ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 06-Dec-2022

Day Change Summary
	Previous	Current
	05-Dec-2022	06-Dec-2022	Change	Change %	Previous Week
Open	129-28	129-05	-0-23	-0.6%	127-14
High	130-00	130-15	0-15	0.4%	130-09
Low	128-12	128-24	0-12	0.3%	126-00
Close	128-26	130-13	1-19	1.2%	129-25
Range	1-20	1-23	0-03	5.8%	4-09
ATR	1-27	1-27	0-00	-0.5%	0-00
Volume	259,981	257,620	-2,361	-0.9%	1,971,657

Daily Pivots for day following 06-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	135-01	134-14	131-11
R3	133-10	132-23	130-28
R2	131-19	131-19	130-23
R1	131-00	131-00	130-18	131-10
PP	129-28	129-28	129-28	130-01
S1	129-09	129-09	130-08	129-18
S2	128-05	128-05	130-03
S3	126-14	127-18	129-30
S4	124-23	125-27	129-15

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	130-15	126-00	4-15	3.4%	1-31	1.5%	99%	True	False	373,028
10	130-15	125-05	5-10	4.1%	1-24	1.3%	99%	True	False	366,466
20	130-15	117-30	12-17	9.6%	1-25	1.4%	100%	True	False	198,851
40	130-15	117-14	13-01	10.0%	1-25	1.4%	100%	True	False	99,749

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-25
2.618	134-31
1.618	133-08
1.000	132-06
0.618	131-17
HIGH	130-15
0.618	129-26
0.500	129-20
0.382	129-13
LOW	128-24
0.618	127-22
1.000	127-01
1.618	125-31
2.618	124-08
4.250	121-14

Fisher Pivots for day following 06-Dec-2022
Pivot	1 day	3 day
R1	130-04	130-02
PP	129-28	129-22
S1	129-20	129-11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols