ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 127-26 128-03 0-09 0.2% 127-20
High 128-17 128-08 -0-09 -0.2% 128-21
Low 127-23 126-06 -1-17 -1.2% 127-03
Close 128-14 126-12 -2-02 -1.6% 128-00
Range 0-26 2-02 1-08 153.8% 1-18
ATR 0-29 1-00 0-03 10.6% 0-00
Volume 1 62 61 6,100.0% 13
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 133-04 131-26 127-16
R3 131-02 129-24 126-30
R2 129-00 129-00 126-24
R1 127-22 127-22 126-18 127-10
PP 126-30 126-30 126-30 126-24
S1 125-20 125-20 126-06 125-08
S2 124-28 124-28 126-00
S3 122-26 123-18 125-26
S4 120-24 121-16 125-08
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 132-19 131-28 128-28
R3 131-01 130-10 128-14
R2 129-15 129-15 128-09
R1 128-24 128-24 128-05 129-04
PP 127-29 127-29 127-29 128-03
S1 127-06 127-06 127-27 127-18
S2 126-11 126-11 127-23
S3 124-25 125-20 127-18
S4 123-07 124-02 127-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-27 126-06 2-21 2.1% 1-02 0.8% 7% False True 15
10 128-27 126-06 2-21 2.1% 0-24 0.6% 7% False True 9
20 129-09 126-06 3-03 2.4% 0-19 0.5% 6% False True 4
40 132-20 126-02 6-18 5.2% 0-13 0.3% 5% False False 2
60 133-31 126-02 7-29 6.3% 0-09 0.2% 4% False False 1
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 0-04
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 137-00
2.618 133-21
1.618 131-19
1.000 130-10
0.618 129-17
HIGH 128-08
0.618 127-15
0.500 127-07
0.382 126-31
LOW 126-06
0.618 124-29
1.000 124-04
1.618 122-27
2.618 120-25
4.250 117-14
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 127-07 127-13
PP 126-30 127-02
S1 126-21 126-23

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

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