ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
126-23 |
128-05 |
1-14 |
1.1% |
125-13 |
| High |
128-10 |
129-28 |
1-18 |
1.2% |
128-19 |
| Low |
126-02 |
127-26 |
1-24 |
1.4% |
125-07 |
| Close |
127-01 |
129-18 |
2-17 |
2.0% |
127-19 |
| Range |
2-08 |
2-02 |
-0-06 |
-8.3% |
3-12 |
| ATR |
1-26 |
1-28 |
0-02 |
4.1% |
0-00 |
| Volume |
14,765 |
7,559 |
-7,206 |
-48.8% |
2,072,939 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-15 |
130-22 |
|
| R3 |
133-07 |
132-13 |
130-04 |
|
| R2 |
131-05 |
131-05 |
129-30 |
|
| R1 |
130-11 |
130-11 |
129-24 |
130-24 |
| PP |
129-03 |
129-03 |
129-03 |
129-09 |
| S1 |
128-09 |
128-09 |
129-12 |
128-22 |
| S2 |
127-01 |
127-01 |
129-06 |
|
| S3 |
124-31 |
126-07 |
129-00 |
|
| S4 |
122-29 |
124-05 |
128-14 |
|
|
| 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 |
129-28 |
126-02 |
3-26 |
2.9% |
1-25 |
1.4% |
92% |
True |
False |
153,188 |
| 10 |
129-28 |
125-06 |
4-22 |
3.6% |
1-19 |
1.2% |
93% |
True |
False |
319,740 |
| 20 |
129-28 |
118-03 |
11-25 |
9.1% |
1-24 |
1.4% |
97% |
True |
False |
309,454 |
| 40 |
129-28 |
117-19 |
12-09 |
9.5% |
1-27 |
1.4% |
97% |
True |
False |
319,090 |
| 60 |
134-17 |
117-19 |
16-30 |
13.1% |
1-30 |
1.5% |
71% |
False |
False |
327,895 |
| 80 |
143-15 |
117-19 |
25-28 |
20.0% |
1-28 |
1.5% |
46% |
False |
False |
292,465 |
| 100 |
145-14 |
117-19 |
27-27 |
21.5% |
1-29 |
1.5% |
43% |
False |
False |
234,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
135-09 |
|
1.618 |
133-07 |
|
1.000 |
131-30 |
|
0.618 |
131-05 |
|
HIGH |
129-28 |
|
0.618 |
129-03 |
|
0.500 |
128-27 |
|
0.382 |
128-19 |
|
LOW |
127-26 |
|
0.618 |
126-17 |
|
1.000 |
125-24 |
|
1.618 |
124-15 |
|
2.618 |
122-13 |
|
4.250 |
119-02 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-10 |
129-01 |
| PP |
129-03 |
128-16 |
| S1 |
128-27 |
127-31 |
|