ECBOT 30 Year Treasury Bond Future December 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	124-12	123-25	-0-19	-0.5%	126-26
High	124-19	124-17	-0-02	-0.1%	127-27
Low	123-15	123-07	-0-08	-0.2%	123-15
Close	123-31	124-09	0-10	0.3%	123-31
Range	1-04	1-10	0-06	16.7%	4-12
ATR	1-04	1-05	0-00	1.1%	0-00
Volume	127	36	-91	-71.7%	154

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	127-30	127-14	125-00
R3	126-20	126-04	124-21
R2	125-10	125-10	124-17
R1	124-26	124-26	124-13	125-02
PP	124-00	124-00	124-00	124-04
S1	123-16	123-16	124-05	123-24
S2	122-22	122-22	124-01
S3	121-12	122-06	123-29
S4	120-02	120-28	123-18

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	138-07	135-15	126-12
R3	133-27	131-03	125-06
R2	129-15	129-15	124-25
R1	126-23	126-23	124-12	125-29
PP	125-03	125-03	125-03	124-22
S1	122-11	122-11	123-18	121-17
S2	120-23	120-23	123-05
S3	116-11	117-31	122-24
S4	111-31	113-19	121-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-27	123-07	4-20	3.7%	1-13	1.1%	23%	False	True	38
10	128-27	123-07	5-20	4.5%	1-10	1.1%	19%	False	True	27
20	128-27	123-07	5-20	4.5%	0-30	0.8%	19%	False	True	14
40	132-08	123-07	9-01	7.3%	0-19	0.5%	12%	False	True	7
60	132-28	123-07	9-21	7.8%	0-13	0.3%	11%	False	True	4

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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-04
2.618	127-31
1.618	126-21
1.000	125-27
0.618	125-11
HIGH	124-17
0.618	124-01
0.500	123-28
0.382	123-23
LOW	123-07
0.618	122-13
1.000	121-29
1.618	121-03
2.618	119-25
4.250	117-20

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	124-05	124-14
PP	124-00	124-12
S1	123-28	124-10

Download as Excel Spreadsheet

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

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