ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	131-21	132-24	1-03	0.8%	125-14
High	132-27	133-08	0-13	0.3%	129-16
Low	129-07	130-18	1-11	1.0%	124-25
Close	131-21	130-18	-1-03	-0.8%	129-16
Range	3-20	2-22	-0-30	-25.9%	4-23
ATR	1-20	1-22	0-02	4.7%	0-00
Volume	8	7	-1	-12.5%	48

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	139-17	137-23	132-01
R3	136-27	135-01	131-10
R2	134-05	134-05	131-02
R1	132-11	132-11	130-26	131-29
PP	131-15	131-15	131-15	131-08
S1	129-21	129-21	130-10	129-07
S2	128-25	128-25	130-02
S3	126-03	126-31	129-26
S4	123-13	124-09	129-03

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	126-12	7-05	5.5%	3-07	2.5%	59%	False	False	18
10	133-17	123-29	9-20	7.4%	2-04	1.6%	69%	False	False	13
20	133-17	123-04	10-13	8.0%	1-05	0.9%	71%	False	False	7
40	134-14	123-04	11-10	8.7%	0-22	0.5%	66%	False	False	4

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-22
2.618	140-09
1.618	137-19
1.000	135-30
0.618	134-29
HIGH	133-08
0.618	132-07
0.500	131-29
0.382	131-19
LOW	130-18
0.618	128-29
1.000	127-28
1.618	126-07
2.618	123-17
4.250	119-04

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	131-29	131-08
PP	131-15	131-00
S1	131-00	130-25

Download as Excel Spreadsheet

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

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