ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	126-07	125-18	-0-21	-0.5%	123-06
High	126-19	126-04	-0-15	-0.4%	126-19
Low	125-00	125-03	0-03	0.1%	122-22
Close	125-20	125-08	-0-12	-0.3%	125-08
Range	1-19	1-01	-0-18	-35.3%	3-29
ATR	1-30	1-28	-0-02	-3.3%	0-00
Volume	21,167	45,421	24,254	114.6%	100,154

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	128-19	127-30	125-26
R3	127-18	126-29	125-17
R2	126-17	126-17	125-14
R1	125-28	125-28	125-11	125-22
PP	125-16	125-16	125-16	125-12
S1	124-27	124-27	125-05	124-21
S2	124-15	124-15	125-02
S3	123-14	123-26	124-31
S4	122-13	122-25	124-22

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	136-18	134-26	127-13
R3	132-21	130-29	126-10
R2	128-24	128-24	125-31
R1	127-00	127-00	125-19	127-28
PP	124-27	124-27	124-27	125-09
S1	123-03	123-03	124-29	123-31
S2	120-30	120-30	124-17
S3	117-01	119-06	124-06
S4	113-04	115-09	123-03

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%	1-18	1.3%	66%	False	False	20,030
10	126-19	117-30	8-21	6.9%	1-27	1.5%	84%	False	False	10,848
20	126-19	117-14	9-05	7.3%	1-26	1.5%	85%	False	False	5,945
40	129-03	117-14	11-21	9.3%	1-28	1.5%	67%	False	False	3,023

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-16
2.618	128-26
1.618	127-25
1.000	127-05
0.618	126-24
HIGH	126-04
0.618	125-23
0.500	125-20
0.382	125-16
LOW	125-03
0.618	124-15
1.000	124-02
1.618	123-14
2.618	122-13
4.250	120-23

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	125-20	125-08
PP	125-16	125-08
S1	125-12	125-08

Download as Excel Spreadsheet

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

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