ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 28-Oct-2022

Day Change Summary
	Previous	Current
	27-Oct-2022	28-Oct-2022	Change	Change %	Previous Week
Open	121-17	122-02	0-17	0.4%	119-09
High	122-17	122-11	-0-06	-0.2%	122-17
Low	120-16	120-22	0-06	0.2%	117-14
Close	122-04	121-02	-1-02	-0.9%	121-02
Range	2-01	1-21	-0-12	-18.5%	5-03
ATR	2-00	1-31	-0-01	-1.2%	0-00
Volume	604	876	272	45.0%	4,500

Daily Pivots for day following 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	126-11	125-11	121-31
R3	124-22	123-22	121-17
R2	123-01	123-01	121-12
R1	122-01	122-01	121-07	121-22
PP	121-12	121-12	121-12	121-06
S1	120-12	120-12	120-29	120-02
S2	119-23	119-23	120-24
S3	118-02	118-23	120-19
S4	116-13	117-02	120-05

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	135-20	133-14	123-28
R3	130-17	128-11	122-15
R2	125-14	125-14	122-00
R1	123-08	123-08	121-17	124-11
PP	120-11	120-11	120-11	120-28
S1	118-05	118-05	120-19	119-08
S2	115-08	115-08	120-04
S3	110-05	113-02	119-21
S4	105-02	107-31	118-08

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%	2-00	1.7%	71%	False	False	900
10	124-23	117-14	7-09	6.0%	1-25	1.5%	50%	False	False	564
20	129-03	117-14	11-21	9.6%	1-26	1.5%	31%	False	False	318

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-12
2.618	126-22
1.618	125-01
1.000	124-00
0.618	123-12
HIGH	122-11
0.618	121-23
0.500	121-16
0.382	121-10
LOW	120-22
0.618	119-21
1.000	119-01
1.618	118-00
2.618	116-11
4.250	113-21

Fisher Pivots for day following 28-Oct-2022
Pivot	1 day	3 day
R1	121-16	121-08
PP	121-12	121-06
S1	121-07	121-04

Download as Excel Spreadsheet

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

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