ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 126-08 125-31 -0-09 -0.2% 126-08
High 127-02 126-06 -0-28 -0.7% 127-24
Low 125-29 125-10 -0-19 -0.5% 125-29
Close 126-05 125-17 -0-20 -0.5% 126-12
Range 1-05 0-28 -0-09 -24.3% 1-27
ATR 1-11 1-09 -0-01 -2.4% 0-00
Volume 255,922 281,462 25,540 10.0% 1,435,149
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 128-10 127-25 126-00
R3 127-14 126-29 125-25
R2 126-18 126-18 125-22
R1 126-01 126-01 125-20 125-28
PP 125-22 125-22 125-22 125-19
S1 125-05 125-05 125-14 125-00
S2 124-26 124-26 125-12
S3 123-30 124-09 125-09
S4 123-02 123-13 125-02
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 132-07 131-04 127-12
R3 130-12 129-09 126-28
R2 128-17 128-17 126-23
R1 127-14 127-14 126-17 128-00
PP 126-22 126-22 126-22 126-30
S1 125-19 125-19 126-07 126-04
S2 124-27 124-27 126-01
S3 123-00 123-24 125-28
S4 121-05 121-29 125-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-24 125-10 2-14 1.9% 1-04 0.9% 9% False True 294,794
10 127-24 124-13 3-11 2.7% 1-06 0.9% 34% False False 306,147
20 128-18 122-30 5-20 4.5% 1-10 1.1% 46% False False 329,206
40 129-16 122-30 6-18 5.2% 1-13 1.1% 40% False False 323,856
60 133-08 122-30 10-10 8.2% 1-13 1.1% 25% False False 240,833
80 134-15 122-30 11-17 9.2% 1-11 1.1% 22% False False 180,642
100 134-15 122-30 11-17 9.2% 1-13 1.1% 22% False False 144,515
120 134-15 122-30 11-17 9.2% 1-07 1.0% 22% False False 120,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-29
2.618 128-15
1.618 127-19
1.000 127-02
0.618 126-23
HIGH 126-06
0.618 125-27
0.500 125-24
0.382 125-21
LOW 125-10
0.618 124-25
1.000 124-14
1.618 123-29
2.618 123-01
4.250 121-19
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 125-24 126-06
PP 125-22 125-31
S1 125-19 125-24

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

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