ECBOT 30 Year Treasury Bond Future September 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	133-02	132-11	-0-23	-0.5%	131-00
High	133-16	133-00	-0-16	-0.4%	134-15
Low	132-13	132-10	-0-03	-0.1%	130-21
Close	132-20	132-16	-0-04	-0.1%	133-06
Range	1-03	0-22	-0-13	-37.1%	3-26
ATR	1-14	1-12	-0-02	-3.7%	0-00
Volume	5	20	15	300.0%	64

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	134-21	134-09	132-28
R3	133-31	133-19	132-22
R2	133-09	133-09	132-20
R1	132-29	132-29	132-18	133-03
PP	132-19	132-19	132-19	132-22
S1	132-07	132-07	132-14	132-13
S2	131-29	131-29	132-12
S3	131-07	131-17	132-10
S4	130-17	130-27	132-04

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	132-10	2-05	1.6%	0-24	0.6%	9%	False	True	9
10	134-15	129-10	5-05	3.9%	1-02	0.8%	62%	False	False	11
20	134-15	129-07	5-08	4.0%	1-14	1.1%	63%	False	False	7
40	134-15	123-04	11-11	8.6%	1-06	0.9%	83%	False	False	7
60	134-15	123-04	11-11	8.6%	0-27	0.6%	83%	False	False	5

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-30
2.618	134-26
1.618	134-04
1.000	133-22
0.618	133-14
HIGH	133-00
0.618	132-24
0.500	132-21
0.382	132-18
LOW	132-10
0.618	131-28
1.000	131-20
1.618	131-06
2.618	130-16
4.250	129-12

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	132-21	132-29
PP	132-19	132-25
S1	132-18	132-20

Download as Excel Spreadsheet

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

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