ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 126-17 127-17 1-00 0.8% 125-06
High 127-25 128-13 0-20 0.5% 128-13
Low 126-05 126-31 0-26 0.6% 125-00
Close 127-15 127-15 0-00 0.0% 127-15
Range 1-20 1-14 -0-06 -11.5% 3-13
ATR 1-25 1-24 -0-01 -1.4% 0-00
Volume 389,760 160,507 -229,253 -58.8% 1,380,036
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 131-30 131-04 128-08
R3 130-16 129-22 127-28
R2 129-02 129-02 127-23
R1 128-08 128-08 127-19 127-30
PP 127-20 127-20 127-20 127-14
S1 126-26 126-26 127-11 126-16
S2 126-06 126-06 127-07
S3 124-24 125-12 127-02
S4 123-10 123-30 126-22
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 137-06 135-23 129-11
R3 133-25 132-10 128-13
R2 130-12 130-12 128-03
R1 128-29 128-29 127-25 129-20
PP 126-31 126-31 126-31 127-10
S1 125-16 125-16 127-05 126-08
S2 123-18 123-18 126-27
S3 120-05 122-03 126-17
S4 116-24 118-22 125-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-13 125-00 3-13 2.7% 1-12 1.1% 72% True False 285,091
10 128-13 122-22 5-23 4.5% 1-16 1.2% 84% True False 148,117
20 128-13 117-30 10-15 8.2% 1-22 1.3% 91% True False 74,766
40 129-03 117-14 11-21 9.1% 1-24 1.4% 86% False False 37,521
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-16
2.618 132-05
1.618 130-23
1.000 129-27
0.618 129-09
HIGH 128-13
0.618 127-27
0.500 127-22
0.382 127-17
LOW 126-31
0.618 126-03
1.000 125-17
1.618 124-21
2.618 123-07
4.250 120-28
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 127-22 127-08
PP 127-20 127-00
S1 127-17 126-25

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

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