ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 130-08 130-09 0-01 0.0% 126-15
High 130-19 132-00 1-13 1.1% 130-14
Low 130-05 129-16 -0-21 -0.5% 126-00
Close 130-10 131-27 1-17 1.2% 130-07
Range 0-14 2-16 2-02 471.4% 4-14
ATR 1-13 1-15 0-03 5.6% 0-00
Volume 850 16 -834 -98.1% 91
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 138-20 137-23 133-07
R3 136-04 135-07 132-17
R2 133-20 133-20 132-10
R1 132-23 132-23 132-02 133-06
PP 131-04 131-04 131-04 131-11
S1 130-07 130-07 131-20 130-22
S2 128-20 128-20 131-12
S3 126-04 127-23 131-05
S4 123-20 125-07 130-15
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
5 132-00 127-31 4-01 3.1% 1-20 1.2% 96% True False 265
10 132-00 125-03 6-29 5.2% 1-10 1.0% 98% True False 141
20 133-16 125-03 8-13 6.4% 1-05 0.9% 80% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 142-20
2.618 138-17
1.618 136-01
1.000 134-16
0.618 133-17
HIGH 132-00
0.618 131-01
0.500 130-24
0.382 130-15
LOW 129-16
0.618 127-31
1.000 127-00
1.618 125-15
2.618 122-31
4.250 118-28
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 131-15 131-14
PP 131-04 131-01
S1 130-24 130-20

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

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