ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	127-17	127-14	-0-03	-0.1%	125-06
High	128-13	128-17	0-04	0.1%	128-13
Low	126-31	127-05	0-06	0.1%	125-00
Close	127-15	127-12	-0-03	-0.1%	127-15
Range	1-14	1-12	-0-02	-4.3%	3-13
ATR	1-24	1-24	-0-01	-1.6%	0-00
Volume	160,507	323,701	163,194	101.7%	1,380,036

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	131-26	130-31	128-04
R3	130-14	129-19	127-24
R2	129-02	129-02	127-20
R1	128-07	128-07	127-16	127-30
PP	127-22	127-22	127-22	127-18
S1	126-27	126-27	127-08	126-18
S2	126-10	126-10	127-04
S3	124-30	125-15	127-00
S4	123-18	124-03	126-20

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	128-17	125-00	3-17	2.8%	1-14	1.1%	67%	True	False	340,747
10	128-17	122-22	5-27	4.6%	1-16	1.2%	80%	True	False	180,389
20	128-17	117-30	10-19	8.3%	1-22	1.3%	89%	True	False	90,907
40	129-03	117-14	11-21	9.2%	1-24	1.4%	85%	False	False	45,613

Crabel Price Patterns
NR	True
NR4	True
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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-12
2.618	132-04
1.618	130-24
1.000	129-29
0.618	129-12
HIGH	128-17
0.618	128-00
0.500	127-27
0.382	127-22
LOW	127-05
0.618	126-10
1.000	125-25
1.618	124-30
2.618	123-18
4.250	121-10

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	127-27	127-12
PP	127-22	127-11
S1	127-17	127-11

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

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