ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
125-12 |
126-22 |
1-10 |
1.0% |
123-11 |
| High |
126-27 |
127-28 |
1-01 |
0.8% |
126-27 |
| Low |
125-10 |
126-10 |
1-00 |
0.8% |
122-28 |
| Close |
126-20 |
127-20 |
1-00 |
0.8% |
125-14 |
| Range |
1-17 |
1-18 |
0-01 |
2.0% |
3-31 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.1% |
0-00 |
| Volume |
843,200 |
556,348 |
-286,852 |
-34.0% |
1,565,459 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-31 |
131-11 |
128-16 |
|
| R3 |
130-13 |
129-25 |
128-02 |
|
| R2 |
128-27 |
128-27 |
127-29 |
|
| R1 |
128-07 |
128-07 |
127-25 |
128-17 |
| PP |
127-09 |
127-09 |
127-09 |
127-14 |
| S1 |
126-21 |
126-21 |
127-15 |
126-31 |
| S2 |
125-23 |
125-23 |
127-11 |
|
| S3 |
124-05 |
125-03 |
127-06 |
|
| S4 |
122-19 |
123-17 |
126-24 |
|
|
| 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 |
127-28 |
125-06 |
2-22 |
2.1% |
1-13 |
1.1% |
91% |
True |
False |
486,292 |
| 10 |
127-28 |
119-30 |
7-30 |
6.2% |
1-25 |
1.4% |
97% |
True |
False |
403,677 |
| 20 |
127-28 |
118-03 |
9-25 |
7.7% |
1-24 |
1.4% |
97% |
True |
False |
356,419 |
| 40 |
129-12 |
117-19 |
11-25 |
9.2% |
1-29 |
1.5% |
85% |
False |
False |
348,056 |
| 60 |
136-14 |
117-19 |
18-27 |
14.8% |
1-30 |
1.5% |
53% |
False |
False |
342,965 |
| 80 |
143-21 |
117-19 |
26-02 |
20.4% |
1-29 |
1.5% |
38% |
False |
False |
282,934 |
| 100 |
145-14 |
117-19 |
27-27 |
21.8% |
1-29 |
1.5% |
36% |
False |
False |
226,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
131-31 |
|
1.618 |
130-13 |
|
1.000 |
129-14 |
|
0.618 |
128-27 |
|
HIGH |
127-28 |
|
0.618 |
127-09 |
|
0.500 |
127-03 |
|
0.382 |
126-29 |
|
LOW |
126-10 |
|
0.618 |
125-11 |
|
1.000 |
124-24 |
|
1.618 |
123-25 |
|
2.618 |
122-07 |
|
4.250 |
119-22 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
127-08 |
| PP |
127-09 |
126-29 |
| S1 |
127-03 |
126-18 |
|