ECBOT 30 Year Treasury Bond Future June 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	132-07	131-15	-0-24	-0.6%	130-26
High	132-21	131-20	-1-01	-0.8%	130-31
Low	131-13	130-07	-1-06	-0.9%	129-04
Close	131-23	130-13	-1-10	-1.0%	129-29
Range	1-08	1-13	0-05	12.5%	1-27
ATR	1-17	1-17	0-00	-0.2%	0-00
Volume	282,777	277,422	-5,355	-1.9%	1,164,534

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-31	134-03	131-06
R3	133-18	132-22	130-25
R2	132-05	132-05	130-21
R1	131-09	131-09	130-17	131-00
PP	130-24	130-24	130-24	130-20
S1	129-28	129-28	130-09	129-20
S2	129-11	129-11	130-05
S3	127-30	128-15	130-01
S4	126-17	127-02	129-20

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	135-17	134-18	130-29
R3	133-22	132-23	130-13
R2	131-27	131-27	130-08
R1	130-28	130-28	130-02	130-14
PP	130-00	130-00	130-00	129-25
S1	129-01	129-01	129-24	128-19
S2	128-05	128-05	129-18
S3	126-10	127-06	129-13
S4	124-15	125-11	128-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-21	129-24	2-29	2.2%	1-11	1.0%	23%	False	False	250,103
10	132-21	129-04	3-17	2.7%	1-08	1.0%	36%	False	False	246,814
20	134-14	129-04	5-10	4.1%	1-12	1.1%	24%	False	False	246,411
40	134-14	122-22	11-24	9.0%	1-27	1.4%	66%	False	False	347,978
60	134-14	122-22	11-24	9.0%	1-24	1.3%	66%	False	False	284,089
80	134-16	122-22	11-26	9.1%	1-21	1.3%	65%	False	False	213,126
100	134-16	122-22	11-26	9.1%	1-17	1.2%	65%	False	False	170,504

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	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-19
2.618	135-10
1.618	133-29
1.000	133-01
0.618	132-16
HIGH	131-20
0.618	131-03
0.500	130-30
0.382	130-24
LOW	130-07
0.618	129-11
1.000	128-26
1.618	127-30
2.618	126-17
4.250	124-08

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	130-30	131-14
PP	130-24	131-03
S1	130-18	130-24

Download as Excel Spreadsheet

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

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