ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	128-13	128-21	0-08	0.2%	126-15
High	128-21	130-14	1-25	1.4%	130-14
Low	127-13	127-31	0-18	0.4%	126-00
Close	128-17	130-07	1-22	1.3%	130-07
Range	1-08	2-15	1-07	97.5%	4-14
ATR	1-10	1-13	0-03	6.2%	0-00
Volume	52	18	-34	-65.4%	91

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	136-30	136-02	131-18
R3	134-15	133-19	130-29
R2	132-00	132-00	130-21
R1	131-04	131-04	130-14	131-18
PP	129-17	129-17	129-17	129-24
S1	128-21	128-21	130-00	129-03
S2	127-02	127-02	129-25
S3	124-19	126-06	129-17
S4	122-04	123-23	128-28

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	142-06	140-21	132-21
R3	137-24	136-07	131-14
R2	133-10	133-10	131-01
R1	131-25	131-25	130-20	132-18
PP	128-28	128-28	128-28	129-09
S1	127-11	127-11	129-26	128-04
S2	124-14	124-14	129-13
S3	120-00	122-29	129-00
S4	115-18	118-15	127-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-14	125-03	5-11	4.1%	1-12	1.1%	96%	True	False	19
10	130-14	125-03	5-11	4.1%	1-06	0.9%	96%	True	False	11
20	133-16	125-03	8-13	6.5%	1-02	0.8%	61%	False	False	20

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	0-08
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	140-30
2.618	136-29
1.618	134-14
1.000	132-29
0.618	131-31
HIGH	130-14
0.618	129-16
0.500	129-06
0.382	128-29
LOW	127-31
0.618	126-14
1.000	125-16
1.618	123-31
2.618	121-16
4.250	117-15

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	129-28	129-25
PP	129-17	129-11
S1	129-06	128-30

Download as Excel Spreadsheet

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

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