ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
127-21 |
127-19 |
-0-02 |
0.0% |
125-13 |
| High |
128-19 |
128-22 |
0-03 |
0.1% |
128-19 |
| Low |
127-04 |
127-09 |
0-05 |
0.1% |
125-07 |
| Close |
127-19 |
127-13 |
-0-06 |
-0.1% |
127-19 |
| Range |
1-15 |
1-13 |
-0-02 |
-4.3% |
3-12 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.5% |
0-00 |
| Volume |
243,727 |
374,550 |
130,823 |
53.7% |
2,072,939 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
131-04 |
128-06 |
|
| R3 |
130-19 |
129-23 |
127-25 |
|
| R2 |
129-06 |
129-06 |
127-21 |
|
| R1 |
128-10 |
128-10 |
127-17 |
128-02 |
| PP |
127-25 |
127-25 |
127-25 |
127-21 |
| S1 |
126-29 |
126-29 |
127-09 |
126-20 |
| S2 |
126-12 |
126-12 |
127-05 |
|
| S3 |
124-31 |
125-16 |
127-01 |
|
| S4 |
123-18 |
124-03 |
126-20 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
135-26 |
129-14 |
|
| R3 |
133-28 |
132-14 |
128-17 |
|
| R2 |
130-16 |
130-16 |
128-07 |
|
| R1 |
129-02 |
129-02 |
127-29 |
129-25 |
| PP |
127-04 |
127-04 |
127-04 |
127-16 |
| S1 |
125-22 |
125-22 |
127-09 |
126-13 |
| S2 |
123-24 |
123-24 |
126-31 |
|
| S3 |
120-12 |
122-10 |
126-21 |
|
| S4 |
117-00 |
118-30 |
125-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-22 |
125-07 |
3-15 |
2.7% |
1-14 |
1.1% |
63% |
True |
False |
489,497 |
| 10 |
128-22 |
122-28 |
5-26 |
4.6% |
1-17 |
1.2% |
78% |
True |
False |
401,294 |
| 20 |
128-22 |
118-03 |
10-19 |
8.3% |
1-23 |
1.3% |
88% |
True |
False |
354,759 |
| 40 |
129-12 |
117-19 |
11-25 |
9.2% |
1-28 |
1.5% |
83% |
False |
False |
341,039 |
| 60 |
134-30 |
117-19 |
17-11 |
13.6% |
1-30 |
1.5% |
57% |
False |
False |
340,577 |
| 80 |
143-15 |
117-19 |
25-28 |
20.3% |
1-28 |
1.5% |
38% |
False |
False |
290,642 |
| 100 |
145-14 |
117-19 |
27-27 |
21.9% |
1-28 |
1.5% |
35% |
False |
False |
232,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-21 |
|
2.618 |
132-12 |
|
1.618 |
130-31 |
|
1.000 |
130-03 |
|
0.618 |
129-18 |
|
HIGH |
128-22 |
|
0.618 |
128-05 |
|
0.500 |
128-00 |
|
0.382 |
127-26 |
|
LOW |
127-09 |
|
0.618 |
126-13 |
|
1.000 |
125-28 |
|
1.618 |
125-00 |
|
2.618 |
123-19 |
|
4.250 |
121-10 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-16 |
| PP |
127-25 |
127-15 |
| S1 |
127-19 |
127-14 |
|