ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
124-03 |
3-23 |
3.1% |
119-18 |
| High |
124-10 |
124-05 |
-0-05 |
-0.1% |
124-10 |
| Low |
119-30 |
123-02 |
3-04 |
2.6% |
118-03 |
| Close |
124-04 |
123-26 |
-0-10 |
-0.3% |
123-26 |
| Range |
4-12 |
1-03 |
-3-09 |
-75.0% |
6-07 |
| ATR |
2-04 |
2-01 |
-0-02 |
-3.5% |
0-00 |
| Volume |
507,746 |
134,362 |
-373,384 |
-73.5% |
1,425,284 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-31 |
126-15 |
124-13 |
|
| R3 |
125-28 |
125-12 |
124-04 |
|
| R2 |
124-25 |
124-25 |
124-00 |
|
| R1 |
124-09 |
124-09 |
123-29 |
124-00 |
| PP |
123-22 |
123-22 |
123-22 |
123-17 |
| S1 |
123-06 |
123-06 |
123-23 |
122-28 |
| S2 |
122-19 |
122-19 |
123-20 |
|
| S3 |
121-16 |
122-03 |
123-16 |
|
| S4 |
120-13 |
121-00 |
123-07 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-16 |
127-07 |
|
| R3 |
134-16 |
132-09 |
125-17 |
|
| R2 |
128-09 |
128-09 |
124-30 |
|
| R1 |
126-02 |
126-02 |
124-12 |
127-06 |
| PP |
122-02 |
122-02 |
122-02 |
122-20 |
| S1 |
119-27 |
119-27 |
123-08 |
120-30 |
| S2 |
115-27 |
115-27 |
122-22 |
|
| S3 |
109-20 |
113-20 |
122-03 |
|
| S4 |
103-13 |
107-13 |
120-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-10 |
118-03 |
6-07 |
5.0% |
2-04 |
1.7% |
92% |
False |
False |
285,056 |
| 10 |
124-10 |
118-03 |
6-07 |
5.0% |
1-29 |
1.5% |
92% |
False |
False |
308,224 |
| 20 |
124-28 |
117-19 |
7-09 |
5.9% |
1-30 |
1.6% |
85% |
False |
False |
325,739 |
| 40 |
131-10 |
117-19 |
13-23 |
11.1% |
2-03 |
1.7% |
45% |
False |
False |
342,422 |
| 60 |
139-30 |
117-19 |
22-11 |
18.0% |
1-30 |
1.6% |
28% |
False |
False |
320,300 |
| 80 |
145-14 |
117-19 |
27-27 |
22.5% |
1-30 |
1.6% |
22% |
False |
False |
240,531 |
| 100 |
145-14 |
117-19 |
27-27 |
22.5% |
1-28 |
1.5% |
22% |
False |
False |
192,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-26 |
|
2.618 |
127-01 |
|
1.618 |
125-30 |
|
1.000 |
125-08 |
|
0.618 |
124-27 |
|
HIGH |
124-05 |
|
0.618 |
123-24 |
|
0.500 |
123-20 |
|
0.382 |
123-15 |
|
LOW |
123-02 |
|
0.618 |
122-12 |
|
1.000 |
121-31 |
|
1.618 |
121-09 |
|
2.618 |
120-06 |
|
4.250 |
118-13 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
123-24 |
123-04 |
| PP |
123-22 |
122-14 |
| S1 |
123-20 |
121-24 |
|