ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	123-16	123-00	-0-16	-0.4%	125-10
High	124-23	123-24	-0-31	-0.8%	125-26
Low	123-04	122-13	-0-23	-0.6%	122-29
Close	123-09	123-15	0-06	0.2%	123-21
Range	1-19	1-11	-0-08	-15.7%	2-29
ATR	1-31	1-30	-0-01	-2.3%	0-00
Volume	466	31	-435	-93.3%	645

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	127-08	126-22	124-07
R3	125-29	125-11	123-27
R2	124-18	124-18	123-23
R1	124-00	124-00	123-19	124-09
PP	123-07	123-07	123-07	123-11
S1	122-21	122-21	123-11	122-30
S2	121-28	121-28	123-07
S3	120-17	121-10	123-03
S4	119-06	119-31	122-23

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	132-27	131-05	125-08
R3	129-30	128-08	124-15
R2	127-01	127-01	124-06
R1	125-11	125-11	123-30	124-24
PP	124-04	124-04	124-04	123-26
S1	122-14	122-14	123-12	121-26
S2	121-07	121-07	123-04
S3	118-10	119-17	122-27
S4	115-13	116-20	122-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-26	122-13	3-13	2.8%	1-29	1.5%	31%	False	True	191
10	128-13	122-13	6-00	4.9%	1-24	1.4%	18%	False	True	119
20	130-18	122-13	8-05	6.6%	1-29	1.6%	13%	False	True	69

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-15
2.618	127-09
1.618	125-30
1.000	125-03
0.618	124-19
HIGH	123-24
0.618	123-08
0.500	123-02
0.382	122-29
LOW	122-13
0.618	121-18
1.000	121-02
1.618	120-07
2.618	118-28
4.250	116-22

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	123-11	124-04
PP	123-07	123-29
S1	123-02	123-22

Download as Excel Spreadsheet

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

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