ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 131-17 131-17 0-00 0.0% 129-26
High 132-10 131-29 -0-13 -0.3% 133-16
Low 131-17 130-13 -1-04 -0.9% 129-26
Close 132-10 130-27 -1-15 -1.1% 132-10
Range 0-25 1-16 0-23 92.0% 3-22
ATR 1-09 1-11 0-01 3.4% 0-00
Volume 17 24 7 41.2% 217
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 135-18 134-22 131-21
R3 134-02 133-06 131-08
R2 132-18 132-18 131-04
R1 131-22 131-22 130-31 131-12
PP 131-02 131-02 131-02 130-28
S1 130-06 130-06 130-23 129-28
S2 129-18 129-18 130-18
S3 128-02 128-22 130-14
S4 126-18 127-06 130-01
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 142-30 141-10 134-11
R3 139-08 137-20 133-10
R2 135-18 135-18 133-00
R1 133-30 133-30 132-21 134-24
PP 131-28 131-28 131-28 132-09
S1 130-08 130-08 131-31 131-02
S2 128-06 128-06 131-20
S3 124-16 126-18 131-10
S4 120-26 122-28 130-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-16 130-13 3-03 2.4% 0-31 0.7% 14% False True 46
10 133-16 129-26 3-22 2.8% 0-31 0.7% 28% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-09
2.618 135-27
1.618 134-11
1.000 133-13
0.618 132-27
HIGH 131-29
0.618 131-11
0.500 131-05
0.382 130-31
LOW 130-13
0.618 129-15
1.000 128-29
1.618 127-31
2.618 126-15
4.250 124-01
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 131-05 131-30
PP 131-02 131-19
S1 130-30 131-07

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

View Archives - Comment on this page... - Back to Index of Symbols