ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 128-13 128-21 0-08 0.2% 126-15
High 128-21 130-14 1-25 1.4% 130-14
Low 127-13 127-31 0-18 0.4% 126-00
Close 128-17 130-07 1-22 1.3% 130-07
Range 1-08 2-15 1-07 97.5% 4-14
ATR 1-10 1-13 0-03 6.2% 0-00
Volume 52 18 -34 -65.4% 91
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 136-30 136-02 131-18
R3 134-15 133-19 130-29
R2 132-00 132-00 130-21
R1 131-04 131-04 130-14 131-18
PP 129-17 129-17 129-17 129-24
S1 128-21 128-21 130-00 129-03
S2 127-02 127-02 129-25
S3 124-19 126-06 129-17
S4 122-04 123-23 128-28
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 142-06 140-21 132-21
R3 137-24 136-07 131-14
R2 133-10 133-10 131-01
R1 131-25 131-25 130-20 132-18
PP 128-28 128-28 128-28 129-09
S1 127-11 127-11 129-26 128-04
S2 124-14 124-14 129-13
S3 120-00 122-29 129-00
S4 115-18 118-15 127-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-14 125-03 5-11 4.1% 1-12 1.1% 96% True False 19
10 130-14 125-03 5-11 4.1% 1-06 0.9% 96% True False 11
20 133-16 125-03 8-13 6.5% 1-02 0.8% 61% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 140-30
2.618 136-29
1.618 134-14
1.000 132-29
0.618 131-31
HIGH 130-14
0.618 129-16
0.500 129-06
0.382 128-29
LOW 127-31
0.618 126-14
1.000 125-16
1.618 123-31
2.618 121-16
4.250 117-15
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 129-28 129-25
PP 129-17 129-11
S1 129-06 128-30

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

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