ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 125-31 125-27 -0-04 -0.1% 126-08
High 126-06 126-10 0-04 0.1% 127-24
Low 125-10 125-16 0-06 0.1% 125-29
Close 125-17 126-06 0-21 0.5% 126-12
Range 0-28 0-26 -0-02 -7.1% 1-27
ATR 1-09 1-08 -0-01 -2.7% 0-00
Volume 281,462 292,646 11,184 4.0% 1,435,149
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 128-14 128-04 126-20
R3 127-20 127-10 126-13
R2 126-26 126-26 126-11
R1 126-16 126-16 126-08 126-21
PP 126-00 126-00 126-00 126-02
S1 125-22 125-22 126-04 125-27
S2 125-06 125-06 126-01
S3 124-12 124-28 125-31
S4 123-18 124-02 125-24
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
5 127-20 125-10 2-10 1.8% 1-02 0.9% 38% False False 283,104
10 127-24 125-10 2-14 1.9% 1-03 0.9% 36% False False 296,866
20 128-13 122-30 5-15 4.3% 1-10 1.0% 59% False False 328,685
40 129-16 122-30 6-18 5.2% 1-13 1.1% 50% False False 324,448
60 133-08 122-30 10-10 8.2% 1-13 1.1% 32% False False 245,705
80 134-15 122-30 11-17 9.1% 1-10 1.0% 28% False False 184,300
100 134-15 122-30 11-17 9.1% 1-13 1.1% 28% False False 147,441
120 134-15 122-30 11-17 9.1% 1-07 1.0% 28% False False 122,868
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-24
2.618 128-14
1.618 127-20
1.000 127-04
0.618 126-26
HIGH 126-10
0.618 126-00
0.500 125-29
0.382 125-26
LOW 125-16
0.618 125-00
1.000 124-22
1.618 124-06
2.618 123-12
4.250 122-02
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 126-03 126-06
PP 126-00 126-06
S1 125-29 126-06

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

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