ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 08-Nov-2022

Day Change Summary
	Previous	Current
	07-Nov-2022	08-Nov-2022	Change	Change %	Previous Week
Open	119-13	118-04	-1-09	-1.1%	120-30
High	119-24	119-25	0-01	0.0%	122-19
Low	118-04	117-30	-0-06	-0.2%	118-16
Close	118-10	119-22	1-12	1.2%	119-07
Range	1-20	1-27	0-07	13.5%	4-03
ATR	1-28	1-28	0-00	-0.2%	0-00
Volume	749	2,007	1,258	168.0%	5,931

Daily Pivots for day following 08-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	124-21	124-01	120-22
R3	122-26	122-06	120-06
R2	120-31	120-31	120-01
R1	120-11	120-11	119-27	120-21
PP	119-04	119-04	119-04	119-10
S1	118-16	118-16	119-17	118-26
S2	117-09	117-09	119-11
S3	115-14	116-21	119-06
S4	113-19	114-26	118-22

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	132-12	129-29	121-15
R3	128-09	125-26	120-11
R2	124-06	124-06	119-31
R1	121-23	121-23	119-19	120-29
PP	120-03	120-03	120-03	119-22
S1	117-20	117-20	118-27	116-26
S2	116-00	116-00	118-15
S3	111-29	113-17	118-03
S4	107-26	109-14	116-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-26	117-30	3-28	3.2%	1-22	1.4%	45%	False	True	1,206
10	122-19	117-30	4-21	3.9%	1-21	1.4%	38%	False	True	1,181
20	125-26	117-14	8-12	7.0%	1-25	1.5%	27%	False	False	739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-20
2.618	124-19
1.618	122-24
1.000	121-20
0.618	120-29
HIGH	119-25
0.618	119-02
0.500	118-28
0.382	118-21
LOW	117-30
0.618	116-26
1.000	116-03
1.618	114-31
2.618	113-04
4.250	110-03

Fisher Pivots for day following 08-Nov-2022
Pivot	1 day	3 day
R1	119-13	119-14
PP	119-04	119-07
S1	118-28	119-00

Download as Excel Spreadsheet

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

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