ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	131-03	130-13	-0-22	-0.5%	131-19
High	131-17	130-27	-0-22	-0.5%	134-09
Low	130-09	129-21	-0-20	-0.5%	130-28
Close	130-16	129-28	-0-20	-0.5%	131-18
Range	1-08	1-06	-0-02	-5.0%	3-13
ATR	1-17	1-16	-0-01	-1.6%	0-00
Volume	631	3,018	2,387	378.3%	3,808

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	133-22	132-31	130-17
R3	132-16	131-25	130-06
R2	131-10	131-10	130-03
R1	130-19	130-19	129-31	130-12
PP	130-04	130-04	130-04	130-00
S1	129-13	129-13	129-25	129-06
S2	128-30	128-30	129-21
S3	127-24	128-07	129-18
S4	126-18	127-01	129-07

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	129-21	4-20	3.6%	1-22	1.3%	5%	False	True	1,161
10	134-09	129-21	4-20	3.6%	1-12	1.1%	5%	False	True	792
20	134-16	129-07	5-09	4.1%	1-16	1.2%	12%	False	False	521
40	134-16	125-03	9-13	7.2%	1-10	1.0%	51%	False	False	271

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	135-28
2.618	133-30
1.618	132-24
1.000	132-01
0.618	131-18
HIGH	130-27
0.618	130-12
0.500	130-08
0.382	130-04
LOW	129-21
0.618	128-30
1.000	128-15
1.618	127-24
2.618	126-18
4.250	124-20

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	130-08	131-24
PP	130-04	131-04
S1	130-00	130-16

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