ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	130-08	130-09	0-01	0.0%	126-15
High	130-19	132-00	1-13	1.1%	130-14
Low	130-05	129-16	-0-21	-0.5%	126-00
Close	130-10	131-27	1-17	1.2%	130-07
Range	0-14	2-16	2-02	471.4%	4-14
ATR	1-13	1-15	0-03	5.6%	0-00
Volume	850	16	-834	-98.1%	91

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	138-20	137-23	133-07
R3	136-04	135-07	132-17
R2	133-20	133-20	132-10
R1	132-23	132-23	132-02	133-06
PP	131-04	131-04	131-04	131-11
S1	130-07	130-07	131-20	130-22
S2	128-20	128-20	131-12
S3	126-04	127-23	131-05
S4	123-20	125-07	130-15

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	132-00	127-31	4-01	3.1%	1-20	1.2%	96%	True	False	265
10	132-00	125-03	6-29	5.2%	1-10	1.0%	98%	True	False	141
20	133-16	125-03	8-13	6.4%	1-05	0.9%	80%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	142-20
2.618	138-17
1.618	136-01
1.000	134-16
0.618	133-17
HIGH	132-00
0.618	131-01
0.500	130-24
0.382	130-15
LOW	129-16
0.618	127-31
1.000	127-00
1.618	125-15
2.618	122-31
4.250	118-28

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	131-15	131-14
PP	131-04	131-01
S1	130-24	130-20

Download as Excel Spreadsheet

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

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