ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	125-06	126-17	1-11	1.1%	123-06
High	126-23	127-25	1-02	0.8%	126-19
Low	125-05	126-05	1-00	0.8%	122-22
Close	126-15	127-15	1-00	0.8%	125-08
Range	1-18	1-20	0-02	4.0%	3-29
ATR	1-26	1-25	0-00	-0.7%	0-00
Volume	625,142	389,760	-235,382	-37.7%	100,154

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	132-00	131-12	128-12
R3	130-12	129-24	127-29
R2	128-24	128-24	127-25
R1	128-04	128-04	127-20	128-14
PP	127-04	127-04	127-04	127-10
S1	126-16	126-16	127-10	126-26
S2	125-16	125-16	127-05
S3	123-28	124-28	127-01
S4	122-08	123-08	126-18

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	127-25	125-00	2-25	2.2%	1-13	1.1%	89%	True	False	257,223
10	127-25	119-24	8-01	6.3%	1-25	1.4%	96%	True	False	132,420
20	127-25	117-30	9-27	7.7%	1-23	1.3%	97%	True	False	66,771
40	129-03	117-14	11-21	9.1%	1-25	1.4%	86%	False	False	33,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	134-22
2.618	132-01
1.618	130-13
1.000	129-13
0.618	128-25
HIGH	127-25
0.618	127-05
0.500	126-31
0.382	126-25
LOW	126-05
0.618	125-05
1.000	124-17
1.618	123-17
2.618	121-29
4.250	119-08

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	127-10	127-04
PP	127-04	126-24
S1	126-31	126-12

Download as Excel Spreadsheet

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

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