ECBOT 30 Year Treasury Bond Future December 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	127-20	128-07	0-19	0.5%	126-31
High	128-09	128-09	0-00	0.0%	128-06
Low	127-10	127-12	0-02	0.0%	126-09
Close	128-03	128-07	0-04	0.1%	127-12
Range	0-31	0-29	-0-02	-6.5%	1-29
ATR	0-27	0-27	0-00	0.6%	0-00
Volume	12	0	-12	-100.0%	4

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	130-22	130-11	128-23
R3	129-25	129-14	128-15
R2	128-28	128-28	128-12
R1	128-17	128-17	128-10	128-22
PP	127-31	127-31	127-31	128-01
S1	127-20	127-20	128-04	127-24
S2	127-02	127-02	128-02
S3	126-05	126-23	127-31
S4	125-08	125-26	127-23

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	133-00	132-03	128-14
R3	131-03	130-06	127-29
R2	129-06	129-06	127-23
R1	128-09	128-09	127-18	128-24
PP	127-09	127-09	127-09	127-16
S1	126-12	126-12	127-06	126-26
S2	125-12	125-12	127-01
S3	123-15	124-15	126-27
S4	121-18	122-18	126-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-09	127-01	1-08	1.0%	0-15	0.4%	95%	True	False	2
10	128-09	126-09	2-00	1.6%	0-16	0.4%	97%	True	False	1
20	129-09	126-02	3-07	2.5%	0-11	0.3%	67%	False	False	1
40	132-28	126-02	6-26	5.3%	0-09	0.2%	32%	False	False
60	133-31	126-02	7-29	6.2%	0-06	0.1%	27%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-04
2.618	130-21
1.618	129-24
1.000	129-06
0.618	128-27
HIGH	128-09
0.618	127-30
0.500	127-26
0.382	127-23
LOW	127-12
0.618	126-26
1.000	126-15
1.618	125-29
2.618	125-00
4.250	123-17

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	128-03	128-02
PP	127-31	127-30
S1	127-26	127-26

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

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