ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 126-17 126-19 0-02 0.0% 126-21
High 127-06 127-08 0-02 0.0% 128-00
Low 126-14 126-06 -0-08 -0.2% 126-07
Close 126-21 126-13 -0-08 -0.2% 126-21
Range 0-24 1-02 0-10 41.7% 1-25
ATR 1-04 1-04 0-00 -0.3% 0-00
Volume 21 156 135 642.9% 133
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 129-26 129-05 127-00
R3 128-24 128-03 126-22
R2 127-22 127-22 126-19
R1 127-01 127-01 126-16 126-26
PP 126-20 126-20 126-20 126-16
S1 125-31 125-31 126-10 125-24
S2 125-18 125-18 126-07
S3 124-16 124-29 126-04
S4 123-14 123-27 125-26
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 132-10 131-08 127-20
R3 130-17 129-15 127-05
R2 128-24 128-24 126-31
R1 127-22 127-22 126-26 127-18
PP 126-31 126-31 126-31 126-28
S1 125-29 125-29 126-16 125-24
S2 125-06 125-06 126-11
S3 123-13 124-04 126-05
S4 121-20 122-11 125-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 126-06 1-26 1.4% 1-01 0.8% 12% False True 55
10 128-00 124-08 3-24 3.0% 1-01 0.8% 58% False False 55
20 128-27 123-07 5-20 4.4% 1-06 0.9% 57% False False 41
40 129-09 123-07 6-02 4.8% 0-24 0.6% 53% False False 21
60 132-20 123-07 9-13 7.4% 0-19 0.5% 34% False False 14
80 133-31 123-07 10-24 8.5% 0-14 0.3% 30% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-24
2.618 130-01
1.618 128-31
1.000 128-10
0.618 127-29
HIGH 127-08
0.618 126-27
0.500 126-23
0.382 126-19
LOW 126-06
0.618 125-17
1.000 125-04
1.618 124-15
2.618 123-13
4.250 121-22
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 126-23 126-30
PP 126-20 126-25
S1 126-16 126-19

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

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