ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 131-05 132-05 1-00 0.8% 132-18
High 132-14 133-07 0-25 0.6% 132-19
Low 130-12 131-05 0-25 0.6% 129-06
Close 131-30 133-04 1-06 0.9% 131-05
Range 2-02 2-02 0-00 0.0% 3-13
ATR 2-00 2-00 0-00 0.3% 0-00
Volume 267,301 257,343 -9,958 -3.7% 1,284,306
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 138-22 137-31 134-08
R3 136-20 135-29 133-22
R2 134-18 134-18 133-16
R1 133-27 133-27 133-10 134-06
PP 132-16 132-16 132-16 132-22
S1 131-25 131-25 132-30 132-04
S2 130-14 130-14 132-24
S3 128-12 129-23 132-18
S4 126-10 127-21 132-00
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 141-06 139-19 133-01
R3 137-25 136-06 132-03
R2 134-12 134-12 131-25
R1 132-25 132-25 131-15 131-28
PP 130-31 130-31 130-31 130-17
S1 129-12 129-12 130-27 128-15
S2 127-18 127-18 130-17
S3 124-05 125-31 130-07
S4 120-24 122-18 129-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-07 129-06 4-01 3.0% 1-19 1.2% 98% True False 265,026
10 133-09 129-06 4-03 3.1% 1-25 1.3% 96% False False 295,757
20 133-29 124-19 9-10 7.0% 2-11 1.8% 92% False False 435,399
40 133-29 122-22 11-07 8.4% 1-29 1.4% 93% False False 329,982
60 134-16 122-22 11-26 8.9% 1-25 1.3% 88% False False 220,112
80 134-16 122-22 11-26 8.9% 1-19 1.2% 88% False False 165,089
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 0-16
Fibonacci Retracements and Extensions
4.250 142-00
2.618 138-20
1.618 136-18
1.000 135-09
0.618 134-16
HIGH 133-07
0.618 132-14
0.500 132-06
0.382 131-30
LOW 131-05
0.618 129-28
1.000 129-03
1.618 127-26
2.618 125-24
4.250 122-12
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 132-26 132-18
PP 132-16 132-00
S1 132-06 131-14

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

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