ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
126-17 |
125-29 |
-0-20 |
-0.5% |
123-11 |
| High |
126-27 |
126-12 |
-0-15 |
-0.4% |
126-27 |
| Low |
125-06 |
125-09 |
0-03 |
0.1% |
122-28 |
| Close |
125-27 |
125-14 |
-0-13 |
-0.3% |
125-14 |
| Range |
1-21 |
1-03 |
-0-18 |
-34.0% |
3-31 |
| ATR |
1-31 |
1-29 |
-0-02 |
-3.2% |
0-00 |
| Volume |
356,445 |
245,807 |
-110,638 |
-31.0% |
1,565,459 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
128-10 |
126-01 |
|
| R3 |
127-28 |
127-07 |
125-24 |
|
| R2 |
126-25 |
126-25 |
125-20 |
|
| R1 |
126-04 |
126-04 |
125-17 |
125-29 |
| PP |
125-22 |
125-22 |
125-22 |
125-19 |
| S1 |
125-01 |
125-01 |
125-11 |
124-26 |
| S2 |
124-19 |
124-19 |
125-08 |
|
| S3 |
123-16 |
123-30 |
125-04 |
|
| S4 |
122-13 |
122-27 |
124-27 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
135-05 |
127-20 |
|
| R3 |
133-00 |
131-06 |
126-17 |
|
| R2 |
129-01 |
129-01 |
126-05 |
|
| R1 |
127-07 |
127-07 |
125-26 |
128-04 |
| PP |
125-02 |
125-02 |
125-02 |
125-16 |
| S1 |
123-08 |
123-08 |
125-02 |
124-05 |
| S2 |
121-03 |
121-03 |
124-23 |
|
| S3 |
117-04 |
119-09 |
124-11 |
|
| S4 |
113-05 |
115-10 |
123-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-27 |
122-28 |
3-31 |
3.2% |
1-20 |
1.3% |
65% |
False |
False |
313,091 |
| 10 |
126-27 |
118-03 |
8-24 |
7.0% |
1-28 |
1.5% |
84% |
False |
False |
299,074 |
| 20 |
126-27 |
117-19 |
9-08 |
7.4% |
1-28 |
1.5% |
85% |
False |
False |
316,342 |
| 40 |
129-12 |
117-19 |
11-25 |
9.4% |
2-01 |
1.6% |
67% |
False |
False |
339,014 |
| 60 |
137-22 |
117-19 |
20-03 |
16.0% |
1-30 |
1.5% |
39% |
False |
False |
326,786 |
| 80 |
145-14 |
117-19 |
27-27 |
22.2% |
1-30 |
1.5% |
28% |
False |
False |
260,093 |
| 100 |
145-14 |
117-19 |
27-27 |
22.2% |
1-30 |
1.5% |
28% |
False |
False |
208,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-01 |
|
2.618 |
129-08 |
|
1.618 |
128-05 |
|
1.000 |
127-15 |
|
0.618 |
127-02 |
|
HIGH |
126-12 |
|
0.618 |
125-31 |
|
0.500 |
125-26 |
|
0.382 |
125-22 |
|
LOW |
125-09 |
|
0.618 |
124-19 |
|
1.000 |
124-06 |
|
1.618 |
123-16 |
|
2.618 |
122-13 |
|
4.250 |
120-20 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-26 |
125-14 |
| PP |
125-22 |
125-14 |
| S1 |
125-18 |
125-14 |
|