ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 07-Feb-2023
Day Change Summary
Previous Current
06-Feb-2023 07-Feb-2023 Change Change % Previous Week
Open 131-03 130-13 -0-22 -0.5% 131-19
High 131-17 130-27 -0-22 -0.5% 134-09
Low 130-09 129-21 -0-20 -0.5% 130-28
Close 130-16 129-28 -0-20 -0.5% 131-18
Range 1-08 1-06 -0-02 -5.0% 3-13
ATR 1-17 1-16 -0-01 -1.6% 0-00
Volume 631 3,018 2,387 378.3% 3,808
Daily Pivots for day following 07-Feb-2023
Classic Woodie Camarilla DeMark
R4 133-22 132-31 130-17
R3 132-16 131-25 130-06
R2 131-10 131-10 130-03
R1 130-19 130-19 129-31 130-12
PP 130-04 130-04 130-04 130-00
S1 129-13 129-13 129-25 129-06
S2 128-30 128-30 129-21
S3 127-24 128-07 129-18
S4 126-18 127-01 129-07
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 142-15 140-13 133-14
R3 139-02 137-00 132-16
R2 135-21 135-21 132-06
R1 133-19 133-19 131-28 132-30
PP 132-08 132-08 132-08 131-29
S1 130-06 130-06 131-08 129-16
S2 128-27 128-27 130-30
S3 125-14 126-25 130-20
S4 122-01 123-12 129-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-09 129-21 4-20 3.6% 1-22 1.3% 5% False True 1,161
10 134-09 129-21 4-20 3.6% 1-12 1.1% 5% False True 792
20 134-16 129-07 5-09 4.1% 1-16 1.2% 12% False False 521
40 134-16 125-03 9-13 7.2% 1-10 1.0% 51% False False 271
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-28
2.618 133-30
1.618 132-24
1.000 132-01
0.618 131-18
HIGH 130-27
0.618 130-12
0.500 130-08
0.382 130-04
LOW 129-21
0.618 128-30
1.000 128-15
1.618 127-24
2.618 126-18
4.250 124-20
Fisher Pivots for day following 07-Feb-2023
Pivot 1 day 3 day
R1 130-08 131-24
PP 130-04 131-04
S1 130-00 130-16

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

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