ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	123-00	122-01	-0-31	-0.8%	125-10
High	123-24	122-15	-1-09	-1.0%	125-26
Low	122-13	121-20	-0-25	-0.6%	122-29
Close	123-15	121-23	-1-24	-1.4%	123-21
Range	1-11	0-27	-0-16	-37.2%	2-29
ATR	1-30	1-29	0-00	-0.3%	0-00
Volume	31	283	252	812.9%	645

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	124-15	123-30	122-06
R3	123-20	123-03	121-30
R2	122-25	122-25	121-28
R1	122-08	122-08	121-25	122-03
PP	121-30	121-30	121-30	121-28
S1	121-13	121-13	121-21	121-08
S2	121-03	121-03	121-18
S3	120-08	120-18	121-16
S4	119-13	119-23	121-08

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	121-20	4-06	3.4%	1-26	1.5%	2%	False	True	233
10	126-31	121-20	5-11	4.4%	1-20	1.3%	2%	False	True	145
20	130-18	121-20	8-30	7.3%	1-31	1.6%	1%	False	True	83

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	126-02
2.618	124-22
1.618	123-27
1.000	123-10
0.618	123-00
HIGH	122-15
0.618	122-05
0.500	122-02
0.382	121-30
LOW	121-20
0.618	121-03
1.000	120-25
1.618	120-08
2.618	119-13
4.250	118-01

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	122-02	123-06
PP	121-30	122-22
S1	121-26	122-06

Download as Excel Spreadsheet

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

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