ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 125-06 125-06 0-00 0.0% 123-06
High 126-07 126-23 0-16 0.4% 126-19
Low 125-00 125-05 0-05 0.1% 122-22
Close 125-10 126-15 1-05 0.9% 125-08
Range 1-07 1-18 0-11 28.2% 3-29
ATR 1-26 1-26 -0-01 -1.0% 0-00
Volume 204,627 625,142 420,515 205.5% 100,154
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 130-26 130-06 127-10
R3 129-08 128-20 126-29
R2 127-22 127-22 126-24
R1 127-02 127-02 126-20 127-12
PP 126-04 126-04 126-04 126-08
S1 125-16 125-16 126-10 125-26
S2 124-18 124-18 126-06
S3 123-00 123-30 126-01
S4 121-14 122-12 125-20
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
5 126-23 123-28 2-27 2.2% 1-19 1.3% 91% True False 182,410
10 126-23 118-31 7-24 6.1% 1-25 1.4% 97% True False 93,549
20 126-23 117-30 8-25 6.9% 1-23 1.4% 97% True False 47,365
40 129-03 117-14 11-21 9.2% 1-26 1.4% 77% False False 23,766
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-12
2.618 130-26
1.618 129-08
1.000 128-09
0.618 127-22
HIGH 126-23
0.618 126-04
0.500 125-30
0.382 125-24
LOW 125-05
0.618 124-06
1.000 123-19
1.618 122-20
2.618 121-02
4.250 118-16
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 126-09 126-08
PP 126-04 126-02
S1 125-30 125-28

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

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