
| Volume |
332,498 |
356,445 |
23,947 |
7.2% |
1,425,284 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-30 |
130-01 |
126-24 |
|
| R3 |
129-09 |
128-12 |
126-10 |
|
| R2 |
127-20 |
127-20 |
126-05 |
|
| R1 |
126-23 |
126-23 |
126-00 |
126-11 |
| PP |
125-31 |
125-31 |
125-31 |
125-24 |
| S1 |
125-02 |
125-02 |
125-22 |
124-22 |
| S2 |
124-10 |
124-10 |
125-17 |
|
| S3 |
122-21 |
123-13 |
125-12 |
|
| S4 |
121-00 |
121-24 |
124-30 |
|
|
| 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 |
126-27 |
122-28 |
3-31 |
3.2% |
1-20 |
1.3% |
75% |
True |
False |
290,802 |
| 10 |
126-27 |
118-03 |
8-24 |
7.0% |
1-29 |
1.5% |
89% |
True |
False |
302,404 |
| 20 |
126-27 |
117-19 |
9-08 |
7.4% |
1-30 |
1.5% |
89% |
True |
False |
333,090 |
| 40 |
129-12 |
117-19 |
11-25 |
9.4% |
2-02 |
1.6% |
70% |
False |
False |
343,651 |
| 60 |
137-22 |
117-19 |
20-03 |
16.0% |
1-30 |
1.6% |
41% |
False |
False |
330,514 |
| 80 |
145-14 |
117-19 |
27-27 |
22.1% |
1-30 |
1.5% |
30% |
False |
False |
257,025 |
| 100 |
145-14 |
117-19 |
27-27 |
22.1% |
1-30 |
1.5% |
30% |
False |
False |
205,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
131-06 |
|
1.618 |
129-17 |
|
1.000 |
128-16 |
|
0.618 |
127-28 |
|
HIGH |
126-27 |
|
0.618 |
126-07 |
|
0.500 |
126-00 |
|
0.382 |
125-26 |
|
LOW |
125-06 |
|
0.618 |
124-05 |
|
1.000 |
123-17 |
|
1.618 |
122-16 |
|
2.618 |
120-27 |
|
4.250 |
118-05 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
125-20 |
| PP |
125-31 |
125-13 |
| S1 |
125-29 |
125-06 |
|