ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 117-31 116-06 -1-25 -1.5% 119-01
High 118-02 117-05 -0-29 -0.8% 119-11
Low 116-03 115-30 -0-05 -0.1% 115-30
Close 116-13 117-01 0-20 0.5% 117-01
Range 1-31 1-07 -0-24 -38.1% 3-13
ATR 0-29 0-30 0-01 2.5% 0-00
Volume 203 72 -131 -64.5% 310
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 120-12 119-29 117-22
R3 119-05 118-22 117-12
R2 117-30 117-30 117-08
R1 117-15 117-15 117-05 117-22
PP 116-23 116-23 116-23 116-26
S1 116-08 116-08 116-29 116-16
S2 115-16 115-16 116-26
S3 114-09 115-01 116-22
S4 113-02 113-26 116-12
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 127-21 125-24 118-29
R3 124-08 122-11 117-31
R2 120-27 120-27 117-21
R1 118-30 118-30 117-11 118-06
PP 117-14 117-14 117-14 117-02
S1 115-17 115-17 116-23 114-25
S2 114-01 114-01 116-13
S3 110-20 112-04 116-03
S4 107-07 108-23 115-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-11 115-30 3-13 2.9% 1-01 0.9% 32% False True 62
10 120-19 115-30 4-21 4.0% 0-24 0.7% 23% False True 31
20 122-18 115-30 6-20 5.7% 0-19 0.5% 17% False True 20
40 124-24 115-30 8-26 7.5% 0-10 0.3% 12% False True 10
60 128-00 115-30 12-02 10.3% 0-08 0.2% 9% False True 6
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-11
2.618 120-11
1.618 119-04
1.000 118-12
0.618 117-29
HIGH 117-05
0.618 116-22
0.500 116-18
0.382 116-13
LOW 115-30
0.618 115-06
1.000 114-23
1.618 113-31
2.618 112-24
4.250 110-24
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 116-28 117-18
PP 116-23 117-13
S1 116-18 117-07

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

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