ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
126-19 |
128-05 |
1-18 |
1.2% |
125-06 |
| High |
128-11 |
129-27 |
1-16 |
1.2% |
128-13 |
| Low |
126-00 |
127-25 |
1-25 |
1.4% |
125-00 |
| Close |
127-00 |
129-16 |
2-16 |
2.0% |
127-15 |
| Range |
2-11 |
2-02 |
-0-09 |
-12.0% |
3-13 |
| ATR |
1-25 |
1-27 |
0-02 |
4.3% |
0-00 |
| Volume |
560,751 |
400,150 |
-160,601 |
-28.6% |
1,380,036 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-07 |
134-14 |
130-20 |
|
| R3 |
133-05 |
132-12 |
130-02 |
|
| R2 |
131-03 |
131-03 |
129-28 |
|
| R1 |
130-10 |
130-10 |
129-22 |
130-22 |
| PP |
129-01 |
129-01 |
129-01 |
129-08 |
| S1 |
128-08 |
128-08 |
129-10 |
128-20 |
| S2 |
126-31 |
126-31 |
129-04 |
|
| S3 |
124-29 |
126-06 |
128-30 |
|
| S4 |
122-27 |
124-04 |
128-12 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-06 |
135-23 |
129-11 |
|
| R3 |
133-25 |
132-10 |
128-13 |
|
| R2 |
130-12 |
130-12 |
128-03 |
|
| R1 |
128-29 |
128-29 |
127-25 |
129-20 |
| PP |
126-31 |
126-31 |
126-31 |
127-10 |
| S1 |
125-16 |
125-16 |
127-05 |
126-08 |
| S2 |
123-18 |
123-18 |
126-27 |
|
| S3 |
120-05 |
122-03 |
126-17 |
|
| S4 |
116-24 |
118-22 |
125-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
135-08 |
|
1.618 |
133-06 |
|
1.000 |
131-29 |
|
0.618 |
131-04 |
|
HIGH |
129-27 |
|
0.618 |
129-02 |
|
0.500 |
128-26 |
|
0.382 |
128-18 |
|
LOW |
127-25 |
|
0.618 |
126-16 |
|
1.000 |
125-23 |
|
1.618 |
124-14 |
|
2.618 |
122-12 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-09 |
128-31 |
| PP |
129-01 |
128-14 |
| S1 |
128-26 |
127-30 |
|