ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 119-01 118-23 -0-10 -0.3% 119-21
High 119-11 119-07 -0-04 -0.1% 120-19
Low 119-00 118-15 -0-17 -0.4% 118-31
Close 119-11 118-15 -0-28 -0.7% 119-06
Range 0-11 0-24 0-13 118.2% 1-20
ATR 0-24 0-24 0-00 1.3% 0-00
Volume 5 3 -2 -40.0% 6
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 120-31 120-15 118-28
R3 120-07 119-23 118-22
R2 119-15 119-15 118-19
R1 118-31 118-31 118-17 118-27
PP 118-23 118-23 118-23 118-21
S1 118-07 118-07 118-13 118-03
S2 117-31 117-31 118-11
S3 117-07 117-15 118-08
S4 116-15 116-23 118-02
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 124-15 123-14 120-03
R3 122-27 121-26 119-20
R2 121-07 121-07 119-16
R1 120-06 120-06 119-11 119-28
PP 119-19 119-19 119-19 119-14
S1 118-18 118-18 119-01 118-08
S2 117-31 117-31 118-28
S3 116-11 116-30 118-24
S4 114-23 115-10 118-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-19 118-15 2-04 1.8% 0-23 0.6% 0% False True 2
10 121-01 118-15 2-18 2.2% 0-16 0.4% 0% False True 3
20 122-18 118-15 4-03 3.5% 0-12 0.3% 0% False True 5
40 126-16 118-03 8-13 7.1% 0-08 0.2% 4% False False 2
60 128-16 118-03 10-13 8.8% 0-05 0.1% 4% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-13
2.618 121-06
1.618 120-14
1.000 119-31
0.618 119-22
HIGH 119-07
0.618 118-30
0.500 118-27
0.382 118-24
LOW 118-15
0.618 118-00
1.000 117-23
1.618 117-08
2.618 116-16
4.250 115-09
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 118-27 119-02
PP 118-23 118-28
S1 118-19 118-22

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

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