ECBOT 30 Year Treasury Bond Future December 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	124-24	125-30	1-06	1.0%	126-26
High	126-05	127-07	1-02	0.8%	127-27
Low	124-24	125-26	1-02	0.9%	123-15
Close	126-00	127-07	1-07	1.0%	123-31
Range	1-13	1-13	0-00	0.0%	4-12
ATR	1-05	1-05	0-01	1.6%	0-00
Volume	16	101	85	531.3%	154

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	130-31	130-16	128-00
R3	129-18	129-03	127-19
R2	128-05	128-05	127-15
R1	127-22	127-22	127-11	127-30
PP	126-24	126-24	126-24	126-28
S1	126-09	126-09	127-03	126-16
S2	125-11	125-11	126-31
S3	123-30	124-28	126-27
S4	122-17	123-15	126-14

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	127-07	123-07	4-00	3.1%	1-06	0.9%	100%	True	False	56
10	128-08	123-07	5-01	4.0%	1-13	1.1%	80%	False	False	37
20	128-27	123-07	5-20	4.4%	0-31	0.8%	71%	False	False	20
40	129-23	123-07	6-16	5.1%	0-21	0.5%	62%	False	False	10
60	132-28	123-07	9-21	7.6%	0-15	0.4%	41%	False	False	6

Crabel Price Patterns
NR	False
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	0-08

Fibonacci Retracements and Extensions
4.250	133-06
2.618	130-29
1.618	129-16
1.000	128-20
0.618	128-03
HIGH	127-07
0.618	126-22
0.500	126-16
0.382	126-11
LOW	125-26
0.618	124-30
1.000	124-13
1.618	123-17
2.618	122-04
4.250	119-27

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	127-00	126-23
PP	126-24	126-07
S1	126-16	125-24

Download as Excel Spreadsheet

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

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