ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 17-Mar-2023

Day Change Summary
	Previous	Current
	16-Mar-2023	17-Mar-2023	Change	Change %	Previous Week
Open	132-24	131-02	-1-22	-1.3%	130-26
High	133-08	132-26	-0-14	-0.3%	133-17
Low	130-18	131-02	0-16	0.4%	129-07
Close	130-18	132-22	2-04	1.6%	132-22
Range	2-22	1-24	-0-30	-34.9%	4-10
ATR	1-22	1-24	0-01	2.3%	0-00
Volume	7	2	-5	-71.4%	75

Daily Pivots for day following 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	137-14	136-26	133-21
R3	135-22	135-02	133-05
R2	133-30	133-30	133-00
R1	133-10	133-10	132-27	133-20
PP	132-06	132-06	132-06	132-11
S1	131-18	131-18	132-17	131-28
S2	130-14	130-14	132-12
S3	128-22	129-26	132-07
S4	126-30	128-02	131-23

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	144-24	143-01	135-02
R3	140-14	138-23	133-28
R2	136-04	136-04	133-15
R1	134-13	134-13	133-03	135-08
PP	131-26	131-26	131-26	132-08
S1	130-03	130-03	132-09	130-30
S2	127-16	127-16	131-29
S3	123-06	125-25	131-16
S4	118-28	121-15	130-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-17	129-07	4-10	3.3%	2-31	2.2%	80%	False	False	15
10	133-17	124-25	8-24	6.6%	2-05	1.6%	90%	False	False	12
20	133-17	123-04	10-13	7.8%	1-08	0.9%	92%	False	False	7
40	134-14	123-04	11-10	8.5%	0-23	0.5%	85%	False	False	4

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	140-08
2.618	137-13
1.618	135-21
1.000	134-18
0.618	133-29
HIGH	132-26
0.618	132-05
0.500	131-30
0.382	131-23
LOW	131-02
0.618	129-31
1.000	129-10
1.618	128-07
2.618	126-15
4.250	123-20

Fisher Pivots for day following 17-Mar-2023
Pivot	1 day	3 day
R1	132-14	132-06
PP	132-06	131-23
S1	131-30	131-08

Download as Excel Spreadsheet

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

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