ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 06-Feb-2023

Day Change Summary
	Previous	Current
	03-Feb-2023	06-Feb-2023	Change	Change %	Previous Week
Open	133-16	131-03	-2-13	-1.8%	131-19
High	133-26	131-17	-2-09	-1.7%	134-09
Low	131-05	130-09	-0-28	-0.7%	130-28
Close	131-18	130-16	-1-02	-0.8%	131-18
Range	2-21	1-08	-1-13	-52.9%	3-13
ATR	1-17	1-17	-0-01	-1.2%	0-00
Volume	733	631	-102	-13.9%	3,808

Daily Pivots for day following 06-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-17	133-24	131-06
R3	133-09	132-16	130-27
R2	132-01	132-01	130-23
R1	131-08	131-08	130-20	131-00
PP	130-25	130-25	130-25	130-21
S1	130-00	130-00	130-12	129-24
S2	129-17	129-17	130-09
S3	128-09	128-24	130-05
S4	127-01	127-16	129-26

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	130-09	4-00	3.1%	1-21	1.3%	5%	False	True	694
10	134-09	130-09	4-00	3.1%	1-14	1.1%	5%	False	True	497
20	134-16	129-07	5-09	4.0%	1-16	1.1%	24%	False	False	372
40	134-16	125-03	9-13	7.2%	1-09	1.0%	57%	False	False	196

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0-11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-27
2.618	134-26
1.618	133-18
1.000	132-25
0.618	132-10
HIGH	131-17
0.618	131-02
0.500	130-29
0.382	130-24
LOW	130-09
0.618	129-16
1.000	129-01
1.618	128-08
2.618	127-00
4.250	124-31

Fisher Pivots for day following 06-Feb-2023
Pivot	1 day	3 day
R1	130-29	132-09
PP	130-25	131-22
S1	130-20	131-03

Download as Excel Spreadsheet

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

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