ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	123-14	124-22	1-08	1.0%	119-13
High	124-30	126-15	1-17	1.2%	124-04
Low	123-10	123-28	0-18	0.5%	117-30
Close	124-10	126-07	1-29	1.5%	123-19
Range	1-20	2-19	0-31	59.6%	6-06
ATR	1-29	1-31	0-02	2.6%	0-00
Volume	13,625	15,694	2,069	15.2%	8,329

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	133-10	132-11	127-21
R3	130-23	129-24	126-30
R2	128-04	128-04	126-22
R1	127-05	127-05	126-15	127-20
PP	125-17	125-17	125-17	125-24
S1	124-18	124-18	125-31	125-02
S2	122-30	122-30	125-24
S3	120-11	121-31	125-16
S4	117-24	119-12	124-25

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	126-15	119-24	6-23	5.3%	2-05	1.7%	96%	True	False	7,617
10	126-15	117-30	8-17	6.8%	1-28	1.5%	97%	True	False	4,294
20	126-15	117-14	9-01	7.2%	1-28	1.5%	97%	True	False	2,634
40	130-18	117-14	13-04	10.4%	1-29	1.5%	67%	False	False	1,358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	137-16
2.618	133-08
1.618	130-21
1.000	129-02
0.618	128-02
HIGH	126-15
0.618	125-15
0.500	125-06
0.382	124-28
LOW	123-28
0.618	122-09
1.000	121-09
1.618	119-22
2.618	117-03
4.250	112-27

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	125-28	125-22
PP	125-17	125-04
S1	125-06	124-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols