ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 128-08 126-11 -1-29 -1.5% 127-30
High 128-10 127-07 -1-03 -0.9% 128-26
Low 125-30 125-21 -0-09 -0.2% 125-21
Close 126-05 126-29 0-24 0.6% 126-29
Range 2-12 1-18 -0-26 -34.2% 3-05
ATR 1-15 1-15 0-00 0.5% 0-00
Volume 436,760 489,824 53,064 12.1% 1,781,900
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 131-09 130-21 127-24
R3 129-23 129-03 127-11
R2 128-05 128-05 127-06
R1 127-17 127-17 127-02 127-27
PP 126-19 126-19 126-19 126-24
S1 125-31 125-31 126-24 126-09
S2 125-01 125-01 126-20
S3 123-15 124-13 126-15
S4 121-29 122-27 126-02
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 136-19 134-29 128-21
R3 133-14 131-24 127-25
R2 130-09 130-09 127-16
R1 128-19 128-19 127-06 127-28
PP 127-04 127-04 127-04 126-24
S1 125-14 125-14 126-20 124-22
S2 123-31 123-31 126-10
S3 120-26 122-09 126-01
S4 117-21 119-04 125-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-26 125-21 3-05 2.5% 1-13 1.1% 40% False True 356,380
10 128-26 125-21 3-05 2.5% 1-15 1.1% 40% False True 334,658
20 129-03 125-21 3-14 2.7% 1-16 1.2% 36% False True 318,041
40 133-08 125-09 7-31 6.3% 1-13 1.1% 20% False False 234,522
60 134-15 125-09 9-06 7.2% 1-10 1.0% 18% False False 156,453
80 134-15 125-09 9-06 7.2% 1-15 1.1% 18% False False 117,342
100 134-15 123-04 11-11 8.9% 1-08 1.0% 33% False False 93,874
120 134-15 123-04 11-11 8.9% 1-02 0.8% 33% False False 78,229
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-28
2.618 131-10
1.618 129-24
1.000 128-25
0.618 128-06
HIGH 127-07
0.618 126-20
0.500 126-14
0.382 126-08
LOW 125-21
0.618 124-22
1.000 124-03
1.618 123-04
2.618 121-18
4.250 119-00
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 126-24 127-01
PP 126-19 127-00
S1 126-14 126-30

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

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