ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 128-06 127-14 -0-24 -0.6% 127-24
High 128-06 127-30 -0-08 -0.2% 129-09
Low 127-31 127-14 -0-17 -0.4% 127-24
Close 127-31 127-30 -0-01 0.0% 127-31
Range 0-07 0-16 0-09 128.6% 1-17
ATR 0-25 0-24 -0-01 -2.2% 0-00
Volume 1 2 1 100.0% 2
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 129-09 129-03 128-07
R3 128-25 128-19 128-02
R2 128-09 128-09 128-01
R1 128-03 128-03 127-31 128-06
PP 127-25 127-25 127-25 127-26
S1 127-19 127-19 127-29 127-22
S2 127-09 127-09 127-27
S3 126-25 127-03 127-26
S4 126-09 126-19 127-21
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 132-30 131-31 128-26
R3 131-13 130-14 128-12
R2 129-28 129-28 128-08
R1 128-29 128-29 128-03 129-12
PP 128-11 128-11 128-11 128-18
S1 127-12 127-12 127-27 127-28
S2 126-26 126-26 127-22
S3 125-09 125-27 127-18
S4 123-24 124-10 127-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-09 127-14 1-27 1.4% 0-07 0.2% 27% False True
10 129-09 126-02 3-07 2.5% 0-06 0.2% 58% False False
20 132-08 126-02 6-06 4.8% 0-08 0.2% 30% False False
40 132-28 126-02 6-26 5.3% 0-04 0.1% 28% False False
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 0-00
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 130-02
2.618 129-08
1.618 128-24
1.000 128-14
0.618 128-08
HIGH 127-30
0.618 127-24
0.500 127-22
0.382 127-20
LOW 127-14
0.618 127-04
1.000 126-30
1.618 126-20
2.618 126-04
4.250 125-10
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 127-27 128-12
PP 127-25 128-07
S1 127-22 128-02

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

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