ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	129-28	130-20	0-24	0.6%	126-15
High	130-31	130-20	-0-11	-0.3%	130-14
Low	129-21	129-07	-0-14	-0.3%	126-00
Close	130-29	129-12	-1-17	-1.2%	130-07
Range	1-10	1-13	0-03	7.1%	4-14
ATR	1-13	1-13	0-01	1.5%	0-00
Volume	32	411	379	1,184.4%	91

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	133-31	133-02	130-05
R3	132-18	131-21	129-24
R2	131-05	131-05	129-20
R1	130-08	130-08	129-16	130-00
PP	129-24	129-24	129-24	129-20
S1	128-27	128-27	129-08	128-19
S2	128-11	128-11	129-04
S3	126-30	127-14	129-00
S4	125-17	126-01	128-19

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	130-31	127-13	3-18	2.8%	1-13	1.1%	55%	False	False	103
10	130-31	125-03	5-28	4.5%	1-10	1.0%	73%	False	False	55
20	133-16	125-03	8-13	6.5%	1-03	0.9%	51%	False	False	42

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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-19
2.618	134-10
1.618	132-29
1.000	132-01
0.618	131-16
HIGH	130-20
0.618	130-03
0.500	129-30
0.382	129-24
LOW	129-07
0.618	128-11
1.000	127-26
1.618	126-30
2.618	125-17
4.250	123-08

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	129-30	129-15
PP	129-24	129-14
S1	129-18	129-13

Download as Excel Spreadsheet

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

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