ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	126-12	130-26	4-14	3.5%	125-14
High	129-16	133-17	4-01	3.1%	129-16
Low	126-12	129-08	2-28	2.3%	124-25
Close	129-16	131-16	2-00	1.5%	129-16
Range	3-04	4-09	1-05	37.0%	4-23
ATR	1-05	1-12	0-07	19.1%	0-00
Volume	17	47	30	176.5%	48

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	144-09	142-05	133-27
R3	140-00	137-28	132-22
R2	135-23	135-23	132-09
R1	133-19	133-19	131-29	134-21
PP	131-14	131-14	131-14	131-30
S1	129-10	129-10	131-03	130-12
S2	127-05	127-05	130-23
S3	122-28	125-01	130-10
S4	118-19	120-24	129-05

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	133-17	125-07	8-10	6.3%	1-29	1.4%	76%	True	False	18
10	133-17	123-04	10-13	7.9%	1-12	1.1%	80%	True	False	11
20	133-17	123-04	10-13	7.9%	0-26	0.6%	80%	True	False	6
40	134-14	123-04	11-10	8.6%	0-15	0.4%	74%	False	False	3

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	0-08
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	151-23
2.618	144-24
1.618	140-15
1.000	137-26
0.618	136-06
HIGH	133-17
0.618	131-29
0.500	131-12
0.382	130-28
LOW	129-08
0.618	126-19
1.000	124-31
1.618	122-10
2.618	118-01
4.250	111-02

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	131-15	130-26
PP	131-14	130-04
S1	131-12	129-14

Download as Excel Spreadsheet

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

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