ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	129-11	128-26	-0-17	-0.4%	131-17
High	129-15	128-26	-0-21	-0.5%	131-29
Low	129-01	127-29	-1-04	-0.9%	127-29
Close	129-11	127-29	-1-14	-1.1%	127-29
Range	0-14	0-29	0-15	107.1%	4-00
ATR	1-10	1-10	0-00	0.8%	0-00
Volume	0	3	3		77

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	130-30	130-10	128-13
R3	130-01	129-13	128-05
R2	129-04	129-04	128-02
R1	128-16	128-16	128-00	128-12
PP	128-07	128-07	128-07	128-04
S1	127-19	127-19	127-26	127-14
S2	127-10	127-10	127-24
S3	126-13	126-22	127-21
S4	125-16	125-25	127-13

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	141-08	138-18	130-03
R3	137-08	134-18	129-00
R2	133-08	133-08	128-20
R1	130-18	130-18	128-09	129-29
PP	129-08	129-08	129-08	128-29
S1	126-18	126-18	127-17	125-29
S2	125-08	125-08	127-06
S3	121-08	122-18	126-26
S4	117-08	118-18	125-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-29	127-29	4-00	3.1%	0-29	0.7%	0%	False	True	15
10	133-16	127-29	5-19	4.4%	0-29	0.7%	0%	False	True	29
20	133-16	126-21	6-27	5.4%	0-26	0.6%	18%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-21
2.618	131-06
1.618	130-09
1.000	129-23
0.618	129-12
HIGH	128-26
0.618	128-15
0.500	128-12
0.382	128-08
LOW	127-29
0.618	127-11
1.000	127-00
1.618	126-14
2.618	125-17
4.250	124-02

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	128-12	128-26
PP	128-07	128-16
S1	128-02	128-06

Download as Excel Spreadsheet

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

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