ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 121-01 119-21 -1-12 -1.1% 120-25
High 121-01 119-21 -1-12 -1.1% 121-01
Low 120-05 119-21 -0-16 -0.4% 119-22
Close 120-05 119-21 -0-16 -0.4% 120-05
Range 0-28 0-00 -0-28 -100.0% 1-11
ATR 0-26 0-25 -0-01 -2.7% 0-00
Volume 10 0 -10 -100.0% 31
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 119-21 119-21 119-21
R3 119-21 119-21 119-21
R2 119-21 119-21 119-21
R1 119-21 119-21 119-21 119-21
PP 119-21 119-21 119-21 119-21
S1 119-21 119-21 119-21 119-21
S2 119-21 119-21 119-21
S3 119-21 119-21 119-21
S4 119-21 119-21 119-21
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 124-10 123-19 120-29
R3 122-31 122-08 120-17
R2 121-20 121-20 120-13
R1 120-29 120-29 120-09 120-19
PP 120-09 120-09 120-09 120-04
S1 119-18 119-18 120-01 119-08
S2 118-30 118-30 119-29
S3 117-19 118-07 119-25
S4 116-08 116-28 119-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-01 119-21 1-12 1.1% 0-17 0.4% 0% False True 6
10 122-18 119-21 2-29 2.4% 0-12 0.3% 0% False True 9
20 122-18 118-03 4-15 3.7% 0-07 0.2% 35% False False 4
40 128-00 118-03 9-29 8.3% 0-05 0.1% 16% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-21
2.618 119-21
1.618 119-21
1.000 119-21
0.618 119-21
HIGH 119-21
0.618 119-21
0.500 119-21
0.382 119-21
LOW 119-21
0.618 119-21
1.000 119-21
1.618 119-21
2.618 119-21
4.250 119-21
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 119-21 120-11
PP 119-21 120-04
S1 119-21 119-28

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

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