ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
126-22 |
127-21 |
0-31 |
0.8% |
125-13 |
| High |
127-28 |
128-19 |
0-23 |
0.6% |
128-19 |
| Low |
126-10 |
127-04 |
0-26 |
0.6% |
125-07 |
| Close |
127-20 |
127-19 |
-0-01 |
0.0% |
127-19 |
| Range |
1-18 |
1-15 |
-0-03 |
-6.0% |
3-12 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.4% |
0-00 |
| Volume |
556,348 |
243,727 |
-312,621 |
-56.2% |
2,072,939 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
131-11 |
128-13 |
|
| R3 |
130-23 |
129-28 |
128-00 |
|
| R2 |
129-08 |
129-08 |
127-28 |
|
| R1 |
128-13 |
128-13 |
127-23 |
128-03 |
| PP |
127-25 |
127-25 |
127-25 |
127-20 |
| S1 |
126-30 |
126-30 |
127-15 |
126-20 |
| S2 |
126-10 |
126-10 |
127-10 |
|
| S3 |
124-27 |
125-15 |
127-06 |
|
| S4 |
123-12 |
124-00 |
126-25 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
135-26 |
129-14 |
|
| R3 |
133-28 |
132-14 |
128-17 |
|
| R2 |
130-16 |
130-16 |
128-07 |
|
| R1 |
129-02 |
129-02 |
127-29 |
129-25 |
| PP |
127-04 |
127-04 |
127-04 |
127-16 |
| S1 |
125-22 |
125-22 |
127-09 |
126-13 |
| S2 |
123-24 |
123-24 |
126-31 |
|
| S3 |
120-12 |
122-10 |
126-21 |
|
| S4 |
117-00 |
118-30 |
125-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-19 |
125-07 |
3-12 |
2.6% |
1-12 |
1.1% |
70% |
True |
False |
463,749 |
| 10 |
128-19 |
122-28 |
5-23 |
4.5% |
1-16 |
1.2% |
83% |
True |
False |
377,276 |
| 20 |
128-19 |
118-03 |
10-16 |
8.2% |
1-23 |
1.4% |
90% |
True |
False |
352,102 |
| 40 |
129-12 |
117-19 |
11-25 |
9.2% |
1-28 |
1.5% |
85% |
False |
False |
344,330 |
| 60 |
135-04 |
117-19 |
17-17 |
13.7% |
1-30 |
1.5% |
57% |
False |
False |
340,371 |
| 80 |
143-21 |
117-19 |
26-02 |
20.4% |
1-28 |
1.5% |
38% |
False |
False |
285,968 |
| 100 |
145-14 |
117-19 |
27-27 |
21.8% |
1-29 |
1.5% |
36% |
False |
False |
228,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-27 |
|
2.618 |
132-14 |
|
1.618 |
130-31 |
|
1.000 |
130-02 |
|
0.618 |
129-16 |
|
HIGH |
128-19 |
|
0.618 |
128-01 |
|
0.500 |
127-28 |
|
0.382 |
127-22 |
|
LOW |
127-04 |
|
0.618 |
126-07 |
|
1.000 |
125-21 |
|
1.618 |
124-24 |
|
2.618 |
123-09 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-28 |
127-12 |
| PP |
127-25 |
127-05 |
| S1 |
127-22 |
126-30 |
|