ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-20 |
129-21 |
0-01 |
0.0% |
127-19 |
| High |
130-09 |
130-01 |
-0-08 |
-0.2% |
130-09 |
| Low |
128-09 |
128-15 |
0-06 |
0.1% |
126-02 |
| Close |
129-27 |
128-28 |
-0-31 |
-0.7% |
129-27 |
| Range |
2-00 |
1-18 |
-0-14 |
-21.9% |
4-07 |
| ATR |
1-28 |
1-28 |
-0-01 |
-1.2% |
0-00 |
| Volume |
1,725 |
2,500 |
775 |
44.9% |
523,940 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-26 |
132-29 |
129-24 |
|
| R3 |
132-08 |
131-11 |
129-10 |
|
| R2 |
130-22 |
130-22 |
129-05 |
|
| R1 |
129-25 |
129-25 |
129-01 |
129-14 |
| PP |
129-04 |
129-04 |
129-04 |
128-31 |
| S1 |
128-07 |
128-07 |
128-23 |
127-28 |
| S2 |
127-18 |
127-18 |
128-19 |
|
| S3 |
126-00 |
126-21 |
128-14 |
|
| S4 |
124-14 |
125-03 |
128-00 |
|
|
| 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 |
3.3% |
1-30 |
1.5% |
67% |
False |
False |
30,378 |
| 10 |
130-09 |
125-07 |
5-02 |
3.9% |
1-22 |
1.3% |
72% |
False |
False |
259,937 |
| 20 |
130-09 |
118-03 |
12-06 |
9.5% |
1-25 |
1.4% |
88% |
False |
False |
279,506 |
| 40 |
130-09 |
117-19 |
12-22 |
9.8% |
1-28 |
1.4% |
89% |
False |
False |
305,088 |
| 60 |
133-26 |
117-19 |
16-07 |
12.6% |
1-30 |
1.5% |
70% |
False |
False |
319,665 |
| 80 |
141-17 |
117-19 |
23-30 |
18.6% |
1-28 |
1.4% |
47% |
False |
False |
292,488 |
| 100 |
145-14 |
117-19 |
27-27 |
21.6% |
1-29 |
1.5% |
41% |
False |
False |
234,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-22 |
|
2.618 |
134-04 |
|
1.618 |
132-18 |
|
1.000 |
131-19 |
|
0.618 |
131-00 |
|
HIGH |
130-01 |
|
0.618 |
129-14 |
|
0.500 |
129-08 |
|
0.382 |
129-02 |
|
LOW |
128-15 |
|
0.618 |
127-16 |
|
1.000 |
126-29 |
|
1.618 |
125-30 |
|
2.618 |
124-12 |
|
4.250 |
121-26 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-08 |
129-02 |
| PP |
129-04 |
129-00 |
| S1 |
129-00 |
128-30 |
|