ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	128-05	129-24	1-19	1.2%	127-14
High	129-27	130-09	0-14	0.3%	130-09
Low	127-25	128-07	0-14	0.3%	126-00
Close	129-16	129-25	0-09	0.2%	129-25
Range	2-02	2-02	0-00	0.0%	4-09
ATR	1-27	1-28	0-00	0.8%	0-00
Volume	400,150	386,641	-13,509	-3.4%	1,971,657

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	135-20	134-24	130-29
R3	133-18	132-22	130-11
R2	131-16	131-16	130-05
R1	130-20	130-20	129-31	131-02
PP	129-14	129-14	129-14	129-20
S1	128-18	128-18	129-19	129-00
S2	127-12	127-12	129-13
S3	125-10	126-16	129-07
S4	123-08	124-14	128-21

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-17	139-30	132-04
R3	137-08	135-21	130-31
R2	132-31	132-31	130-18
R1	131-12	131-12	130-06	132-06
PP	128-22	128-22	128-22	129-03
S1	127-03	127-03	129-12	127-28
S2	124-13	124-13	129-00
S3	120-04	122-26	128-19
S4	115-27	118-17	127-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-09	126-00	4-09	3.3%	1-29	1.5%	88%	True	False	394,331
10	130-09	125-00	5-09	4.1%	1-21	1.3%	91%	True	False	339,711
20	130-09	117-30	12-11	9.5%	1-24	1.4%	96%	True	False	173,034
40	130-09	117-14	12-27	9.9%	1-25	1.4%	96%	True	False	86,810

Crabel Price Patterns
NR	False
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	0-13

Fibonacci Retracements and Extensions
4.250	139-02
2.618	135-22
1.618	133-20
1.000	132-11
0.618	131-18
HIGH	130-09
0.618	129-16
0.500	129-08
0.382	129-00
LOW	128-07
0.618	126-30
1.000	126-05
1.618	124-28
2.618	122-26
4.250	119-14

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	129-19	129-08
PP	129-14	128-22
S1	129-08	128-04

Download as Excel Spreadsheet

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

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