ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
121-00 |
121-09 |
0-09 |
0.2% |
118-30 |
| High |
122-28 |
121-31 |
-0-29 |
-0.7% |
122-25 |
| Low |
120-25 |
120-04 |
-0-21 |
-0.5% |
117-19 |
| Close |
121-01 |
120-23 |
-0-10 |
-0.3% |
121-08 |
| Range |
2-03 |
1-27 |
-0-08 |
-11.9% |
5-06 |
| ATR |
2-00 |
2-00 |
0-00 |
-0.6% |
0-00 |
| Volume |
322,513 |
326,666 |
4,153 |
1.3% |
1,679,155 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-15 |
125-14 |
121-23 |
|
| R3 |
124-20 |
123-19 |
121-07 |
|
| R2 |
122-25 |
122-25 |
121-02 |
|
| R1 |
121-24 |
121-24 |
120-28 |
121-11 |
| PP |
120-30 |
120-30 |
120-30 |
120-24 |
| S1 |
119-29 |
119-29 |
120-18 |
119-16 |
| S2 |
119-03 |
119-03 |
120-12 |
|
| S3 |
117-08 |
118-02 |
120-07 |
|
| S4 |
115-13 |
116-07 |
119-23 |
|
|
| 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 |
122-28 |
120-03 |
2-25 |
2.3% |
1-25 |
1.5% |
22% |
False |
False |
341,047 |
| 10 |
122-28 |
117-19 |
5-09 |
4.4% |
2-00 |
1.7% |
59% |
False |
False |
362,633 |
| 20 |
127-09 |
117-19 |
9-22 |
8.0% |
1-30 |
1.6% |
32% |
False |
False |
328,725 |
| 40 |
134-17 |
117-19 |
16-30 |
14.0% |
2-00 |
1.7% |
18% |
False |
False |
337,115 |
| 60 |
143-15 |
117-19 |
25-28 |
21.4% |
1-30 |
1.6% |
12% |
False |
False |
286,802 |
| 80 |
145-14 |
117-19 |
27-27 |
23.1% |
1-30 |
1.6% |
11% |
False |
False |
215,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-26 |
|
2.618 |
126-25 |
|
1.618 |
124-30 |
|
1.000 |
123-26 |
|
0.618 |
123-03 |
|
HIGH |
121-31 |
|
0.618 |
121-08 |
|
0.500 |
121-02 |
|
0.382 |
120-27 |
|
LOW |
120-04 |
|
0.618 |
119-00 |
|
1.000 |
118-09 |
|
1.618 |
117-05 |
|
2.618 |
115-10 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-02 |
121-16 |
| PP |
120-30 |
121-07 |
| S1 |
120-26 |
120-31 |
|