ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	120-30	121-02	0-04	0.1%	119-09
High	122-19	121-26	-0-25	-0.6%	122-17
Low	120-24	119-30	-0-26	-0.7%	117-14
Close	120-27	120-16	-0-11	-0.3%	121-02
Range	1-27	1-28	0-01	1.7%	5-03
ATR	1-30	1-30	0-00	-0.3%	0-00
Volume	1,040	2,221	1,181	113.6%	4,500

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	126-12	125-10	121-17
R3	124-16	123-14	121-00
R2	122-20	122-20	120-27
R1	121-18	121-18	120-22	121-05
PP	120-24	120-24	120-24	120-18
S1	119-22	119-22	120-10	119-09
S2	118-28	118-28	120-05
S3	117-00	117-26	120-00
S4	115-04	115-30	119-15

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	122-19	119-27	2-24	2.3%	1-22	1.4%	24%	False	False	1,271
10	122-19	117-14	5-05	4.3%	1-28	1.6%	59%	False	False	974
20	126-31	117-14	9-17	7.9%	1-24	1.5%	32%	False	False	560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-25
2.618	126-23
1.618	124-27
1.000	123-22
0.618	122-31
HIGH	121-26
0.618	121-03
0.500	120-28
0.382	120-21
LOW	119-30
0.618	118-25
1.000	118-02
1.618	116-29
2.618	115-01
4.250	111-31

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	120-28	121-07
PP	120-24	120-31
S1	120-20	120-24

Download as Excel Spreadsheet

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

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