ECBOT 30 Year Treasury Bond Future December 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	126-26	127-00	0-06	0.1%	128-14
High	127-27	127-04	-0-23	-0.6%	128-27
Low	126-21	125-13	-1-08	-1.0%	125-30
Close	126-27	125-15	-1-12	-1.1%	127-04
Range	1-06	1-23	0-17	44.7%	2-29
ATR	1-01	1-03	0-02	4.7%	0-00
Volume	3	12	9	300.0%	83

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-05	130-01	126-13
R3	129-14	128-10	125-30
R2	127-23	127-23	125-25
R1	126-19	126-19	125-20	126-10
PP	126-00	126-00	126-00	125-27
S1	124-28	124-28	125-10	124-18
S2	124-09	124-09	125-05
S3	122-18	123-05	125-00
S4	120-27	121-14	124-17

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	136-01	134-15	128-23
R3	133-04	131-18	127-30
R2	130-07	130-07	127-21
R1	128-21	128-21	127-13	128-00
PP	127-10	127-10	127-10	126-31
S1	125-24	125-24	126-27	125-02
S2	124-13	124-13	126-19
S3	121-16	122-27	126-10
S4	118-19	119-30	125-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-17	125-13	3-04	2.5%	1-14	1.1%	2%	False	True	16
10	128-27	125-13	3-14	2.7%	1-02	0.8%	2%	False	True	9
20	128-27	125-13	3-14	2.7%	0-24	0.6%	2%	False	True	5
40	132-08	125-13	6-27	5.5%	0-16	0.4%	1%	False	True	3
60	132-28	125-13	7-15	6.0%	0-11	0.3%	1%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-06
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-14
2.618	131-20
1.618	129-29
1.000	128-27
0.618	128-06
HIGH	127-04
0.618	126-15
0.500	126-08
0.382	126-02
LOW	125-13
0.618	124-11
1.000	123-22
1.618	122-20
2.618	120-29
4.250	118-03

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	126-08	126-20
PP	126-00	126-08
S1	125-24	125-27

Download as Excel Spreadsheet

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

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