ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	123-06	123-14	0-08	0.2%	119-13
High	123-22	124-30	1-08	1.0%	124-04
Low	122-22	123-10	0-20	0.5%	117-30
Close	123-14	124-10	0-28	0.7%	123-19
Range	1-00	1-20	0-20	62.5%	6-06
ATR	1-30	1-29	-0-01	-1.1%	0-00
Volume	4,247	13,625	9,378	220.8%	8,329

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	129-02	128-10	125-07
R3	127-14	126-22	124-24
R2	125-26	125-26	124-20
R1	125-02	125-02	124-15	125-14
PP	124-06	124-06	124-06	124-12
S1	123-14	123-14	124-05	123-26
S2	122-18	122-18	124-00
S3	120-30	121-26	123-28
S4	119-10	120-06	123-13

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	124-30	118-31	5-31	4.8%	1-30	1.6%	90%	True	False	4,689
10	124-30	117-30	7-00	5.6%	1-26	1.5%	91%	True	False	2,947
20	124-30	117-14	7-16	6.0%	1-26	1.4%	92%	True	False	1,864
40	130-18	117-14	13-04	10.6%	1-27	1.5%	52%	False	False	966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-27
2.618	129-06
1.618	127-18
1.000	126-18
0.618	125-30
HIGH	124-30
0.618	124-10
0.500	124-04
0.382	123-30
LOW	123-10
0.618	122-10
1.000	121-22
1.618	120-22
2.618	119-02
4.250	116-13

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	124-08	124-05
PP	124-06	123-31
S1	124-04	123-26

Download as Excel Spreadsheet

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

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