ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 23-Mar-2023

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	129-22	131-18	1-28	1.4%	130-26
High	131-14	131-30	0-16	0.4%	133-17
Low	129-17	130-21	1-04	0.9%	129-07
Close	130-24	131-18	0-26	0.6%	132-22
Range	1-29	1-09	-0-20	-32.8%	4-10
ATR	1-24	1-23	-0-01	-1.9%	0-00
Volume	4	0	-4	-100.0%	75

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	135-07	134-22	132-09
R3	133-30	133-13	131-29
R2	132-21	132-21	131-26
R1	132-04	132-04	131-22	132-06
PP	131-12	131-12	131-12	131-14
S1	130-27	130-27	131-14	130-30
S2	130-03	130-03	131-10
S3	128-26	129-18	131-07
S4	127-17	128-09	130-27

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	144-24	143-01	135-02
R3	140-14	138-23	133-28
R2	136-04	136-04	133-15
R1	134-13	134-13	133-03	135-08
PP	131-26	131-26	131-26	132-08
S1	130-03	130-03	132-09	130-30
S2	127-16	127-16	131-29
S3	123-06	125-25	131-16
S4	118-28	121-15	130-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-04	129-17	3-19	2.7%	1-21	1.3%	57%	False	False	1
10	133-17	126-12	7-05	5.4%	2-14	1.9%	72%	False	False	9
20	133-17	123-04	10-13	7.9%	1-18	1.2%	81%	False	False	7
40	134-14	123-04	11-10	8.6%	0-28	0.7%	75%	False	False	4
60	134-14	123-04	11-10	8.6%	0-19	0.5%	75%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-14
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	137-12
2.618	135-09
1.618	134-00
1.000	133-07
0.618	132-23
HIGH	131-30
0.618	131-14
0.500	131-10
0.382	131-05
LOW	130-21
0.618	129-28
1.000	129-12
1.618	128-19
2.618	127-10
4.250	125-07

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	131-15	131-09
PP	131-12	131-00
S1	131-10	130-24

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

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