ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
127-19 |
126-23 |
-0-28 |
-0.7% |
125-13 |
| High |
128-06 |
128-10 |
0-04 |
0.1% |
128-19 |
| Low |
126-13 |
126-02 |
-0-11 |
-0.3% |
125-07 |
| Close |
126-23 |
127-01 |
0-10 |
0.2% |
127-19 |
| Range |
1-25 |
2-08 |
0-15 |
26.3% |
3-12 |
| ATR |
1-24 |
1-26 |
0-01 |
2.0% |
0-00 |
| Volume |
125,341 |
14,765 |
-110,576 |
-88.2% |
2,072,939 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
132-23 |
128-09 |
|
| R3 |
131-20 |
130-15 |
127-21 |
|
| R2 |
129-12 |
129-12 |
127-14 |
|
| R1 |
128-07 |
128-07 |
127-08 |
128-26 |
| PP |
127-04 |
127-04 |
127-04 |
127-14 |
| S1 |
125-31 |
125-31 |
126-26 |
126-18 |
| S2 |
124-28 |
124-28 |
126-20 |
|
| S3 |
122-20 |
123-23 |
126-13 |
|
| S4 |
120-12 |
121-15 |
125-25 |
|
|
| 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 |
126-02 |
2-20 |
2.1% |
1-22 |
1.3% |
37% |
False |
True |
262,946 |
| 10 |
128-22 |
124-02 |
4-20 |
3.6% |
1-21 |
1.3% |
64% |
False |
False |
352,234 |
| 20 |
128-22 |
118-03 |
10-19 |
8.3% |
1-24 |
1.4% |
84% |
False |
False |
325,409 |
| 40 |
128-22 |
117-19 |
11-03 |
8.7% |
1-27 |
1.5% |
85% |
False |
False |
326,852 |
| 60 |
134-17 |
117-19 |
16-30 |
13.3% |
1-30 |
1.5% |
56% |
False |
False |
332,028 |
| 80 |
143-15 |
117-19 |
25-28 |
20.4% |
1-28 |
1.5% |
36% |
False |
False |
292,379 |
| 100 |
145-14 |
117-19 |
27-27 |
21.9% |
1-29 |
1.5% |
34% |
False |
False |
233,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-28 |
|
2.618 |
134-06 |
|
1.618 |
131-30 |
|
1.000 |
130-18 |
|
0.618 |
129-22 |
|
HIGH |
128-10 |
|
0.618 |
127-14 |
|
0.500 |
127-06 |
|
0.382 |
126-30 |
|
LOW |
126-02 |
|
0.618 |
124-22 |
|
1.000 |
123-26 |
|
1.618 |
122-14 |
|
2.618 |
120-06 |
|
4.250 |
116-16 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-06 |
127-12 |
| PP |
127-04 |
127-08 |
| S1 |
127-03 |
127-05 |
|