ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	129-05	128-12	-0-25	-0.6%	131-13
High	129-05	129-09	0-04	0.1%	131-15
Low	129-05	127-22	-1-15	-1.1%	129-06
Close	129-05	128-09	-0-28	-0.7%	129-06
Range	0-00	1-19	1-19		2-09
ATR	0-25	0-27	0-02	7.4%	0-00
Volume	0	21	21		2

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	133-06	132-11	129-05
R3	131-19	130-24	128-23
R2	130-00	130-00	128-18
R1	129-05	129-05	128-14	128-25
PP	128-13	128-13	128-13	128-08
S1	127-18	127-18	128-04	127-06
S2	126-26	126-26	128-00
S3	125-07	125-31	127-27
S4	123-20	124-12	127-13

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	136-25	135-09	130-14
R3	134-16	133-00	129-26
R2	132-07	132-07	129-19
R1	130-23	130-23	129-13	130-10
PP	129-30	129-30	129-30	129-24
S1	128-14	128-14	128-31	128-02
S2	127-21	127-21	128-25
S3	125-12	126-05	128-18
S4	123-03	123-28	127-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-15	127-22	3-25	2.9%	0-18	0.4%	16%	False	True	4
10	134-14	127-22	6-24	5.3%	0-11	0.3%	9%	False	True	2
20	134-14	127-22	6-24	5.3%	0-07	0.2%	9%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	136-02
2.618	133-15
1.618	131-28
1.000	130-28
0.618	130-09
HIGH	129-09
0.618	128-22
0.500	128-16
0.382	128-09
LOW	127-22
0.618	126-22
1.000	126-03
1.618	125-03
2.618	123-16
4.250	120-29

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	128-16	128-21
PP	128-13	128-17
S1	128-11	128-13

Download as Excel Spreadsheet

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

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