ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
119-18 |
118-14 |
-1-04 |
-0.9% |
121-01 |
| High |
120-00 |
120-01 |
0-01 |
0.0% |
122-28 |
| Low |
118-10 |
118-03 |
-0-07 |
-0.2% |
118-22 |
| Close |
118-17 |
119-30 |
1-13 |
1.2% |
119-14 |
| Range |
1-22 |
1-30 |
0-08 |
14.8% |
4-06 |
| ATR |
1-30 |
1-30 |
0-00 |
0.0% |
0-00 |
| Volume |
223,011 |
263,362 |
40,351 |
18.1% |
1,656,959 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
124-16 |
121-00 |
|
| R3 |
123-07 |
122-18 |
120-15 |
|
| R2 |
121-09 |
121-09 |
120-09 |
|
| R1 |
120-20 |
120-20 |
120-04 |
120-30 |
| PP |
119-11 |
119-11 |
119-11 |
119-17 |
| S1 |
118-22 |
118-22 |
119-24 |
119-00 |
| S2 |
117-13 |
117-13 |
119-19 |
|
| S3 |
115-15 |
116-24 |
119-13 |
|
| S4 |
113-17 |
114-26 |
118-28 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
130-11 |
121-24 |
|
| R3 |
128-23 |
126-05 |
120-19 |
|
| R2 |
124-17 |
124-17 |
120-07 |
|
| R1 |
121-31 |
121-31 |
119-26 |
121-05 |
| PP |
120-11 |
120-11 |
120-11 |
119-30 |
| S1 |
117-25 |
117-25 |
119-02 |
116-31 |
| S2 |
116-05 |
116-05 |
118-21 |
|
| S3 |
111-31 |
113-19 |
118-09 |
|
| S4 |
107-25 |
109-13 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-31 |
118-03 |
3-28 |
3.2% |
1-24 |
1.4% |
48% |
False |
True |
283,246 |
| 10 |
122-28 |
118-03 |
4-25 |
4.0% |
1-24 |
1.5% |
39% |
False |
True |
311,487 |
| 20 |
125-31 |
117-19 |
8-12 |
7.0% |
1-30 |
1.6% |
28% |
False |
False |
335,115 |
| 40 |
132-16 |
117-19 |
14-29 |
12.4% |
2-00 |
1.7% |
16% |
False |
False |
337,304 |
| 60 |
141-09 |
117-19 |
23-22 |
19.7% |
1-29 |
1.6% |
10% |
False |
False |
304,817 |
| 80 |
145-14 |
117-19 |
27-27 |
23.2% |
1-30 |
1.6% |
8% |
False |
False |
228,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-08 |
|
2.618 |
125-03 |
|
1.618 |
123-05 |
|
1.000 |
121-31 |
|
0.618 |
121-07 |
|
HIGH |
120-01 |
|
0.618 |
119-09 |
|
0.500 |
119-02 |
|
0.382 |
118-27 |
|
LOW |
118-03 |
|
0.618 |
116-29 |
|
1.000 |
116-05 |
|
1.618 |
114-31 |
|
2.618 |
113-01 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-21 |
119-22 |
| PP |
119-11 |
119-14 |
| S1 |
119-02 |
119-06 |
|