ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 29-Dec-2022

Day Change Summary
	Previous	Current
	28-Dec-2022	29-Dec-2022	Change	Change %	Previous Week
Open	126-05	125-18	-0-19	-0.5%	131-17
High	126-14	126-10	-0-04	-0.1%	131-29
Low	125-20	125-18	-0-02	0.0%	127-29
Close	125-21	126-06	0-17	0.4%	127-29
Range	0-26	0-24	-0-02	-7.7%	4-00
ATR	1-10	1-09	-0-01	-3.1%	0-00
Volume	4	3	-1	-25.0%	77

Daily Pivots for day following 29-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	128-09	127-31	126-19
R3	127-17	127-07	126-13
R2	126-25	126-25	126-10
R1	126-15	126-15	126-08	126-20
PP	126-01	126-01	126-01	126-03
S1	125-23	125-23	126-04	125-28
S2	125-09	125-09	126-02
S3	124-17	124-31	125-31
S4	123-25	124-07	125-25

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	129-15	125-18	3-29	3.1%	1-00	0.8%	16%	False	True	2
10	133-16	125-18	7-30	6.3%	1-01	0.8%	8%	False	True	15
20	133-16	125-18	7-30	6.3%	0-28	0.7%	8%	False	True	15

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-16
2.618	128-09
1.618	127-17
1.000	127-02
0.618	126-25
HIGH	126-10
0.618	126-01
0.500	125-30
0.382	125-27
LOW	125-18
0.618	125-03
1.000	124-26
1.618	124-11
2.618	123-19
4.250	122-12

Fisher Pivots for day following 29-Dec-2022
Pivot	1 day	3 day
R1	126-03	126-26
PP	126-01	126-20
S1	125-30	126-13

Download as Excel Spreadsheet

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

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