ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	129-29	131-00	1-03	0.8%	132-03
High	131-14	132-16	1-02	0.8%	132-13
Low	129-29	130-21	0-24	0.6%	129-10
Close	131-08	132-02	0-26	0.6%	131-08
Range	1-17	1-27	0-10	20.4%	3-03
ATR	1-16	1-17	0-01	1.6%	0-00
Volume	7	13	6	85.7%	37

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	137-09	136-16	133-02
R3	135-14	134-21	132-18
R2	133-19	133-19	132-13
R1	132-26	132-26	132-07	133-06
PP	131-24	131-24	131-24	131-30
S1	130-31	130-31	131-29	131-12
S2	129-29	129-29	131-23
S3	128-02	129-04	131-18
S4	126-07	127-09	131-02

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	140-09	138-27	132-30
R3	137-06	135-24	132-03
R2	134-03	134-03	131-26
R1	132-21	132-21	131-17	131-26
PP	131-00	131-00	131-00	130-18
S1	129-18	129-18	130-31	128-24
S2	127-29	127-29	130-22
S3	124-26	126-15	130-13
S4	121-23	123-12	129-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-16	129-10	3-06	2.4%	1-02	0.8%	86%	True	False	8
10	133-01	129-10	3-23	2.8%	1-10	1.0%	74%	False	False	5
20	133-17	125-07	8-10	6.3%	1-24	1.3%	82%	False	False	8
40	133-17	123-04	10-13	7.9%	1-02	0.8%	86%	False	False	5
60	134-14	123-04	11-10	8.6%	0-23	0.6%	79%	False	False	3

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	0-04
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	140-11
2.618	137-10
1.618	135-15
1.000	134-11
0.618	133-20
HIGH	132-16
0.618	131-25
0.500	131-18
0.382	131-12
LOW	130-21
0.618	129-17
1.000	128-26
1.618	127-22
2.618	125-27
4.250	122-26

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	131-29	131-23
PP	131-24	131-13
S1	131-18	131-02

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

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