ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	134-05	134-11	0-06	0.1%	132-03
High	134-05	134-14	0-09	0.2%	133-06
Low	134-05	134-11	0-06	0.1%	132-03
Close	134-05	134-11	0-06	0.1%	132-17
Range	0-00	0-03	0-03		1-03
ATR	0-25	0-24	-0-01	-4.6%	0-00
Volume

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-21	134-19	134-13
R3	134-18	134-16	134-12
R2	134-15	134-15	134-12
R1	134-13	134-13	134-11	134-12
PP	134-12	134-12	134-12	134-12
S1	134-10	134-10	134-11	134-10
S2	134-09	134-09	134-10
S3	134-06	134-07	134-10
S4	134-03	134-04	134-09

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	135-28	135-10	133-04
R3	134-25	134-07	132-27
R2	133-22	133-22	132-23
R1	133-04	133-04	132-20	133-13
PP	132-19	132-19	132-19	132-24
S1	132-01	132-01	132-14	132-10
S2	131-16	131-16	132-11
S3	130-13	130-30	132-07
S4	129-10	129-27	131-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-14	132-05	2-09	1.7%	0-01	0.0%	96%	True	False
10	134-14	132-03	2-11	1.7%	0-03	0.1%	96%	True	False
20	134-14	129-14	5-00	3.7%	0-01	0.0%	98%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	134-27
2.618	134-22
1.618	134-19
1.000	134-17
0.618	134-16
HIGH	134-14
0.618	134-13
0.500	134-12
0.382	134-12
LOW	134-11
0.618	134-09
1.000	134-08
1.618	134-06
2.618	134-03
4.250	133-30

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	134-12	134-00
PP	134-12	133-22
S1	134-12	133-12

Download as Excel Spreadsheet

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

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