ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
129-08 |
130-14 |
1-06 |
0.9% |
127-19 |
| High |
130-15 |
132-00 |
1-17 |
1.2% |
130-09 |
| Low |
128-27 |
129-26 |
0-31 |
0.8% |
126-02 |
| Close |
130-15 |
131-31 |
1-16 |
1.1% |
129-27 |
| Range |
1-20 |
2-06 |
0-18 |
34.6% |
4-07 |
| ATR |
1-27 |
1-28 |
0-01 |
1.3% |
0-00 |
| Volume |
318 |
688 |
370 |
116.4% |
523,940 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-26 |
137-03 |
133-06 |
|
| R3 |
135-20 |
134-29 |
132-18 |
|
| R2 |
133-14 |
133-14 |
132-12 |
|
| R1 |
132-23 |
132-23 |
132-05 |
133-02 |
| PP |
131-08 |
131-08 |
131-08 |
131-14 |
| S1 |
130-17 |
130-17 |
131-25 |
130-28 |
| S2 |
129-02 |
129-02 |
131-18 |
|
| S3 |
126-28 |
128-11 |
131-12 |
|
| S4 |
124-22 |
126-05 |
130-24 |
|
|
| 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 |
132-00 |
127-26 |
4-06 |
3.2% |
1-28 |
1.4% |
99% |
True |
False |
2,558 |
| 10 |
132-00 |
126-02 |
5-30 |
4.5% |
1-25 |
1.4% |
99% |
True |
False |
132,752 |
| 20 |
132-00 |
119-05 |
12-27 |
9.7% |
1-25 |
1.4% |
100% |
True |
False |
255,237 |
| 40 |
132-00 |
117-19 |
14-13 |
10.9% |
1-28 |
1.4% |
100% |
True |
False |
295,176 |
| 60 |
132-16 |
117-19 |
14-29 |
11.3% |
1-30 |
1.5% |
96% |
False |
False |
309,948 |
| 80 |
141-09 |
117-19 |
23-22 |
17.9% |
1-28 |
1.4% |
61% |
False |
False |
292,422 |
| 100 |
145-14 |
117-19 |
27-27 |
21.1% |
1-29 |
1.4% |
52% |
False |
False |
234,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-10 |
|
2.618 |
137-23 |
|
1.618 |
135-17 |
|
1.000 |
134-06 |
|
0.618 |
133-11 |
|
HIGH |
132-00 |
|
0.618 |
131-05 |
|
0.500 |
130-29 |
|
0.382 |
130-21 |
|
LOW |
129-26 |
|
0.618 |
128-15 |
|
1.000 |
127-20 |
|
1.618 |
126-09 |
|
2.618 |
124-03 |
|
4.250 |
120-16 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-12 |
| PP |
131-08 |
130-26 |
| S1 |
130-29 |
130-08 |
|