ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 120-08 120-19 0-11 0.3% 120-25
High 120-08 120-19 0-11 0.3% 121-01
Low 119-14 119-21 0-07 0.2% 119-22
Close 120-08 119-21 -0-19 -0.5% 120-05
Range 0-26 0-30 0-04 15.4% 1-11
ATR 0-24 0-25 0-00 1.6% 0-00
Volume 0 3 3 31
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 122-25 122-05 120-06
R3 121-27 121-07 119-29
R2 120-29 120-29 119-26
R1 120-09 120-09 119-24 120-04
PP 119-31 119-31 119-31 119-28
S1 119-11 119-11 119-18 119-06
S2 119-01 119-01 119-16
S3 118-03 118-13 119-13
S4 117-05 117-15 119-04
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
5 121-01 119-14 1-19 1.3% 0-17 0.4% 14% False False 2
10 122-18 119-14 3-04 2.6% 0-16 0.4% 7% False False 8
20 122-18 118-03 4-15 3.7% 0-10 0.2% 35% False False 4
40 126-24 118-03 8-21 7.2% 0-07 0.2% 18% False False 2
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 0-00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-18
2.618 123-02
1.618 122-04
1.000 121-17
0.618 121-06
HIGH 120-19
0.618 120-08
0.500 120-04
0.382 120-00
LOW 119-21
0.618 119-02
1.000 118-23
1.618 118-04
2.618 117-06
4.250 115-22
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 120-04 120-00
PP 119-31 119-29
S1 119-26 119-25

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

View Archives - Comment on this page... - Back to Index of Symbols