ECBOT 30 Year Treasury Bond Future December 2022

Trading Metrics calculated at close of trading on 11-Nov-2022

Day Change Summary
	Previous	Current
	10-Nov-2022	11-Nov-2022	Change	Change %	Previous Week
Open	120-12	124-03	3-23	3.1%	119-18
High	124-10	124-05	-0-05	-0.1%	124-10
Low	119-30	123-02	3-04	2.6%	118-03
Close	124-04	123-26	-0-10	-0.3%	123-26
Range	4-12	1-03	-3-09	-75.0%	6-07
ATR	2-04	2-01	-0-02	-3.5%	0-00
Volume	507,746	134,362	-373,384	-73.5%	1,425,284

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	126-31	126-15	124-13
R3	125-28	125-12	124-04
R2	124-25	124-25	124-00
R1	124-09	124-09	123-29	124-00
PP	123-22	123-22	123-22	123-17
S1	123-06	123-06	123-23	122-28
S2	122-19	122-19	123-20
S3	121-16	122-03	123-16
S4	120-13	121-00	123-07

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-23	138-16	127-07
R3	134-16	132-09	125-17
R2	128-09	128-09	124-30
R1	126-02	126-02	124-12	127-06
PP	122-02	122-02	122-02	122-20
S1	119-27	119-27	123-08	120-30
S2	115-27	115-27	122-22
S3	109-20	113-20	122-03
S4	103-13	107-13	120-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-10	118-03	6-07	5.0%	2-04	1.7%	92%	False	False	285,056
10	124-10	118-03	6-07	5.0%	1-29	1.5%	92%	False	False	308,224
20	124-28	117-19	7-09	5.9%	1-30	1.6%	85%	False	False	325,739
40	131-10	117-19	13-23	11.1%	2-03	1.7%	45%	False	False	342,422
60	139-30	117-19	22-11	18.0%	1-30	1.6%	28%	False	False	320,300
80	145-14	117-19	27-27	22.5%	1-30	1.6%	22%	False	False	240,531
100	145-14	117-19	27-27	22.5%	1-28	1.5%	22%	False	False	192,431

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	128-26
2.618	127-01
1.618	125-30
1.000	125-08
0.618	124-27
HIGH	124-05
0.618	123-24
0.500	123-20
0.382	123-15
LOW	123-02
0.618	122-12
1.000	121-31
1.618	121-09
2.618	120-06
4.250	118-13

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	123-24	123-04
PP	123-22	122-14
S1	123-20	121-24

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These figures are updated between 7pm and 10pm EST after a trading day.

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