ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	130-20	130-08	-0-12	-0.3%	126-15
High	130-20	130-19	-0-01	0.0%	130-14
Low	129-07	130-05	0-30	0.7%	126-00
Close	129-12	130-10	0-30	0.7%	130-07
Range	1-13	0-14	-0-31	-68.9%	4-14
ATR	1-13	1-13	0-00	-1.0%	0-00
Volume	411	850	439	106.8%	91

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-21	131-14	130-18
R3	131-07	131-00	130-14
R2	130-25	130-25	130-13
R1	130-18	130-18	130-11	130-22
PP	130-11	130-11	130-11	130-13
S1	130-04	130-04	130-09	130-08
S2	129-29	129-29	130-07
S3	129-15	129-22	130-06
S4	129-01	129-08	130-02

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	2.7%	1-12	1.1%	82%	False	False	272
10	130-31	125-03	5-28	4.5%	1-05	0.9%	89%	False	False	139
20	133-16	125-03	8-13	6.5%	1-02	0.8%	62%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	132-14
2.618	131-24
1.618	131-10
1.000	131-01
0.618	130-28
HIGH	130-19
0.618	130-14
0.500	130-12
0.382	130-10
LOW	130-05
0.618	129-28
1.000	129-23
1.618	129-14
2.618	129-00
4.250	128-10

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	130-12	130-08
PP	130-11	130-05
S1	130-11	130-03

Download as Excel Spreadsheet

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

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