ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
128-05 |
129-20 |
1-15 |
1.1% |
127-19 |
| High |
129-28 |
130-09 |
0-13 |
0.3% |
130-09 |
| Low |
127-26 |
128-09 |
0-15 |
0.4% |
126-02 |
| Close |
129-18 |
129-27 |
0-09 |
0.2% |
129-27 |
| Range |
2-02 |
2-00 |
-0-02 |
-3.0% |
4-07 |
| ATR |
1-28 |
1-28 |
0-00 |
0.5% |
0-00 |
| Volume |
7,559 |
1,725 |
-5,834 |
-77.2% |
523,940 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-15 |
134-21 |
130-30 |
|
| R3 |
133-15 |
132-21 |
130-13 |
|
| R2 |
131-15 |
131-15 |
130-07 |
|
| R1 |
130-21 |
130-21 |
130-01 |
131-02 |
| PP |
129-15 |
129-15 |
129-15 |
129-22 |
| S1 |
128-21 |
128-21 |
129-21 |
129-02 |
| S2 |
127-15 |
127-15 |
129-15 |
|
| S3 |
125-15 |
126-21 |
129-09 |
|
| S4 |
123-15 |
124-21 |
128-24 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
139-27 |
132-05 |
|
| R3 |
137-05 |
135-20 |
131-00 |
|
| R2 |
132-30 |
132-30 |
130-20 |
|
| R1 |
131-13 |
131-13 |
130-07 |
132-06 |
| PP |
128-23 |
128-23 |
128-23 |
129-04 |
| S1 |
127-06 |
127-06 |
129-15 |
127-30 |
| S2 |
124-16 |
124-16 |
129-02 |
|
| S3 |
120-09 |
122-31 |
128-22 |
|
| S4 |
116-02 |
118-24 |
127-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-09 |
126-02 |
4-07 |
3.2% |
1-29 |
1.5% |
90% |
True |
False |
104,788 |
| 10 |
130-09 |
125-07 |
5-02 |
3.9% |
1-20 |
1.3% |
91% |
True |
False |
284,268 |
| 20 |
130-09 |
118-03 |
12-06 |
9.4% |
1-25 |
1.4% |
96% |
True |
False |
293,336 |
| 40 |
130-09 |
117-19 |
12-22 |
9.8% |
1-28 |
1.4% |
97% |
True |
False |
311,827 |
| 60 |
133-30 |
117-19 |
16-11 |
12.6% |
1-30 |
1.5% |
75% |
False |
False |
323,544 |
| 80 |
142-08 |
117-19 |
24-21 |
19.0% |
1-28 |
1.4% |
50% |
False |
False |
292,472 |
| 100 |
145-14 |
117-19 |
27-27 |
21.4% |
1-29 |
1.5% |
44% |
False |
False |
234,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-25 |
|
2.618 |
135-17 |
|
1.618 |
133-17 |
|
1.000 |
132-09 |
|
0.618 |
131-17 |
|
HIGH |
130-09 |
|
0.618 |
129-17 |
|
0.500 |
129-09 |
|
0.382 |
129-01 |
|
LOW |
128-09 |
|
0.618 |
127-01 |
|
1.000 |
126-09 |
|
1.618 |
125-01 |
|
2.618 |
123-01 |
|
4.250 |
119-25 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-21 |
129-09 |
| PP |
129-15 |
128-23 |
| S1 |
129-09 |
128-06 |
|