ECBOT 30 Year Treasury Bond Future December 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	127-21	127-17	-0-04	-0.1%	127-14
High	127-21	127-17	-0-04	-0.1%	128-00
Low	127-21	127-11	-0-10	-0.2%	126-17
Close	127-21	127-17	-0-04	-0.1%	127-17
Range	0-00	0-06	0-06		1-15
ATR	0-25	0-24	-0-01	-4.3%	0-00
Volume

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-01	127-31	127-20
R3	127-27	127-25	127-19
R2	127-21	127-21	127-18
R1	127-19	127-19	127-18	127-20
PP	127-15	127-15	127-15	127-16
S1	127-13	127-13	127-16	127-14
S2	127-09	127-09	127-16
S3	127-03	127-07	127-15
S4	126-29	127-01	127-14

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-24	131-04	128-11
R3	130-09	129-21	127-30
R2	128-26	128-26	127-26
R1	128-06	128-06	127-21	128-16
PP	127-11	127-11	127-11	127-16
S1	126-23	126-23	127-13	127-01
S2	125-28	125-28	127-08
S3	124-13	125-08	127-04
S4	122-30	123-25	126-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-00	126-17	1-15	1.2%	0-05	0.1%	68%	False	False
10	129-09	126-04	3-05	2.5%	0-04	0.1%	45%	False	False
20	131-03	126-02	5-01	3.9%	0-07	0.2%	29%	False	False
40	132-28	126-02	6-26	5.3%	0-05	0.1%	22%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-00
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-10
2.618	128-01
1.618	127-27
1.000	127-23
0.618	127-21
HIGH	127-17
0.618	127-15
0.500	127-14
0.382	127-13
LOW	127-11
0.618	127-07
1.000	127-05
1.618	127-01
2.618	126-27
4.250	126-18

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	127-16	127-12
PP	127-15	127-08
S1	127-14	127-03

Download as Excel Spreadsheet

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

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