ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	120-01	121-17	1-16	1.2%	123-16
High	121-16	122-17	1-01	0.8%	124-23
Low	120-00	120-16	0-16	0.4%	118-04
Close	121-08	122-04	0-28	0.7%	118-29
Range	1-16	2-01	0-17	35.4%	6-19
ATR	1-31	2-00	0-00	0.2%	0-00
Volume	1,651	604	-1,047	-63.4%	1,146

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	127-26	127-00	123-08
R3	125-25	124-31	122-22
R2	123-24	123-24	122-16
R1	122-30	122-30	122-10	123-11
PP	121-23	121-23	121-23	121-30
S1	120-29	120-29	121-30	121-10
S2	119-22	119-22	121-24
S3	117-21	118-28	121-18
S4	115-20	116-27	121-00

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	122-17	117-14	5-03	4.2%	2-02	1.7%	92%	True	False	766
10	125-26	117-14	8-12	6.9%	1-27	1.5%	56%	False	False	492
20	129-03	117-14	11-21	9.5%	1-27	1.5%	40%	False	False	276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-05
2.618	127-27
1.618	125-26
1.000	124-18
0.618	123-25
HIGH	122-17
0.618	121-24
0.500	121-16
0.382	121-09
LOW	120-16
0.618	119-08
1.000	118-15
1.618	117-07
2.618	115-06
4.250	111-28

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	121-30	121-16
PP	121-23	120-28
S1	121-16	120-08

Download as Excel Spreadsheet

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

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