ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 17-Nov-2022

Day Change Summary
	Previous	Current
	16-Nov-2022	17-Nov-2022	Change	Change %	Previous Week
Open	124-22	126-07	1-17	1.2%	119-13
High	126-15	126-19	0-04	0.1%	124-04
Low	123-28	125-00	1-04	0.9%	117-30
Close	126-07	125-20	-0-19	-0.5%	123-19
Range	2-19	1-19	-1-00	-38.6%	6-06
ATR	1-31	1-30	-0-01	-1.3%	0-00
Volume	15,694	21,167	5,473	34.9%	8,329

Daily Pivots for day following 17-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	130-17	129-21	126-16
R3	128-30	128-02	126-02
R2	127-11	127-11	125-29
R1	126-15	126-15	125-25	126-04
PP	125-24	125-24	125-24	125-18
S1	124-28	124-28	125-15	124-16
S2	124-05	124-05	125-11
S3	122-18	123-09	125-06
S4	120-31	121-22	124-24

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	126-19	122-22	3-29	3.1%	1-20	1.3%	75%	True	False	11,142
10	126-19	117-30	8-21	6.9%	1-28	1.5%	89%	True	False	6,357
20	126-19	117-14	9-05	7.3%	1-28	1.5%	89%	True	False	3,685
40	129-03	117-14	11-21	9.3%	1-29	1.5%	70%	False	False	1,888

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-12
2.618	130-25
1.618	129-06
1.000	128-06
0.618	127-19
HIGH	126-19
0.618	126-00
0.500	125-26
0.382	125-19
LOW	125-00
0.618	124-00
1.000	123-13
1.618	122-13
2.618	120-26
4.250	118-07

Fisher Pivots for day following 17-Nov-2022
Pivot	1 day	3 day
R1	125-26	125-13
PP	125-24	125-06
S1	125-22	124-30

Download as Excel Spreadsheet

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

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