ECBOT 30 Year Treasury Bond Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
130-14 |
131-20 |
1-06 |
0.9% |
127-19 |
| High |
132-00 |
131-21 |
-0-11 |
-0.3% |
130-09 |
| Low |
129-26 |
130-26 |
1-00 |
0.8% |
126-02 |
| Close |
131-31 |
131-01 |
-0-30 |
-0.7% |
129-27 |
| Range |
2-06 |
0-27 |
-1-11 |
-61.4% |
4-07 |
| ATR |
1-28 |
1-26 |
-0-02 |
-2.7% |
0-00 |
| Volume |
688 |
97 |
-591 |
-85.9% |
523,940 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-22 |
133-07 |
131-16 |
|
| R3 |
132-27 |
132-12 |
131-08 |
|
| R2 |
132-00 |
132-00 |
131-06 |
|
| R1 |
131-17 |
131-17 |
131-03 |
131-11 |
| PP |
131-05 |
131-05 |
131-05 |
131-02 |
| S1 |
130-22 |
130-22 |
130-31 |
130-16 |
| S2 |
130-10 |
130-10 |
130-28 |
|
| S3 |
129-15 |
129-27 |
130-26 |
|
| S4 |
128-20 |
129-00 |
130-18 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
139-27 |
132-05 |
|
| R3 |
137-05 |
135-20 |
131-00 |
|
| R2 |
132-30 |
132-30 |
130-20 |
|
| R1 |
131-13 |
131-13 |
130-07 |
132-06 |
| PP |
128-23 |
128-23 |
128-23 |
129-04 |
| S1 |
127-06 |
127-06 |
129-15 |
127-30 |
| S2 |
124-16 |
124-16 |
129-02 |
|
| S3 |
120-09 |
122-31 |
128-22 |
|
| S4 |
116-02 |
118-24 |
127-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-00 |
128-09 |
3-23 |
2.8% |
1-21 |
1.3% |
74% |
False |
False |
1,065 |
| 10 |
132-00 |
126-02 |
5-30 |
4.5% |
1-23 |
1.3% |
84% |
False |
False |
77,127 |
| 20 |
132-00 |
119-30 |
12-02 |
9.2% |
1-24 |
1.3% |
92% |
False |
False |
240,402 |
| 40 |
132-00 |
117-19 |
14-13 |
11.0% |
1-27 |
1.4% |
93% |
False |
False |
287,191 |
| 60 |
132-09 |
117-19 |
14-22 |
11.2% |
1-30 |
1.5% |
91% |
False |
False |
305,524 |
| 80 |
140-29 |
117-19 |
23-10 |
17.8% |
1-28 |
1.4% |
58% |
False |
False |
292,390 |
| 100 |
145-14 |
117-19 |
27-27 |
21.2% |
1-29 |
1.4% |
48% |
False |
False |
234,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-08 |
|
2.618 |
133-28 |
|
1.618 |
133-01 |
|
1.000 |
132-16 |
|
0.618 |
132-06 |
|
HIGH |
131-21 |
|
0.618 |
131-11 |
|
0.500 |
131-08 |
|
0.382 |
131-04 |
|
LOW |
130-26 |
|
0.618 |
130-09 |
|
1.000 |
129-31 |
|
1.618 |
129-14 |
|
2.618 |
128-19 |
|
4.250 |
127-07 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
130-26 |
| PP |
131-05 |
130-20 |
| S1 |
131-03 |
130-14 |
|