ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	126-00	126-12	0-12	0.3%	125-14
High	126-00	129-16	3-16	2.8%	129-16
Low	125-11	126-12	1-01	0.8%	124-25
Close	126-00	129-16	3-16	2.8%	129-16
Range	0-21	3-04	2-15	376.2%	4-23
ATR	1-00	1-05	0-06	18.2%	0-00
Volume	0	17	17		48

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	137-27	136-25	131-07
R3	134-23	133-21	130-12
R2	131-19	131-19	130-02
R1	130-17	130-17	129-25	131-02
PP	128-15	128-15	128-15	128-23
S1	127-13	127-13	129-07	127-30
S2	125-11	125-11	128-30
S3	122-07	124-09	128-20
S4	119-03	121-05	127-25

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	142-03	140-16	132-03
R3	137-12	135-25	130-26
R2	132-21	132-21	130-12
R1	131-02	131-02	129-30	131-28
PP	127-30	127-30	127-30	128-10
S1	126-11	126-11	129-02	127-04
S2	123-07	123-07	128-20
S3	118-16	121-20	128-06
S4	113-25	116-29	126-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-16	124-25	4-23	3.6%	1-12	1.1%	100%	True	False	9
10	129-16	123-04	6-12	4.9%	0-31	0.7%	100%	True	False	6
20	129-20	123-04	6-16	5.0%	0-19	0.5%	98%	False	False	4
40	134-14	123-04	11-10	8.7%	0-11	0.3%	56%	False	False	2

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	0-04
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	142-25
2.618	137-22
1.618	134-18
1.000	132-20
0.618	131-14
HIGH	129-16
0.618	128-10
0.500	127-30
0.382	127-18
LOW	126-12
0.618	124-14
1.000	123-08
1.618	121-10
2.618	118-06
4.250	113-03

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	128-31	128-26
PP	128-15	128-04
S1	127-30	127-14

Download as Excel Spreadsheet

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

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