ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 131-27 132-00 0-05 0.1% 128-26
High 132-07 133-16 1-09 1.0% 132-00
Low 131-27 132-00 0-05 0.1% 128-26
Close 132-05 133-07 1-02 0.8% 129-31
Range 0-12 1-16 1-04 300.0% 3-06
ATR 1-08 1-08 0-01 1.5% 0-00
Volume 136 56 -80 -58.8% 5
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 137-13 136-26 134-01
R3 135-29 135-10 133-20
R2 134-13 134-13 133-16
R1 133-26 133-26 133-11 134-04
PP 132-29 132-29 132-29 133-02
S1 132-10 132-10 133-03 132-20
S2 131-13 131-13 132-30
S3 129-29 130-26 132-26
S4 128-13 129-10 132-13
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 139-26 138-03 131-23
R3 136-20 134-29 130-27
R2 133-14 133-14 130-18
R1 131-23 131-23 130-08 132-18
PP 130-08 130-08 130-08 130-22
S1 128-17 128-17 129-22 129-12
S2 127-02 127-02 129-12
S3 123-28 125-11 129-03
S4 120-22 122-05 128-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-16 129-26 3-22 2.8% 1-03 0.8% 92% True False 40
10 133-16 128-26 4-22 3.5% 0-28 0.7% 94% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-28
2.618 137-14
1.618 135-30
1.000 135-00
0.618 134-14
HIGH 133-16
0.618 132-30
0.500 132-24
0.382 132-18
LOW 132-00
0.618 131-02
1.000 130-16
1.618 129-18
2.618 128-02
4.250 125-20
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 133-02 132-31
PP 132-29 132-23
S1 132-24 132-15

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

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