ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 22-Dec-2022

Day Change Summary
	Previous	Current
	21-Dec-2022	22-Dec-2022	Change	Change %	Previous Week
Open	129-20	129-11	-0-09	-0.2%	129-26
High	129-22	129-15	-0-07	-0.2%	133-16
Low	128-19	129-01	0-14	0.3%	129-26
Close	129-03	129-11	0-08	0.2%	132-10
Range	1-03	0-14	-0-21	-60.0%	3-22
ATR	1-12	1-10	-0-02	-4.9%	0-00
Volume	26	0	-26	-100.0%	217

Daily Pivots for day following 22-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	130-19	130-13	129-19
R3	130-05	129-31	129-15
R2	129-23	129-23	129-14
R1	129-17	129-17	129-12	129-18
PP	129-09	129-09	129-09	129-10
S1	129-03	129-03	129-10	129-04
S2	128-27	128-27	129-08
S3	128-13	128-21	129-07
S4	127-31	128-07	129-03

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	132-10	128-19	3-23	2.9%	0-28	0.7%	20%	False	False	18
10	133-16	128-19	4-29	3.8%	1-00	0.8%	15%	False	False	29
20	133-16	126-21	6-27	5.3%	0-25	0.6%	39%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	131-10
2.618	130-20
1.618	130-06
1.000	129-29
0.618	129-24
HIGH	129-15
0.618	129-10
0.500	129-08
0.382	129-06
LOW	129-01
0.618	128-24
1.000	128-19
1.618	128-10
2.618	127-28
4.250	127-06

Fisher Pivots for day following 22-Dec-2022
Pivot	1 day	3 day
R1	129-10	129-09
PP	129-09	129-07
S1	129-08	129-04

Download as Excel Spreadsheet

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

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