ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 130-05 131-19 1-14 1.1% 127-14
High 132-00 131-20 -0-12 -0.3% 130-09
Low 129-24 130-23 0-31 0.7% 126-00
Close 131-30 131-00 -0-30 -0.7% 129-25
Range 2-08 0-29 -1-11 -59.7% 4-09
ATR 1-28 1-26 -0-01 -2.5% 0-00
Volume 324,560 273,777 -50,783 -15.6% 1,971,657
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 133-27 133-10 131-16
R3 132-30 132-13 131-08
R2 132-01 132-01 131-05
R1 131-16 131-16 131-03 131-10
PP 131-04 131-04 131-04 131-00
S1 130-19 130-19 130-29 130-13
S2 130-07 130-07 130-27
S3 129-10 129-22 130-24
S4 128-13 128-25 130-16
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
5 132-00 128-07 3-25 2.9% 1-23 1.3% 74% False False 300,515
10 132-00 126-00 6-00 4.6% 1-24 1.3% 83% False False 324,810
20 132-00 119-24 12-08 9.4% 1-25 1.3% 92% False False 228,615
40 132-00 117-14 14-18 11.1% 1-25 1.4% 93% False False 114,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35 trading days
Fibonacci Retracements and Extensions
4.250 135-15
2.618 134-00
1.618 133-03
1.000 132-17
0.618 132-06
HIGH 131-20
0.618 131-09
0.500 131-06
0.382 131-02
LOW 130-23
0.618 130-05
1.000 129-26
1.618 129-08
2.618 128-11
4.250 126-28
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 131-06 130-25
PP 131-04 130-19
S1 131-02 130-12

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

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