ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 127-12 128-02 0-22 0.5% 127-10
High 128-11 128-09 -0-02 0.0% 128-13
Low 126-12 127-01 0-21 0.5% 126-04
Close 128-02 128-05 0-03 0.1% 127-11
Range 1-31 1-08 -0-23 -36.5% 2-09
ATR 1-16 1-15 -0-01 -1.2% 0-00
Volume 348,427 308,858 -39,569 -11.4% 1,647,086
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 131-18 131-04 128-27
R3 130-10 129-28 128-16
R2 129-02 129-02 128-12
R1 128-20 128-20 128-09 128-27
PP 127-26 127-26 127-26 127-30
S1 127-12 127-12 128-01 127-19
S2 126-18 126-18 127-30
S3 125-10 126-04 127-26
S4 124-02 124-28 127-15
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 134-04 133-01 128-19
R3 131-27 130-24 127-31
R2 129-18 129-18 127-24
R1 128-15 128-15 127-18 129-00
PP 127-09 127-09 127-09 127-18
S1 126-06 126-06 127-04 126-24
S2 125-00 125-00 126-30
S3 122-23 123-29 126-23
S4 120-14 121-20 126-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-11 126-07 2-04 1.7% 1-16 1.2% 91% False False 324,809
10 128-16 125-27 2-21 2.1% 1-19 1.3% 87% False False 314,975
20 129-16 125-09 4-07 3.3% 1-15 1.1% 68% False False 334,175
40 133-08 125-09 7-31 6.2% 1-13 1.1% 36% False False 174,530
60 134-15 125-09 9-06 7.2% 1-10 1.0% 31% False False 116,366
80 134-15 123-04 11-11 8.9% 1-13 1.1% 44% False False 87,276
100 134-15 123-04 11-11 8.9% 1-05 0.9% 44% False False 69,821
120 134-15 123-04 11-11 8.9% 0-31 0.8% 44% False False 58,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-19
2.618 131-18
1.618 130-10
1.000 129-17
0.618 129-02
HIGH 128-09
0.618 127-26
0.500 127-21
0.382 127-16
LOW 127-01
0.618 126-08
1.000 125-25
1.618 125-00
2.618 123-24
4.250 121-23
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 128-00 127-28
PP 127-26 127-20
S1 127-21 127-12

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

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