ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	129-05	130-05	1-00	0.8%	127-14
High	130-15	132-00	1-17	1.2%	130-09
Low	128-24	129-24	1-00	0.8%	126-00
Close	130-13	131-30	1-17	1.2%	129-25
Range	1-23	2-08	0-17	30.9%	4-09
ATR	1-27	1-28	0-01	1.6%	0-00
Volume	257,620	324,560	66,940	26.0%	1,971,657

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	137-31	137-07	133-06
R3	135-23	134-31	132-18
R2	133-15	133-15	132-11
R1	132-23	132-23	132-05	133-03
PP	131-07	131-07	131-07	131-14
S1	130-15	130-15	131-23	130-27
S2	128-31	128-31	131-17
S3	126-23	128-07	131-10
S4	124-15	125-31	130-22

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	132-00	127-25	4-07	3.2%	1-30	1.5%	99%	True	False	325,790
10	132-00	126-00	6-00	4.5%	1-26	1.4%	99%	True	False	336,408
20	132-00	118-31	13-01	9.9%	1-26	1.4%	100%	True	False	214,979
40	132-00	117-14	14-18	11.0%	1-25	1.4%	100%	True	False	107,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141-18
2.618	137-28
1.618	135-20
1.000	134-08
0.618	133-12
HIGH	132-00
0.618	131-04
0.500	130-28
0.382	130-20
LOW	129-24
0.618	128-12
1.000	127-16
1.618	126-04
2.618	123-28
4.250	120-06

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	131-19	131-11
PP	131-07	130-25
S1	130-28	130-06

Download as Excel Spreadsheet

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

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