ECBOT 30 Year Treasury Bond Future March 2023

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	129-20	129-21	0-01	0.0%	129-28
High	130-30	132-13	1-15	1.1%	132-00
Low	129-11	129-16	0-05	0.1%	128-12
Close	129-21	131-07	1-18	1.2%	129-29
Range	1-19	2-29	1-10	82.4%	3-20
ATR	1-27	1-29	0-02	4.2%	0-00
Volume	280,933	398,769	117,836	41.9%	1,364,098

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	139-24	138-13	132-26
R3	136-27	135-16	132-01
R2	133-30	133-30	131-24
R1	132-19	132-19	131-16	133-08
PP	131-01	131-01	131-01	131-12
S1	129-22	129-22	130-30	130-12
S2	128-04	128-04	130-22
S3	125-07	126-25	130-13
S4	122-10	123-28	129-20

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	140-31	139-02	131-29
R3	137-11	135-14	130-29
R2	133-23	133-23	130-18
R1	131-26	131-26	130-08	132-24
PP	130-03	130-03	130-03	130-18
S1	128-06	128-06	129-18	129-04
S2	126-15	126-15	129-08
S3	122-27	124-18	128-29
S4	119-07	120-30	127-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-13	129-11	3-02	2.3%	1-31	1.5%	61%	True	False	305,239
10	132-13	126-00	6-13	4.9%	1-31	1.5%	81%	True	False	339,134
20	132-13	123-10	9-03	6.9%	1-25	1.4%	87%	True	False	274,570
40	132-13	117-14	14-31	11.4%	1-25	1.4%	92%	True	False	137,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	144-24
2.618	140-00
1.618	137-03
1.000	135-10
0.618	134-06
HIGH	132-13
0.618	131-09
0.500	130-30
0.382	130-20
LOW	129-16
0.618	127-23
1.000	126-19
1.618	124-26
2.618	121-29
4.250	117-05

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	131-04	131-03
PP	131-01	131-00
S1	130-30	130-28

Download as Excel Spreadsheet

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

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