ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 30-Mar-2023

Day Change Summary
	Previous	Current
	29-Mar-2023	30-Mar-2023	Change	Change %	Previous Week
Open	129-30	129-22	-0-08	-0.2%	131-15
High	129-31	130-08	0-09	0.2%	133-04
Low	129-10	129-20	0-10	0.2%	129-17
Close	129-30	130-08	0-10	0.2%	132-05
Range	0-21	0-20	-0-01	-4.8%	3-19
ATR	1-19	1-16	-0-02	-4.3%	0-00
Volume	14	7	-7	-50.0%	11

Daily Pivots for day following 30-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-29	131-23	130-19
R3	131-09	131-03	130-14
R2	130-21	130-21	130-12
R1	130-15	130-15	130-10	130-18
PP	130-01	130-01	130-01	130-03
S1	129-27	129-27	130-06	129-30
S2	129-13	129-13	130-04
S3	128-25	129-07	130-02
S4	128-05	128-19	129-29

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	142-12	140-28	134-04
R3	138-25	137-09	133-05
R2	135-06	135-06	132-26
R1	133-22	133-22	132-16	134-14
PP	131-19	131-19	131-19	132-00
S1	130-03	130-03	131-26	130-27
S2	128-00	128-00	131-16
S3	124-13	126-16	131-05
S4	120-26	122-29	130-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-01	129-10	3-23	2.9%	0-31	0.8%	25%	False	False	6
10	133-04	129-10	3-26	2.9%	1-10	1.0%	25%	False	False	4
20	133-17	123-29	9-20	7.4%	1-23	1.3%	66%	False	False	8
40	134-14	123-04	11-10	8.7%	1-00	0.8%	63%	False	False	5
60	134-14	123-04	11-10	8.7%	0-22	0.5%	63%	False	False	3

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	132-29
2.618	131-28
1.618	131-08
1.000	130-28
0.618	130-20
HIGH	130-08
0.618	130-00
0.500	129-30
0.382	129-28
LOW	129-20
0.618	129-08
1.000	129-00
1.618	128-20
2.618	128-00
4.250	126-31

Fisher Pivots for day following 30-Mar-2023
Pivot	1 day	3 day
R1	130-05	130-05
PP	130-01	130-02
S1	129-30	129-30

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

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