ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 123-25 124-25 1-00 0.8% 126-26
High 124-17 124-28 0-11 0.3% 127-27
Low 123-07 124-08 1-01 0.8% 123-15
Close 124-09 124-19 0-10 0.3% 123-31
Range 1-10 0-20 -0-22 -52.4% 4-12
ATR 1-05 1-04 -0-01 -3.3% 0-00
Volume 36 1 -35 -97.2% 154
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 126-14 126-05 124-30
R3 125-26 125-17 124-24
R2 125-06 125-06 124-23
R1 124-29 124-29 124-21 124-24
PP 124-18 124-18 124-18 124-16
S1 124-09 124-09 124-17 124-04
S2 123-30 123-30 124-15
S3 123-10 123-21 124-14
S4 122-22 123-01 124-08
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
5 127-04 123-07 3-29 3.1% 1-10 1.0% 35% False False 37
10 128-20 123-07 5-13 4.3% 1-10 1.0% 25% False False 26
20 128-27 123-07 5-20 4.5% 0-31 0.8% 24% False False 14
40 131-03 123-07 7-28 6.3% 0-19 0.5% 17% False False 7
60 132-28 123-07 9-21 7.8% 0-13 0.3% 14% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 127-17
2.618 126-16
1.618 125-28
1.000 125-16
0.618 125-08
HIGH 124-28
0.618 124-20
0.500 124-18
0.382 124-16
LOW 124-08
0.618 123-28
1.000 123-20
1.618 123-08
2.618 122-20
4.250 121-19
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 124-19 124-13
PP 124-18 124-07
S1 124-18 124-02

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

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