ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 129-28 130-20 0-24 0.6% 126-15
High 130-31 130-20 -0-11 -0.3% 130-14
Low 129-21 129-07 -0-14 -0.3% 126-00
Close 130-29 129-12 -1-17 -1.2% 130-07
Range 1-10 1-13 0-03 7.1% 4-14
ATR 1-13 1-13 0-01 1.5% 0-00
Volume 32 411 379 1,184.4% 91
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 133-31 133-02 130-05
R3 132-18 131-21 129-24
R2 131-05 131-05 129-20
R1 130-08 130-08 129-16 130-00
PP 129-24 129-24 129-24 129-20
S1 128-27 128-27 129-08 128-19
S2 128-11 128-11 129-04
S3 126-30 127-14 129-00
S4 125-17 126-01 128-19
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
5 130-31 127-13 3-18 2.8% 1-13 1.1% 55% False False 103
10 130-31 125-03 5-28 4.5% 1-10 1.0% 73% False False 55
20 133-16 125-03 8-13 6.5% 1-03 0.9% 51% False False 42
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-19
2.618 134-10
1.618 132-29
1.000 132-01
0.618 131-16
HIGH 130-20
0.618 130-03
0.500 129-30
0.382 129-24
LOW 129-07
0.618 128-11
1.000 127-26
1.618 126-30
2.618 125-17
4.250 123-08
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 129-30 129-15
PP 129-24 129-14
S1 129-18 129-13

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

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