ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	133-02	133-16	0-14	0.3%	131-19
High	134-09	133-26	-0-15	-0.3%	134-09
Low	132-30	131-05	-1-25	-1.3%	130-28
Close	133-14	131-18	-1-28	-1.4%	131-18
Range	1-11	2-21	1-10	97.7%	3-13
ATR	1-15	1-17	0-03	5.9%	0-00
Volume	396	733	337	85.1%	3,808

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	140-05	138-16	133-01
R3	137-16	135-27	132-09
R2	134-27	134-27	132-02
R1	133-06	133-06	131-26	132-22
PP	132-06	132-06	132-06	131-30
S1	130-17	130-17	131-10	130-01
S2	129-17	129-17	131-02
S3	126-28	127-28	130-27
S4	124-07	125-07	130-03

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	142-15	140-13	133-14
R3	139-02	137-00	132-16
R2	135-21	135-21	132-06
R1	133-19	133-19	131-28	132-30
PP	132-08	132-08	132-08	131-29
S1	130-06	130-06	131-08	129-16
S2	128-27	128-27	130-30
S3	125-14	126-25	130-20
S4	122-01	123-12	129-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-09	130-28	3-13	2.6%	1-20	1.2%	20%	False	False	761
10	134-09	130-26	3-15	2.6%	1-13	1.1%	22%	False	False	457
20	134-16	127-31	6-17	5.0%	1-18	1.2%	55%	False	False	341
40	134-16	125-03	9-13	7.1%	1-10	1.0%	69%	False	False	180

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	0-10
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	145-03
2.618	140-25
1.618	138-04
1.000	136-15
0.618	135-15
HIGH	133-26
0.618	132-26
0.500	132-16
0.382	132-05
LOW	131-05
0.618	129-16
1.000	128-16
1.618	126-27
2.618	124-06
4.250	119-28

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	132-16	132-23
PP	132-06	132-11
S1	131-28	131-30

Download as Excel Spreadsheet

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

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