ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	119-21	120-07	0-18	0.5%	120-30
High	120-15	124-01	3-18	3.0%	122-19
Low	118-31	119-24	0-25	0.7%	118-16
Close	119-13	123-28	4-15	3.7%	119-07
Range	1-16	4-09	2-25	185.4%	4-03
ATR	1-27	2-02	0-06	10.7%	0-00
Volume	1,053	3,539	2,486	236.1%	5,931

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	135-13	133-29	126-07
R3	131-04	129-20	125-02
R2	126-27	126-27	124-21
R1	125-11	125-11	124-09	126-03
PP	122-18	122-18	122-18	122-30
S1	121-02	121-02	123-15	121-26
S2	118-09	118-09	123-03
S3	114-00	116-25	122-22
S4	109-23	112-16	121-17

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	124-01	117-30	6-03	4.9%	2-04	1.7%	97%	True	False	1,572
10	124-01	117-30	6-03	4.9%	1-28	1.5%	97%	True	False	1,415
20	125-26	117-14	8-12	6.8%	1-28	1.5%	77%	False	False	953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	142-07
2.618	135-08
1.618	130-31
1.000	128-10
0.618	126-22
HIGH	124-01
0.618	122-13
0.500	121-28
0.382	121-12
LOW	119-24
0.618	117-03
1.000	115-15
1.618	112-26
2.618	108-17
4.250	101-18

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	123-07	122-29
PP	122-18	121-30
S1	121-28	121-00

Download as Excel Spreadsheet

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

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