ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	131-19	131-11	-0-08	-0.2%	131-29
High	131-30	132-03	0-05	0.1%	133-03
Low	130-28	131-00	0-04	0.1%	130-26
Close	131-08	131-12	0-04	0.1%	131-20
Range	1-02	1-03	0-01	2.9%	2-09
ATR	1-14	1-13	-0-01	-1.7%	0-00
Volume	969	682	-287	-29.6%	763

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-25	134-05	131-31
R3	133-22	133-02	131-22
R2	132-19	132-19	131-18
R1	131-31	131-31	131-15	132-09
PP	131-16	131-16	131-16	131-20
S1	130-28	130-28	131-09	131-06
S2	130-13	130-13	131-06
S3	129-10	129-25	131-02
S4	128-07	128-22	130-25

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	138-22	137-14	132-28
R3	136-13	135-05	132-08
R2	134-04	134-04	132-01
R1	132-28	132-28	131-27	132-12
PP	131-27	131-27	131-27	131-19
S1	130-19	130-19	131-13	130-02
S2	129-18	129-18	131-07
S3	127-09	128-10	131-00
S4	125-00	126-01	130-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-03	130-26	2-09	1.7%	1-03	0.8%	25%	False	False	423
10	134-16	130-26	3-22	2.8%	1-15	1.1%	15%	False	False	288
20	134-16	126-00	8-16	6.5%	1-14	1.1%	63%	False	False	237
40	134-16	125-03	9-13	7.2%	1-06	0.9%	67%	False	False	126

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-24
2.618	134-31
1.618	133-28
1.000	133-06
0.618	132-25
HIGH	132-03
0.618	131-22
0.500	131-18
0.382	131-13
LOW	131-00
0.618	130-10
1.000	129-29
1.618	129-07
2.618	128-04
4.250	126-11

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	131-18	131-14
PP	131-16	131-14
S1	131-14	131-13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols