ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
123-14 |
124-22 |
1-08 |
1.0% |
119-13 |
| High |
124-30 |
126-15 |
1-17 |
1.2% |
124-04 |
| Low |
123-10 |
123-28 |
0-18 |
0.5% |
117-30 |
| Close |
124-10 |
126-07 |
1-29 |
1.5% |
123-19 |
| Range |
1-20 |
2-19 |
0-31 |
59.6% |
6-06 |
| ATR |
1-29 |
1-31 |
0-02 |
2.6% |
0-00 |
| Volume |
13,625 |
15,694 |
2,069 |
15.2% |
8,329 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-10 |
132-11 |
127-21 |
|
| R3 |
130-23 |
129-24 |
126-30 |
|
| R2 |
128-04 |
128-04 |
126-22 |
|
| R1 |
127-05 |
127-05 |
126-15 |
127-20 |
| PP |
125-17 |
125-17 |
125-17 |
125-24 |
| S1 |
124-18 |
124-18 |
125-31 |
125-02 |
| S2 |
122-30 |
122-30 |
125-24 |
|
| S3 |
120-11 |
121-31 |
125-16 |
|
| S4 |
117-24 |
119-12 |
124-25 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-14 |
138-07 |
127-00 |
|
| R3 |
134-08 |
132-01 |
125-09 |
|
| R2 |
128-02 |
128-02 |
124-23 |
|
| R1 |
125-27 |
125-27 |
124-05 |
126-30 |
| PP |
121-28 |
121-28 |
121-28 |
122-14 |
| S1 |
119-21 |
119-21 |
123-01 |
120-24 |
| S2 |
115-22 |
115-22 |
122-15 |
|
| S3 |
109-16 |
113-15 |
121-29 |
|
| S4 |
103-10 |
107-09 |
120-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-16 |
|
2.618 |
133-08 |
|
1.618 |
130-21 |
|
1.000 |
129-02 |
|
0.618 |
128-02 |
|
HIGH |
126-15 |
|
0.618 |
125-15 |
|
0.500 |
125-06 |
|
0.382 |
124-28 |
|
LOW |
123-28 |
|
0.618 |
122-09 |
|
1.000 |
121-09 |
|
1.618 |
119-22 |
|
2.618 |
117-03 |
|
4.250 |
112-27 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
125-22 |
| PP |
125-17 |
125-04 |
| S1 |
125-06 |
124-18 |
|