ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	124-04	123-06	-0-30	-0.8%	119-13
High	124-04	123-22	-0-14	-0.4%	124-04
Low	122-27	122-22	-0-05	-0.1%	117-30
Close	123-19	123-14	-0-05	-0.1%	123-19
Range	1-09	1-00	-0-09	-22.0%	6-06
ATR	2-00	1-30	-0-02	-3.6%	0-00
Volume	981	4,247	3,266	332.9%	8,329

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	126-09	125-27	124-00
R3	125-09	124-27	123-23
R2	124-09	124-09	123-20
R1	123-27	123-27	123-17	124-02
PP	123-09	123-09	123-09	123-12
S1	122-27	122-27	123-11	123-02
S2	122-09	122-09	123-08
S3	121-09	121-27	123-05
S4	120-09	120-27	122-28

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-14	138-07	127-00
R3	134-08	132-01	125-09
R2	128-02	128-02	124-23
R1	125-27	125-27	124-05	126-30
PP	121-28	121-28	121-28	122-14
S1	119-21	119-21	123-01	120-24
S2	115-22	115-22	122-15
S3	109-16	113-15	121-29
S4	103-10	107-09	120-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-04	117-30	6-06	5.0%	1-31	1.6%	89%	False	False	2,365
10	124-04	117-30	6-06	5.0%	1-27	1.5%	89%	False	False	1,689
20	124-04	117-14	6-22	5.4%	1-25	1.4%	90%	False	False	1,184

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	127-30
2.618	126-10
1.618	125-10
1.000	124-22
0.618	124-10
HIGH	123-22
0.618	123-10
0.500	123-06
0.382	123-02
LOW	122-22
0.618	122-02
1.000	121-22
1.618	121-02
2.618	120-02
4.250	118-14

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	123-11	122-30
PP	123-09	122-14
S1	123-06	121-30

Download as Excel Spreadsheet

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

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