ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 23-Mar-2023
Day Change Summary
Previous Current
22-Mar-2023 23-Mar-2023 Change Change % Previous Week
Open 129-28 131-23 1-27 1.4% 129-14
High 131-28 132-08 0-12 0.3% 133-16
Low 129-08 130-14 1-06 0.9% 128-07
Close 130-31 131-25 0-26 0.6% 132-23
Range 2-20 1-26 -0-26 -31.0% 5-09
ATR 2-09 2-08 -0-01 -1.5% 0-00
Volume 376,053 371,247 -4,806 -1.3% 3,510,256
Daily Pivots for day following 23-Mar-2023
Classic Woodie Camarilla DeMark
R4 136-30 136-05 132-25
R3 135-04 134-11 132-09
R2 133-10 133-10 132-04
R1 132-17 132-17 131-30 132-30
PP 131-16 131-16 131-16 131-22
S1 130-23 130-23 131-20 131-04
S2 129-22 129-22 131-14
S3 127-28 128-29 131-09
S4 126-02 127-03 130-25
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 147-10 145-10 135-20
R3 142-01 140-01 134-05
R2 136-24 136-24 133-22
R1 134-24 134-24 133-06 135-24
PP 131-15 131-15 131-15 132-00
S1 129-15 129-15 132-08 130-15
S2 126-06 126-06 131-24
S3 120-29 124-06 131-09
S4 115-20 118-29 129-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-29 129-08 4-21 3.5% 2-13 1.8% 54% False False 390,316
10 133-29 126-03 7-26 5.9% 3-01 2.3% 73% False False 570,753
20 133-29 122-22 11-07 8.5% 2-09 1.7% 81% False False 471,684
40 134-09 122-22 11-19 8.8% 1-28 1.4% 78% False False 274,841
60 134-16 122-22 11-26 9.0% 1-23 1.3% 77% False False 183,276
80 134-16 122-22 11-26 9.0% 1-16 1.1% 77% False False 137,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 139-30
2.618 137-00
1.618 135-06
1.000 134-02
0.618 133-12
HIGH 132-08
0.618 131-18
0.500 131-11
0.382 131-04
LOW 130-14
0.618 129-10
1.000 128-20
1.618 127-16
2.618 125-22
4.250 122-24
Fisher Pivots for day following 23-Mar-2023
Pivot 1 day 3 day
R1 131-20 131-14
PP 131-16 131-03
S1 131-11 130-24

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

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