ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 129-11 129-20 0-09 0.2% 129-26
High 129-11 129-22 0-11 0.3% 133-16
Low 128-24 128-19 -0-05 -0.1% 129-26
Close 129-00 129-03 0-03 0.1% 132-10
Range 0-19 1-03 0-16 84.2% 3-22
ATR 1-12 1-12 -0-01 -1.5% 0-00
Volume 24 26 2 8.3% 217
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 132-13 131-27 129-22
R3 131-10 130-24 129-13
R2 130-07 130-07 129-09
R1 129-21 129-21 129-06 129-12
PP 129-04 129-04 129-04 129-00
S1 128-18 128-18 129-00 128-10
S2 128-01 128-01 128-29
S3 126-30 127-15 128-25
S4 125-27 126-12 128-16
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 142-30 141-10 134-11
R3 139-08 137-20 133-10
R2 135-18 135-18 133-00
R1 133-30 133-30 132-21 134-24
PP 131-28 131-28 131-28 132-09
S1 130-08 130-08 131-31 131-02
S2 128-06 128-06 131-20
S3 124-16 126-18 131-10
S4 120-26 122-28 130-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-16 128-19 4-29 3.8% 1-03 0.8% 10% False True 29
10 133-16 128-19 4-29 3.8% 0-31 0.8% 10% False True 29
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 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-11
2.618 132-18
1.618 131-15
1.000 130-25
0.618 130-12
HIGH 129-22
0.618 129-09
0.500 129-04
0.382 129-00
LOW 128-19
0.618 127-29
1.000 127-16
1.618 126-26
2.618 125-23
4.250 123-30
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 129-04 130-08
PP 129-04 129-28
S1 129-04 129-15

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

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