ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	131-29	131-13	-0-16	-0.4%	131-03
High	132-04	132-16	0-12	0.3%	134-16
Low	130-30	130-31	0-01	0.0%	130-05
Close	131-06	132-09	1-03	0.8%	131-27
Range	1-06	1-17	0-11	28.9%	4-11
ATR	1-18	1-18	0-00	-0.1%	0-00
Volume	229	68	-161	-70.3%	518

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	136-16	135-30	133-04
R3	134-31	134-13	132-22
R2	133-14	133-14	132-18
R1	132-28	132-28	132-13	133-05
PP	131-29	131-29	131-29	132-02
S1	131-11	131-11	132-05	131-20
S2	130-12	130-12	132-00
S3	128-27	129-26	131-28
S4	127-10	128-09	131-14

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	145-06	142-28	134-07
R3	140-27	138-17	133-01
R2	136-16	136-16	132-20
R1	134-06	134-06	132-08	135-11
PP	132-05	132-05	132-05	132-24
S1	129-27	129-27	131-14	131-00
S2	127-26	127-26	131-02
S3	123-15	125-16	130-21
S4	119-04	121-05	129-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-16	130-27	3-21	2.8%	1-26	1.4%	39%	False	False	153
10	134-16	129-07	5-09	4.0%	1-19	1.2%	58%	False	False	251
20	134-16	125-03	9-13	7.1%	1-14	1.1%	76%	False	False	132
40	134-16	125-03	9-13	7.1%	1-03	0.8%	76%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-00
2.618	136-16
1.618	134-31
1.000	134-01
0.618	133-14
HIGH	132-16
0.618	131-29
0.500	131-24
0.382	131-18
LOW	130-31
0.618	130-01
1.000	129-14
1.618	128-16
2.618	126-31
4.250	124-15

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	132-03	132-07
PP	131-29	132-05
S1	131-24	132-03

Download as Excel Spreadsheet

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

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