ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	125-18	125-06	-0-12	-0.3%	123-06
High	126-04	126-07	0-03	0.1%	126-19
Low	125-03	125-00	-0-03	-0.1%	122-22
Close	125-08	125-10	0-02	0.0%	125-08
Range	1-01	1-07	0-06	18.2%	3-29
ATR	1-28	1-26	-0-01	-2.5%	0-00
Volume	45,421	204,627	159,206	350.5%	100,154

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	129-05	128-15	125-31
R3	127-30	127-08	125-21
R2	126-23	126-23	125-17
R1	126-01	126-01	125-14	126-12
PP	125-16	125-16	125-16	125-22
S1	124-26	124-26	125-06	125-05
S2	124-09	124-09	125-03
S3	123-02	123-19	124-31
S4	121-27	122-12	124-21

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	123-10	3-09	2.6%	1-20	1.3%	61%	False	False	60,106
10	126-19	117-30	8-21	6.9%	1-26	1.4%	85%	False	False	31,236
20	126-19	117-30	8-21	6.9%	1-24	1.4%	85%	False	False	16,145
40	129-03	117-14	11-21	9.3%	1-27	1.5%	68%	False	False	8,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-13
2.618	129-13
1.618	128-06
1.000	127-14
0.618	126-31
HIGH	126-07
0.618	125-24
0.500	125-20
0.382	125-15
LOW	125-00
0.618	124-08
1.000	123-25
1.618	123-01
2.618	121-26
4.250	119-26

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	125-20	125-26
PP	125-16	125-20
S1	125-13	125-15

Download as Excel Spreadsheet

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

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