ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
127-19 |
127-19 |
0-00 |
0.0% |
125-13 |
| High |
128-22 |
128-06 |
-0-16 |
-0.4% |
128-19 |
| Low |
127-09 |
126-13 |
-0-28 |
-0.7% |
125-07 |
| Close |
127-13 |
126-23 |
-0-22 |
-0.5% |
127-19 |
| Range |
1-13 |
1-25 |
0-12 |
26.7% |
3-12 |
| ATR |
1-24 |
1-24 |
0-00 |
0.1% |
0-00 |
| Volume |
374,550 |
125,341 |
-249,209 |
-66.5% |
2,072,939 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-14 |
131-12 |
127-22 |
|
| R3 |
130-21 |
129-19 |
127-07 |
|
| R2 |
128-28 |
128-28 |
127-01 |
|
| R1 |
127-26 |
127-26 |
126-28 |
127-14 |
| PP |
127-03 |
127-03 |
127-03 |
126-30 |
| S1 |
126-01 |
126-01 |
126-18 |
125-22 |
| S2 |
125-10 |
125-10 |
126-13 |
|
| S3 |
123-17 |
124-08 |
126-07 |
|
| S4 |
121-24 |
122-15 |
125-24 |
|
|
| 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 |
125-10 |
3-12 |
2.7% |
1-18 |
1.2% |
42% |
False |
False |
428,633 |
| 10 |
128-22 |
123-16 |
5-06 |
4.1% |
1-19 |
1.3% |
62% |
False |
False |
386,338 |
| 20 |
128-22 |
118-03 |
10-19 |
8.4% |
1-24 |
1.4% |
81% |
False |
False |
340,797 |
| 40 |
129-12 |
117-19 |
11-25 |
9.3% |
1-27 |
1.4% |
77% |
False |
False |
334,552 |
| 60 |
134-30 |
117-19 |
17-11 |
13.7% |
1-30 |
1.5% |
53% |
False |
False |
337,353 |
| 80 |
143-15 |
117-19 |
25-28 |
20.4% |
1-28 |
1.5% |
35% |
False |
False |
292,201 |
| 100 |
145-14 |
117-19 |
27-27 |
22.0% |
1-28 |
1.5% |
33% |
False |
False |
233,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-24 |
|
2.618 |
132-27 |
|
1.618 |
131-02 |
|
1.000 |
129-31 |
|
0.618 |
129-09 |
|
HIGH |
128-06 |
|
0.618 |
127-16 |
|
0.500 |
127-10 |
|
0.382 |
127-03 |
|
LOW |
126-13 |
|
0.618 |
125-10 |
|
1.000 |
124-20 |
|
1.618 |
123-17 |
|
2.618 |
121-24 |
|
4.250 |
118-27 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
127-18 |
| PP |
127-03 |
127-09 |
| S1 |
126-29 |
127-00 |
|