ECBOT 30 Year Treasury Bond Future September 2023

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

Day Change Summary
	Previous	Current
	07-Apr-2023	10-Apr-2023	Change	Change %	Previous Week
Open	133-06	133-02	-0-04	-0.1%	131-00
High	133-06	133-16	0-10	0.2%	134-15
Low	133-06	132-13	-0-25	-0.6%	130-21
Close	133-06	132-20	-0-18	-0.4%	133-06
Range	0-00	1-03	1-03		3-26
ATR	1-15	1-14	-0-01	-1.8%	0-00
Volume	0	5	5		64

Daily Pivots for day following 10-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	136-04	135-15	133-07
R3	135-01	134-12	132-30
R2	133-30	133-30	132-26
R1	133-09	133-09	132-23	133-02
PP	132-27	132-27	132-27	132-24
S1	132-06	132-06	132-17	131-31
S2	131-24	131-24	132-14
S3	130-21	131-03	132-10
S4	129-18	130-00	132-01

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	144-07	142-16	135-09
R3	140-13	138-22	134-08
R2	136-19	136-19	133-28
R1	134-28	134-28	133-17	135-24
PP	132-25	132-25	132-25	133-06
S1	131-02	131-02	132-27	131-30
S2	128-31	128-31	132-16
S3	125-05	127-08	132-04
S4	121-11	123-14	131-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-15	131-06	3-09	2.5%	1-01	0.8%	44%	False	False	11
10	134-15	129-10	5-05	3.9%	1-01	0.8%	64%	False	False	9
20	134-15	129-07	5-08	4.0%	1-17	1.1%	65%	False	False	7
40	134-15	123-04	11-11	8.6%	1-05	0.9%	84%	False	False	7
60	134-15	123-04	11-11	8.6%	0-26	0.6%	84%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138-05
2.618	136-12
1.618	135-09
1.000	134-19
0.618	134-06
HIGH	133-16
0.618	133-03
0.500	132-30
0.382	132-26
LOW	132-13
0.618	131-23
1.000	131-10
1.618	130-20
2.618	129-17
4.250	127-24

Fisher Pivots for day following 10-Apr-2023
Pivot	1 day	3 day
R1	132-30	133-14
PP	132-27	133-05
S1	132-24	132-29

Download as Excel Spreadsheet

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

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