ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 05-Dec-2022
Day Change Summary
Previous Current
02-Dec-2022 05-Dec-2022 Change Change % Previous Week
Open 129-24 129-28 0-04 0.1% 127-14
High 130-09 130-00 -0-09 -0.2% 130-09
Low 128-07 128-12 0-05 0.1% 126-00
Close 129-25 128-26 -0-31 -0.7% 129-25
Range 2-02 1-20 -0-14 -21.2% 4-09
ATR 1-28 1-27 -0-01 -0.9% 0-00
Volume 386,641 259,981 -126,660 -32.8% 1,971,657
Daily Pivots for day following 05-Dec-2022
Classic Woodie Camarilla DeMark
R4 133-30 133-00 129-23
R3 132-10 131-12 129-08
R2 130-22 130-22 129-04
R1 129-24 129-24 128-31 129-13
PP 129-02 129-02 129-02 128-28
S1 128-04 128-04 128-21 127-25
S2 127-14 127-14 128-16
S3 125-26 126-16 128-12
S4 124-06 124-28 127-29
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% 1-31 1.5% 66% False False 381,587
10 130-09 125-00 5-09 4.1% 1-23 1.3% 72% False False 361,167
20 130-09 117-30 12-11 9.6% 1-25 1.4% 88% False False 186,007
40 130-09 117-14 12-27 10.0% 1-25 1.4% 89% False False 93,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-29
2.618 134-08
1.618 132-20
1.000 131-20
0.618 131-00
HIGH 130-00
0.618 129-12
0.500 129-06
0.382 129-00
LOW 128-12
0.618 127-12
1.000 126-24
1.618 125-24
2.618 124-04
4.250 121-15
Fisher Pivots for day following 05-Dec-2022
Pivot 1 day 3 day
R1 129-06 129-01
PP 129-02 128-31
S1 128-30 128-28

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

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