ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	131-11	131-25	0-14	0.3%	131-29
High	132-03	133-13	1-10	1.0%	133-03
Low	131-00	131-15	0-15	0.4%	130-26
Close	131-12	133-08	1-28	1.4%	131-20
Range	1-03	1-30	0-27	77.1%	2-09
ATR	1-13	1-15	0-01	3.1%	0-00
Volume	682	1,028	346	50.7%	763

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	138-17	137-26	134-10
R3	136-19	135-28	133-25
R2	134-21	134-21	133-19
R1	133-30	133-30	133-14	134-10
PP	132-23	132-23	132-23	132-28
S1	132-00	132-00	133-02	132-12
S2	130-25	130-25	132-29
S3	128-27	130-02	132-23
S4	126-29	128-04	132-06

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	133-13	130-26	2-19	1.9%	1-09	1.0%	94%	True	False	576
10	134-16	130-26	3-22	2.8%	1-12	1.0%	66%	False	False	361
20	134-16	127-13	7-03	5.3%	1-14	1.1%	82%	False	False	288
40	134-16	125-03	9-13	7.1%	1-06	0.9%	87%	False	False	152

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 10 trading days

Fibonacci Retracements and Extensions
4.250	141-20
2.618	138-15
1.618	136-17
1.000	135-11
0.618	134-19
HIGH	133-13
0.618	132-21
0.500	132-14
0.382	132-07
LOW	131-15
0.618	130-09
1.000	129-17
1.618	128-11
2.618	126-13
4.250	123-08

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	132-31	132-28
PP	132-23	132-16
S1	132-14	132-04

Download as Excel Spreadsheet

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

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