ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	122-02	120-30	-1-04	-0.9%	119-09
High	122-11	120-30	-1-13	-1.1%	122-17
Low	120-22	119-27	-0-27	-0.7%	117-14
Close	121-02	120-06	-0-28	-0.7%	121-02
Range	1-21	1-03	-0-18	-34.0%	5-03
ATR	1-31	1-29	-0-02	-2.7%	0-00
Volume	876	1,616	740	84.5%	4,500

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-19	123-00	120-25
R3	122-16	121-29	120-16
R2	121-13	121-13	120-12
R1	120-26	120-26	120-09	120-18
PP	120-10	120-10	120-10	120-06
S1	119-23	119-23	120-03	119-15
S2	119-07	119-07	120-00
S3	118-04	118-20	119-28
S4	117-01	117-17	119-19

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	118-00	4-17	3.8%	1-24	1.5%	48%	False	False	1,096
10	123-24	117-14	6-10	5.3%	1-23	1.4%	44%	False	False	679
20	129-03	117-14	11-21	9.7%	1-23	1.4%	24%	False	False	398

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	0-12
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125-19
2.618	123-26
1.618	122-23
1.000	122-01
0.618	121-20
HIGH	120-30
0.618	120-17
0.500	120-12
0.382	120-08
LOW	119-27
0.618	119-05
1.000	118-24
1.618	118-02
2.618	116-31
4.250	115-06

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	120-12	121-06
PP	120-10	120-27
S1	120-08	120-17

Download as Excel Spreadsheet

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

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