ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 126-15 128-29 2-14 1.9% 126-16
High 127-20 128-29 1-09 1.0% 128-03
Low 126-00 128-12 2-12 1.9% 125-03
Close 127-03 128-12 1-09 1.0% 126-02
Range 1-20 0-17 -1-03 -67.3% 3-00
ATR 1-09 1-11 0-01 2.9% 0-00
Volume 19 2 -17 -89.5% 16
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 130-05 129-25 128-21
R3 129-20 129-08 128-17
R2 129-03 129-03 128-15
R1 128-23 128-23 128-14 128-20
PP 128-18 128-18 128-18 128-16
S1 128-06 128-06 128-10 128-04
S2 128-01 128-01 128-09
S3 127-16 127-21 128-07
S4 126-31 127-04 128-03
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 135-13 133-24 127-23
R3 132-13 130-24 126-28
R2 129-13 129-13 126-20
R1 127-24 127-24 126-11 127-02
PP 126-13 126-13 126-13 126-03
S1 124-24 124-24 125-25 124-02
S2 123-13 123-13 125-16
S3 120-13 121-24 125-08
S4 117-13 118-24 124-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-29 125-03 3-26 3.0% 0-30 0.7% 86% True False 7
10 129-22 125-03 4-19 3.6% 0-31 0.8% 71% False False 9
20 133-16 125-03 8-13 6.5% 0-31 0.8% 39% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-05
2.618 130-10
1.618 129-25
1.000 129-14
0.618 129-08
HIGH 128-29
0.618 128-23
0.500 128-20
0.382 128-18
LOW 128-12
0.618 128-01
1.000 127-27
1.618 127-16
2.618 126-31
4.250 126-04
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 128-20 127-29
PP 128-18 127-15
S1 128-15 127-00

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

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