ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 09-Feb-2023

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	130-00	130-11	0-11	0.3%	131-19
High	130-09	130-27	0-18	0.4%	134-09
Low	129-10	129-07	-0-03	-0.1%	130-28
Close	129-25	129-09	-0-16	-0.4%	131-18
Range	0-31	1-20	0-21	67.7%	3-13
ATR	1-15	1-15	0-00	0.8%	0-00
Volume	2,337	3,256	919	39.3%	3,808

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-21	133-19	130-06
R3	133-01	131-31	129-23
R2	131-13	131-13	129-19
R1	130-11	130-11	129-14	130-02
PP	129-25	129-25	129-25	129-20
S1	128-23	128-23	129-04	128-14
S2	128-05	128-05	128-31
S3	126-17	127-03	128-27
S4	124-29	125-15	128-12

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	133-26	129-07	4-19	3.6%	1-17	1.2%	1%	False	True	1,995
10	134-09	129-07	5-02	3.9%	1-13	1.1%	1%	False	True	1,309
20	134-16	129-07	5-09	4.1%	1-17	1.2%	1%	False	True	738
40	134-16	125-03	9-13	7.3%	1-10	1.0%	45%	False	False	411

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137-24
2.618	135-03
1.618	133-15
1.000	132-15
0.618	131-27
HIGH	130-27
0.618	130-07
0.500	130-01
0.382	129-27
LOW	129-07
0.618	128-07
1.000	127-19
1.618	126-19
2.618	124-31
4.250	122-10

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	130-01	130-01
PP	129-25	129-25
S1	129-17	129-17

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