ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 131-12 132-18 1-06 0.9% 131-26
High 133-09 132-19 -0-22 -0.5% 133-29
Low 131-06 130-05 -1-01 -0.8% 129-08
Close 132-11 130-11 -2-00 -1.5% 132-11
Range 2-03 2-14 0-11 16.4% 4-21
ATR 2-07 2-08 0-00 0.7% 0-00
Volume 401,320 251,086 -150,234 -37.4% 1,882,067
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 138-11 136-25 131-22
R3 135-29 134-11 131-00
R2 133-15 133-15 130-25
R1 131-29 131-29 130-18 131-15
PP 131-01 131-01 131-01 130-26
S1 129-15 129-15 130-04 129-01
S2 128-19 128-19 129-29
S3 126-05 127-01 129-22
S4 123-23 124-19 129-00
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 145-26 143-23 134-29
R3 141-05 139-02 133-20
R2 136-16 136-16 133-06
R1 134-13 134-13 132-25 135-14
PP 131-27 131-27 131-27 132-11
S1 129-24 129-24 131-29 130-26
S2 127-06 127-06 131-16
S3 122-17 125-03 131-02
S4 117-28 120-14 129-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-09 129-08 4-01 3.1% 2-06 1.7% 27% False False 346,203
10 133-29 129-01 4-28 3.7% 2-21 2.0% 27% False False 467,552
20 133-29 122-22 11-07 8.6% 2-11 1.8% 68% False False 468,377
40 134-09 122-22 11-19 8.9% 1-30 1.5% 66% False False 291,146
60 134-16 122-22 11-26 9.1% 1-24 1.3% 65% False False 194,149
80 134-16 122-22 11-26 9.1% 1-17 1.2% 65% False False 145,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-30
2.618 138-31
1.618 136-17
1.000 135-01
0.618 134-03
HIGH 132-19
0.618 131-21
0.500 131-12
0.382 131-03
LOW 130-05
0.618 128-21
1.000 127-23
1.618 126-07
2.618 123-25
4.250 119-26
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 131-12 131-23
PP 131-01 131-08
S1 130-22 130-26

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

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