ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
122-15 |
121-01 |
-1-14 |
-1.2% |
118-30 |
| High |
122-20 |
121-08 |
-1-12 |
-1.1% |
122-25 |
| Low |
120-29 |
120-03 |
-0-26 |
-0.7% |
117-19 |
| Close |
121-08 |
120-16 |
-0-24 |
-0.6% |
121-08 |
| Range |
1-23 |
1-05 |
-0-18 |
-32.7% |
5-06 |
| ATR |
2-02 |
2-00 |
-0-02 |
-3.1% |
0-00 |
| Volume |
321,412 |
404,588 |
83,176 |
25.9% |
1,679,155 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-03 |
123-14 |
121-04 |
|
| R3 |
122-30 |
122-09 |
120-26 |
|
| R2 |
121-25 |
121-25 |
120-23 |
|
| R1 |
121-04 |
121-04 |
120-19 |
120-28 |
| PP |
120-20 |
120-20 |
120-20 |
120-16 |
| S1 |
119-31 |
119-31 |
120-13 |
119-23 |
| S2 |
119-15 |
119-15 |
120-09 |
|
| S3 |
118-10 |
118-26 |
120-06 |
|
| S4 |
117-05 |
117-21 |
119-28 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
133-28 |
124-03 |
|
| R3 |
130-29 |
128-22 |
122-22 |
|
| R2 |
125-23 |
125-23 |
122-06 |
|
| R1 |
123-16 |
123-16 |
121-23 |
124-20 |
| PP |
120-17 |
120-17 |
120-17 |
121-03 |
| S1 |
118-10 |
118-10 |
120-25 |
119-14 |
| S2 |
115-11 |
115-11 |
120-10 |
|
| S3 |
110-05 |
113-04 |
119-26 |
|
| S4 |
104-31 |
107-30 |
118-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-25 |
118-05 |
4-20 |
3.8% |
1-27 |
1.5% |
51% |
False |
False |
341,308 |
| 10 |
123-31 |
117-19 |
6-12 |
5.3% |
1-30 |
1.6% |
46% |
False |
False |
361,535 |
| 20 |
129-12 |
117-19 |
11-25 |
9.8% |
1-29 |
1.6% |
25% |
False |
False |
328,308 |
| 40 |
134-30 |
117-19 |
17-11 |
14.4% |
2-01 |
1.7% |
17% |
False |
False |
335,631 |
| 60 |
143-15 |
117-19 |
25-28 |
21.5% |
1-29 |
1.6% |
11% |
False |
False |
276,002 |
| 80 |
145-14 |
117-19 |
27-27 |
23.1% |
1-30 |
1.6% |
10% |
False |
False |
207,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-05 |
|
2.618 |
124-09 |
|
1.618 |
123-04 |
|
1.000 |
122-13 |
|
0.618 |
121-31 |
|
HIGH |
121-08 |
|
0.618 |
120-26 |
|
0.500 |
120-22 |
|
0.382 |
120-17 |
|
LOW |
120-03 |
|
0.618 |
119-12 |
|
1.000 |
118-30 |
|
1.618 |
118-07 |
|
2.618 |
117-02 |
|
4.250 |
115-06 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
121-14 |
| PP |
120-20 |
121-04 |
| S1 |
120-18 |
120-26 |
|