ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	121-02	120-02	-1-00	-0.8%	119-09
High	121-26	120-08	-1-18	-1.3%	122-17
Low	119-30	118-16	-1-14	-1.2%	117-14
Close	120-16	120-03	-0-13	-0.3%	121-02
Range	1-28	1-24	-0-04	-6.7%	5-03
ATR	1-30	1-30	0-00	0.2%	0-00
Volume	2,221	541	-1,680	-75.6%	4,500

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	124-28	124-07	121-02
R3	123-04	122-15	120-18
R2	121-12	121-12	120-13
R1	120-23	120-23	120-08	121-02
PP	119-20	119-20	119-20	119-25
S1	118-31	118-31	119-30	119-10
S2	117-28	117-28	119-25
S3	116-04	117-07	119-20
S4	114-12	115-15	119-04

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	118-16	4-03	3.4%	1-21	1.4%	39%	False	True	1,258
10	122-19	117-14	5-05	4.3%	1-28	1.5%	52%	False	False	1,012
20	126-04	117-14	8-22	7.2%	1-25	1.5%	31%	False	False	586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-22
2.618	124-27
1.618	123-03
1.000	122-00
0.618	121-11
HIGH	120-08
0.618	119-19
0.500	119-12
0.382	119-05
LOW	118-16
0.618	117-13
1.000	116-24
1.618	115-21
2.618	113-29
4.250	111-02

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	119-27	120-18
PP	119-20	120-13
S1	119-12	120-08

Download as Excel Spreadsheet

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

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