ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	120-04	119-09	-0-27	-0.7%	123-16
High	120-04	119-27	-0-09	-0.2%	124-23
Low	118-04	117-14	-0-22	-0.6%	118-04
Close	118-29	118-02	-0-27	-0.7%	118-29
Range	2-00	2-13	0-13	20.3%	6-19
ATR	1-30	1-31	0-01	1.7%	0-00
Volume	207	634	427	206.3%	1,146

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	125-21	124-09	119-12
R3	123-08	121-28	118-23
R2	120-27	120-27	118-16
R1	119-15	119-15	118-09	118-30
PP	118-14	118-14	118-14	118-06
S1	117-02	117-02	117-27	116-18
S2	116-01	116-01	117-20
S3	113-20	114-21	117-13
S4	111-07	112-08	116-24

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-12	136-07	122-17
R3	133-25	129-20	120-23
R2	127-06	127-06	120-04
R1	123-01	123-01	119-16	121-26
PP	120-19	120-19	120-19	119-31
S1	116-14	116-14	118-10	115-07
S2	114-00	114-00	117-22
S3	107-13	109-27	117-03
S4	100-26	103-08	115-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-24	117-14	6-10	5.3%	1-23	1.5%	10%	False	True	262
10	125-26	117-14	8-12	7.1%	1-27	1.6%	7%	False	True	240
20	129-03	117-14	11-21	9.9%	1-30	1.6%	5%	False	True	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	130-02
2.618	126-05
1.618	123-24
1.000	122-08
0.618	121-11
HIGH	119-27
0.618	118-30
0.500	118-20
0.382	118-11
LOW	117-14
0.618	115-30
1.000	115-01
1.618	113-17
2.618	111-04
4.250	107-07

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	118-20	119-23
PP	118-14	119-05
S1	118-08	118-20

Download as Excel Spreadsheet

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

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