ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	127-18	126-19	-0-31	-0.8%	125-06
High	128-04	128-11	0-07	0.2%	128-13
Low	126-12	126-00	-0-12	-0.3%	125-00
Close	126-21	127-00	0-11	0.3%	127-15
Range	1-24	2-11	0-19	33.9%	3-13
ATR	1-24	1-25	0-01	2.5%	0-00
Volume	300,414	560,751	260,337	86.7%	1,380,036

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	134-05	132-29	128-09
R3	131-26	130-18	127-21
R2	129-15	129-15	127-14
R1	128-07	128-07	127-07	128-27
PP	127-04	127-04	127-04	127-14
S1	125-28	125-28	126-25	126-16
S2	124-25	124-25	126-18
S3	122-14	123-17	126-11
S4	120-03	121-06	125-23

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	126-00	2-17	2.0%	1-23	1.3%	40%	False	True	347,026
10	128-17	123-28	4-21	3.7%	1-21	1.3%	67%	False	False	264,718
20	128-17	117-30	10-19	8.3%	1-24	1.4%	86%	False	False	133,833
40	128-17	117-14	11-03	8.7%	1-24	1.4%	86%	False	False	67,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-14
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	138-10
2.618	134-15
1.618	132-04
1.000	130-22
0.618	129-25
HIGH	128-11
0.618	127-14
0.500	127-06
0.382	126-29
LOW	126-00
0.618	124-18
1.000	123-21
1.618	122-07
2.618	119-28
4.250	116-01

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	127-06	127-08
PP	127-04	127-06
S1	127-02	127-03

Download as Excel Spreadsheet

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

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