ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
125-13 |
125-12 |
-0-01 |
0.0% |
123-11 |
| High |
126-13 |
126-27 |
0-14 |
0.3% |
126-27 |
| Low |
125-07 |
125-10 |
0-03 |
0.1% |
122-28 |
| Close |
125-15 |
126-20 |
1-05 |
0.9% |
125-14 |
| Range |
1-06 |
1-17 |
0-11 |
28.9% |
3-31 |
| ATR |
1-28 |
1-27 |
-0-01 |
-1.3% |
0-00 |
| Volume |
429,664 |
843,200 |
413,536 |
96.2% |
1,565,459 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-27 |
130-09 |
127-15 |
|
| R3 |
129-10 |
128-24 |
127-01 |
|
| R2 |
127-25 |
127-25 |
126-29 |
|
| R1 |
127-07 |
127-07 |
126-24 |
127-16 |
| PP |
126-08 |
126-08 |
126-08 |
126-13 |
| S1 |
125-22 |
125-22 |
126-16 |
125-31 |
| S2 |
124-23 |
124-23 |
126-11 |
|
| S3 |
123-06 |
124-05 |
126-07 |
|
| S4 |
121-21 |
122-20 |
125-25 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
135-05 |
127-20 |
|
| R3 |
133-00 |
131-06 |
126-17 |
|
| R2 |
129-01 |
129-01 |
126-05 |
|
| R1 |
127-07 |
127-07 |
125-26 |
128-04 |
| PP |
125-02 |
125-02 |
125-02 |
125-16 |
| S1 |
123-08 |
123-08 |
125-02 |
124-05 |
| S2 |
121-03 |
121-03 |
124-23 |
|
| S3 |
117-04 |
119-09 |
124-11 |
|
| S4 |
113-05 |
115-10 |
123-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-27 |
124-02 |
2-25 |
2.2% |
1-20 |
1.3% |
92% |
True |
False |
441,522 |
| 10 |
126-27 |
119-05 |
7-22 |
6.1% |
1-25 |
1.4% |
97% |
True |
False |
377,723 |
| 20 |
126-27 |
118-03 |
8-24 |
6.9% |
1-25 |
1.4% |
98% |
True |
False |
344,605 |
| 40 |
129-12 |
117-19 |
11-25 |
9.3% |
1-30 |
1.5% |
77% |
False |
False |
348,422 |
| 60 |
136-30 |
117-19 |
19-11 |
15.3% |
1-30 |
1.5% |
47% |
False |
False |
337,556 |
| 80 |
145-14 |
117-19 |
27-27 |
22.0% |
1-29 |
1.5% |
32% |
False |
False |
275,996 |
| 100 |
145-14 |
117-19 |
27-27 |
22.0% |
1-29 |
1.5% |
32% |
False |
False |
220,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-11 |
|
2.618 |
130-27 |
|
1.618 |
129-10 |
|
1.000 |
128-12 |
|
0.618 |
127-25 |
|
HIGH |
126-27 |
|
0.618 |
126-08 |
|
0.500 |
126-02 |
|
0.382 |
125-29 |
|
LOW |
125-10 |
|
0.618 |
124-12 |
|
1.000 |
123-25 |
|
1.618 |
122-27 |
|
2.618 |
121-10 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
126-14 |
126-14 |
| PP |
126-08 |
126-07 |
| S1 |
126-02 |
126-01 |
|