ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	128-26	126-16	-2-10	-1.8%	131-17
High	128-26	128-03	-0-23	-0.6%	131-29
Low	127-29	126-02	-1-27	-1.4%	127-29
Close	127-29	126-02	-1-27	-1.4%	127-29
Range	0-29	2-01	1-04	124.1%	4-00
ATR	1-10	1-12	0-02	3.9%	0-00
Volume	3	2	-1	-33.3%	77

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	132-27	131-15	127-06
R3	130-26	129-14	126-20
R2	128-25	128-25	126-14
R1	127-13	127-13	126-08	127-02
PP	126-24	126-24	126-24	126-18
S1	125-12	125-12	125-28	125-02
S2	124-23	124-23	125-22
S3	122-22	123-11	125-16
S4	120-21	121-10	124-30

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	129-22	126-02	3-20	2.9%	1-00	0.8%	0%	False	True	11
10	133-16	126-02	7-14	5.9%	1-00	0.8%	0%	False	True	28
20	133-16	126-02	7-14	5.9%	0-28	0.7%	0%	False	True	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	136-23
2.618	133-13
1.618	131-12
1.000	130-04
0.618	129-11
HIGH	128-03
0.618	127-10
0.500	127-02
0.382	126-27
LOW	126-02
0.618	124-26
1.000	124-01
1.618	122-25
2.618	120-24
4.250	117-14

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	127-02	127-24
PP	126-24	127-06
S1	126-13	126-20

Download as Excel Spreadsheet

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

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