ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 125-21 126-04 0-15 0.4% 126-27
High 126-18 126-18 0-00 0.0% 127-00
Low 124-28 124-23 -0-05 -0.1% 124-23
Close 126-09 125-00 -1-09 -1.0% 125-00
Range 1-22 1-27 0-05 9.3% 2-09
ATR 1-17 1-17 0-01 1.5% 0-00
Volume 560,973 392,472 -168,501 -30.0% 1,846,223
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 130-31 129-26 126-00
R3 129-04 127-31 125-16
R2 127-09 127-09 125-11
R1 126-04 126-04 125-05 125-25
PP 125-14 125-14 125-14 125-08
S1 124-09 124-09 124-27 123-30
S2 123-19 123-19 124-21
S3 121-24 122-14 124-16
S4 119-29 120-19 124-00
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 132-13 131-00 126-08
R3 130-04 128-23 125-20
R2 127-27 127-27 125-13
R1 126-14 126-14 125-07 126-00
PP 125-18 125-18 125-18 125-12
S1 124-05 124-05 124-25 123-23
S2 123-09 123-09 124-19
S3 121-00 121-28 124-12
S4 118-23 119-19 123-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-02 124-23 2-11 1.9% 1-20 1.3% 12% False True 375,840
10 130-04 124-23 5-13 4.3% 1-19 1.3% 5% False True 193,917
20 134-09 124-23 9-18 7.7% 1-16 1.2% 3% False True 97,613
40 134-16 124-23 9-25 7.8% 1-15 1.2% 3% False True 48,883
60 134-16 124-23 9-25 7.8% 1-08 1.0% 3% False True 32,594
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 0-15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-13
2.618 131-12
1.618 129-17
1.000 128-13
0.618 127-22
HIGH 126-18
0.618 125-27
0.500 125-20
0.382 125-14
LOW 124-23
0.618 123-19
1.000 122-28
1.618 121-24
2.618 119-29
4.250 116-28
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 125-20 125-20
PP 125-14 125-14
S1 125-07 125-07

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

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