ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 127-20 127-23 0-03 0.1% 123-25
High 128-00 127-23 -0-09 -0.2% 127-11
Low 127-00 126-07 -0-25 -0.6% 123-07
Close 127-30 126-15 -1-15 -1.1% 126-22
Range 1-00 1-16 0-16 50.0% 4-04
ATR 1-03 1-05 0-01 4.0% 0-00
Volume 60 27 -33 -55.0% 298
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 131-10 130-12 127-09
R3 129-26 128-28 126-28
R2 128-10 128-10 126-24
R1 127-12 127-12 126-19 127-03
PP 126-26 126-26 126-26 126-21
S1 125-28 125-28 126-11 125-19
S2 125-10 125-10 126-06
S3 123-26 124-12 126-02
S4 122-10 122-28 125-21
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 138-04 136-17 128-31
R3 134-00 132-13 127-26
R2 129-28 129-28 127-14
R1 128-09 128-09 127-02 129-02
PP 125-24 125-24 125-24 126-05
S1 124-05 124-05 126-10 124-30
S2 121-20 121-20 125-30
S3 117-16 120-01 125-18
S4 113-12 115-29 124-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 126-07 1-25 1.4% 1-01 0.8% 14% False True 51
10 128-00 123-07 4-25 3.8% 1-03 0.9% 68% False False 53
20 128-27 123-07 5-20 4.4% 1-04 0.9% 58% False False 32
40 129-09 123-07 6-02 4.8% 0-23 0.6% 54% False False 16
60 132-28 123-07 9-21 7.6% 0-18 0.4% 34% False False 11
80 133-31 123-07 10-24 8.5% 0-13 0.3% 30% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134-03
2.618 131-21
1.618 130-05
1.000 129-07
0.618 128-21
HIGH 127-23
0.618 127-05
0.500 126-31
0.382 126-25
LOW 126-07
0.618 125-09
1.000 124-23
1.618 123-25
2.618 122-09
4.250 119-27
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 126-31 127-04
PP 126-26 126-29
S1 126-20 126-22

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

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