ECBOT 30 Year Treasury Bond Future March 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 125-16 126-24 1-08 1.0% 127-11
High 127-06 128-04 0-30 0.7% 127-15
Low 125-03 126-17 1-14 1.1% 124-11
Close 126-07 127-16 1-09 1.0% 125-11
Range 2-03 1-19 -0-16 -23.9% 3-04
ATR 1-22 1-23 0-00 0.9% 0-00
Volume 321,925 318,933 -2,992 -0.9% 795,631
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 132-05 131-14 128-12
R3 130-18 129-27 127-30
R2 128-31 128-31 127-25
R1 128-08 128-08 127-21 128-20
PP 127-12 127-12 127-12 127-18
S1 126-21 126-21 127-11 127-00
S2 125-25 125-25 127-07
S3 124-06 125-02 127-02
S4 122-19 123-15 126-20
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 135-03 133-11 127-02
R3 131-31 130-07 126-06
R2 128-27 128-27 125-29
R1 127-03 127-03 125-20 126-13
PP 125-23 125-23 125-23 125-12
S1 123-31 123-31 125-02 123-09
S2 122-19 122-19 124-25
S3 119-15 120-27 124-16
S4 116-11 117-23 123-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-04 124-11 3-25 3.0% 1-15 1.2% 83% True False 250,768
10 129-22 124-11 5-11 4.2% 1-16 1.2% 59% False False 231,891
20 132-15 124-11 8-04 6.4% 1-21 1.3% 39% False False 257,689
40 132-15 117-30 14-17 11.4% 1-23 1.3% 66% False False 221,848
60 132-15 117-14 15-01 11.8% 1-24 1.4% 67% False False 148,102
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-29
2.618 132-10
1.618 130-23
1.000 129-23
0.618 129-04
HIGH 128-04
0.618 127-17
0.500 127-10
0.382 127-04
LOW 126-17
0.618 125-17
1.000 124-30
1.618 123-30
2.618 122-11
4.250 119-24
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 127-14 127-02
PP 127-12 126-21
S1 127-10 126-08

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

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