ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	130-09	131-21	1-12	1.1%	129-28
High	132-00	132-12	0-12	0.3%	132-12
Low	129-16	131-03	1-19	1.2%	129-07
Close	131-27	131-10	-0-17	-0.4%	131-10
Range	2-16	1-09	-1-07	-48.8%	3-05
ATR	1-15	1-15	0-00	-1.0%	0-00
Volume	16	420	404	2,525.0%	1,729

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	135-14	134-21	132-01
R3	134-05	133-12	131-21
R2	132-28	132-28	131-18
R1	132-03	132-03	131-14	131-27
PP	131-19	131-19	131-19	131-15
S1	130-26	130-26	131-06	130-18
S2	130-10	130-10	131-02
S3	129-01	129-17	130-31
S4	127-24	128-08	130-19

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	140-14	139-01	133-02
R3	137-09	135-28	132-06
R2	134-04	134-04	131-29
R1	132-23	132-23	131-19	133-14
PP	130-31	130-31	130-31	131-10
S1	129-18	129-18	131-01	130-08
S2	127-26	127-26	130-23
S3	124-21	126-13	130-14
S4	121-16	123-08	129-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-12	129-07	3-05	2.4%	1-12	1.1%	66%	True	False	345
10	132-12	125-03	7-09	5.5%	1-12	1.0%	85%	True	False	182
20	133-16	125-03	8-13	6.4%	1-07	0.9%	74%	False	False	99

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-26
2.618	135-23
1.618	134-14
1.000	133-21
0.618	133-05
HIGH	132-12
0.618	131-28
0.500	131-24
0.382	131-19
LOW	131-03
0.618	130-10
1.000	129-26
1.618	129-01
2.618	127-24
4.250	125-21

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	131-24	131-06
PP	131-19	131-02
S1	131-14	130-30

Download as Excel Spreadsheet

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

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