ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 17-Feb-2023

Day Change Summary
	Previous	Current
	16-Feb-2023	17-Feb-2023	Change	Change %	Previous Week
Open	127-09	126-09	-1-00	-0.8%	128-06
High	127-25	127-02	-0-23	-0.6%	130-04
Low	126-07	125-16	-0-23	-0.6%	125-16
Close	126-19	126-27	0-08	0.2%	126-27
Range	1-18	1-18	0-00	0.0%	4-20
ATR	1-16	1-16	0-00	0.2%	0-00
Volume	24,870	32,980	8,110	32.6%	90,380

Daily Pivots for day following 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-05	130-18	127-22
R3	129-19	129-00	127-09
R2	128-01	128-01	127-04
R1	127-14	127-14	127-00	127-24
PP	126-15	126-15	126-15	126-20
S1	125-28	125-28	126-22	126-06
S2	124-29	124-29	126-18
S3	123-11	124-10	126-13
S4	121-25	122-24	126-00

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	141-12	138-23	129-12
R3	136-24	134-03	128-04
R2	132-04	132-04	127-22
R1	129-15	129-15	127-09	128-16
PP	127-16	127-16	127-16	127-00
S1	124-27	124-27	126-13	123-28
S2	122-28	122-28	126-00
S3	118-08	120-07	125-18
S4	113-20	115-19	124-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-04	125-16	4-20	3.6%	1-20	1.3%	29%	False	True	18,076
10	131-17	125-16	6-01	4.8%	1-14	1.1%	22%	False	True	10,219
20	134-09	125-16	8-25	6.9%	1-14	1.1%	15%	False	True	5,338
40	134-16	125-03	9-13	7.4%	1-13	1.1%	19%	False	False	2,728

Crabel Price Patterns
NR	False
NR4	False
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	0-15

Fibonacci Retracements and Extensions
4.250	133-22
2.618	131-05
1.618	129-19
1.000	128-20
0.618	128-01
HIGH	127-02
0.618	126-15
0.500	126-09
0.382	126-03
LOW	125-16
0.618	124-17
1.000	123-30
1.618	122-31
2.618	121-13
4.250	118-28

Fisher Pivots for day following 17-Feb-2023
Pivot	1 day	3 day
R1	126-21	127-06
PP	126-15	127-02
S1	126-09	126-31

Download as Excel Spreadsheet

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

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