ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	131-12	133-23	2-11	1.8%	129-28
High	133-22	134-16	0-26	0.6%	132-12
Low	130-27	132-25	1-30	1.5%	129-07
Close	133-17	133-08	-0-09	-0.2%	131-10
Range	2-27	1-23	-1-04	-39.6%	3-05
ATR	1-18	1-18	0-00	0.7%	0-00
Volume	296	88	-208	-70.3%	1,729

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	138-21	137-22	134-06
R3	136-30	135-31	133-23
R2	135-07	135-07	133-18
R1	134-08	134-08	133-13	133-28
PP	133-16	133-16	133-16	133-10
S1	132-17	132-17	133-03	132-05
S2	131-25	131-25	132-30
S3	130-02	130-26	132-25
S4	128-11	129-03	132-10

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	134-16	129-16	5-00	3.8%	1-30	1.4%	75%	True	False	174
10	134-16	127-13	7-03	5.3%	1-21	1.2%	82%	True	False	223
20	134-16	125-03	9-13	7.1%	1-10	1.0%	87%	True	False	116

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	True
Stretch	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-26
2.618	139-00
1.618	137-09
1.000	136-07
0.618	135-18
HIGH	134-16
0.618	133-27
0.500	133-20
0.382	133-14
LOW	132-25
0.618	131-23
1.000	131-02
1.618	130-00
2.618	128-09
4.250	125-15

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	133-20	132-30
PP	133-16	132-20
S1	133-12	132-10

Download as Excel Spreadsheet

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

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