ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 18-Jan-2023

Day Change Summary
	Previous	Current
	17-Jan-2023	18-Jan-2023	Change	Change %	Previous Week
Open	131-03	131-12	0-09	0.2%	129-28
High	131-15	133-22	2-07	1.7%	132-12
Low	130-05	130-27	0-22	0.5%	129-07
Close	131-01	133-17	2-16	1.9%	131-10
Range	1-10	2-27	1-17	116.7%	3-05
ATR	1-15	1-18	0-03	6.8%	0-00
Volume	50	296	246	492.0%	1,729

Daily Pivots for day following 18-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	141-07	140-07	135-03
R3	138-12	137-12	134-10
R2	135-17	135-17	134-02
R1	134-17	134-17	133-25	135-01
PP	132-22	132-22	132-22	132-30
S1	131-22	131-22	133-09	132-06
S2	129-27	129-27	133-00
S3	127-00	128-27	132-24
S4	124-05	126-00	131-31

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	133-22	129-16	4-06	3.1%	1-22	1.3%	96%	True	False	326
10	133-22	127-13	6-09	4.7%	1-17	1.1%	98%	True	False	214
20	133-22	125-03	8-19	6.4%	1-10	1.0%	98%	True	False	112

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	0-11
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	145-25
2.618	141-04
1.618	138-09
1.000	136-17
0.618	135-14
HIGH	133-22
0.618	132-19
0.500	132-08
0.382	131-30
LOW	130-27
0.618	129-03
1.000	128-00
1.618	126-08
2.618	123-13
4.250	118-24

Fisher Pivots for day following 18-Jan-2023
Pivot	1 day	3 day
R1	133-04	133-00
PP	132-22	132-15
S1	132-08	131-30

Download as Excel Spreadsheet

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

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