ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 133-01 132-03 -0-30 -0.7% 131-15
High 133-01 132-13 -0-20 -0.5% 133-04
Low 132-05 130-10 -1-27 -1.4% 129-17
Close 132-05 130-15 -1-22 -1.3% 132-05
Range 0-28 2-03 1-07 139.3% 3-19
ATR 1-22 1-23 0-01 1.7% 0-00
Volume 4 8 4 100.0% 11
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 137-11 136-00 131-20
R3 135-08 133-29 131-01
R2 133-05 133-05 130-27
R1 131-26 131-26 130-21 131-14
PP 131-02 131-02 131-02 130-28
S1 129-23 129-23 130-09 129-11
S2 128-31 128-31 130-03
S3 126-28 127-20 129-29
S4 124-25 125-17 129-10
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 142-12 140-28 134-04
R3 138-25 137-09 133-05
R2 135-06 135-06 132-26
R1 133-22 133-22 132-16 134-14
PP 131-19 131-19 131-19 132-00
S1 130-03 130-03 131-26 130-27
S2 128-00 128-00 131-16
S3 124-13 126-16 131-05
S4 120-26 122-29 130-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-01 129-17 3-16 2.7% 1-17 1.2% 27% False False 3
10 133-08 129-07 4-01 3.1% 2-00 1.5% 31% False False 4
20 133-17 123-04 10-13 8.0% 1-22 1.3% 71% False False 8
40 134-14 123-04 11-10 8.7% 0-30 0.7% 65% False False 4
60 134-14 123-04 11-10 8.7% 0-21 0.5% 65% False False 3
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 0-10
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141-10
2.618 137-28
1.618 135-25
1.000 134-16
0.618 133-22
HIGH 132-13
0.618 131-19
0.500 131-12
0.382 131-04
LOW 130-10
0.618 129-01
1.000 128-07
1.618 126-30
2.618 124-27
4.250 121-13
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 131-12 131-22
PP 131-02 131-09
S1 130-24 130-28

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

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