ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 114-25 113-23 -1-02 -0.9% 119-01
High 115-17 114-00 -1-17 -1.3% 119-11
Low 113-17 112-16 -1-01 -0.9% 115-30
Close 113-20 113-18 -0-02 -0.1% 117-01
Range 2-00 1-16 -0-16 -25.0% 3-13
ATR 1-03 1-04 0-01 2.5% 0-00
Volume 50 53 3 6.0% 310
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 117-27 117-07 114-12
R3 116-11 115-23 113-31
R2 114-27 114-27 113-27
R1 114-07 114-07 113-22 113-25
PP 113-11 113-11 113-11 113-04
S1 112-23 112-23 113-14 112-09
S2 111-27 111-27 113-09
S3 110-11 111-07 113-05
S4 108-27 109-23 112-24
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
5 117-05 112-16 4-21 4.1% 1-21 1.5% 23% False True 137
10 119-22 112-16 7-06 6.3% 1-10 1.1% 15% False True 92
20 122-18 112-16 10-02 8.9% 0-29 0.8% 11% False True 50
40 123-01 112-16 10-17 9.3% 0-16 0.4% 10% False True 25
60 128-00 112-16 15-16 13.6% 0-11 0.3% 7% False True 17
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-12
2.618 117-30
1.618 116-14
1.000 115-16
0.618 114-30
HIGH 114-00
0.618 113-14
0.500 113-08
0.382 113-02
LOW 112-16
0.618 111-18
1.000 111-00
1.618 110-02
2.618 108-18
4.250 106-04
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 113-15 114-06
PP 113-11 113-31
S1 113-08 113-24

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

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