ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-21 |
129-08 |
-0-13 |
-0.3% |
127-19 |
| High |
130-01 |
130-15 |
0-14 |
0.3% |
130-09 |
| Low |
128-15 |
128-27 |
0-12 |
0.3% |
126-02 |
| Close |
128-28 |
130-15 |
1-19 |
1.2% |
129-27 |
| Range |
1-18 |
1-20 |
0-02 |
4.0% |
4-07 |
| ATR |
1-28 |
1-27 |
-0-01 |
-0.9% |
0-00 |
| Volume |
2,500 |
318 |
-2,182 |
-87.3% |
523,940 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-26 |
134-08 |
131-12 |
|
| R3 |
133-06 |
132-20 |
130-29 |
|
| R2 |
131-18 |
131-18 |
130-25 |
|
| R1 |
131-00 |
131-00 |
130-20 |
131-09 |
| PP |
129-30 |
129-30 |
129-30 |
130-02 |
| S1 |
129-12 |
129-12 |
130-10 |
129-21 |
| S2 |
128-10 |
128-10 |
130-05 |
|
| S3 |
126-22 |
127-24 |
130-01 |
|
| S4 |
125-02 |
126-04 |
129-18 |
|
|
| 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 |
130-15 |
126-02 |
4-13 |
3.4% |
1-29 |
1.5% |
100% |
True |
False |
5,373 |
| 10 |
130-15 |
125-10 |
5-05 |
4.0% |
1-23 |
1.3% |
100% |
True |
False |
217,003 |
| 20 |
130-15 |
118-03 |
12-12 |
9.5% |
1-25 |
1.4% |
100% |
True |
False |
268,371 |
| 40 |
130-15 |
117-19 |
12-28 |
9.9% |
1-27 |
1.4% |
100% |
True |
False |
302,502 |
| 60 |
133-10 |
117-19 |
15-23 |
12.0% |
1-30 |
1.5% |
82% |
False |
False |
315,634 |
| 80 |
141-17 |
117-19 |
23-30 |
18.3% |
1-28 |
1.4% |
54% |
False |
False |
292,477 |
| 100 |
145-14 |
117-19 |
27-27 |
21.3% |
1-29 |
1.5% |
46% |
False |
False |
234,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-12 |
|
2.618 |
134-23 |
|
1.618 |
133-03 |
|
1.000 |
132-03 |
|
0.618 |
131-15 |
|
HIGH |
130-15 |
|
0.618 |
129-27 |
|
0.500 |
129-21 |
|
0.382 |
129-15 |
|
LOW |
128-27 |
|
0.618 |
127-27 |
|
1.000 |
127-07 |
|
1.618 |
126-07 |
|
2.618 |
124-19 |
|
4.250 |
121-30 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
130-06 |
130-03 |
| PP |
129-30 |
129-24 |
| S1 |
129-21 |
129-12 |
|