ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 107-31 109-17 1-18 1.4% 112-25
High 110-04 110-12 0-08 0.2% 112-25
Low 107-03 109-07 2-04 2.0% 107-16
Close 109-28 109-30 0-02 0.1% 108-10
Range 3-01 1-05 -1-28 -61.9% 5-09
ATR 1-22 1-21 -0-01 -2.3% 0-00
Volume 670 174 -496 -74.0% 1,672
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 113-10 112-25 110-18
R3 112-05 111-20 110-08
R2 111-00 111-00 110-05
R1 110-15 110-15 110-01 110-24
PP 109-27 109-27 109-27 109-31
S1 109-10 109-10 109-27 109-18
S2 108-22 108-22 109-23
S3 107-17 108-05 109-20
S4 106-12 107-00 109-10
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 125-12 122-04 111-07
R3 120-03 116-27 109-24
R2 114-26 114-26 109-09
R1 111-18 111-18 108-25 110-18
PP 109-17 109-17 109-17 109-01
S1 106-09 106-09 107-27 105-08
S2 104-08 104-08 107-11
S3 98-31 101-00 106-28
S4 93-22 95-23 105-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-12 107-03 3-09 3.0% 1-23 1.6% 87% True False 324
10 114-11 107-03 7-08 6.6% 1-28 1.7% 39% False False 291
20 115-17 107-03 8-14 7.7% 1-26 1.6% 34% False False 255
40 122-18 107-03 15-15 14.1% 1-09 1.2% 18% False False 150
60 123-09 107-03 16-06 14.7% 0-28 0.8% 18% False False 100
80 128-00 107-03 20-29 19.0% 0-22 0.6% 14% False False 75
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 0-08
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 115-09
2.618 113-13
1.618 112-08
1.000 111-17
0.618 111-03
HIGH 110-12
0.618 109-30
0.500 109-26
0.382 109-21
LOW 109-07
0.618 108-16
1.000 108-02
1.618 107-11
2.618 106-06
4.250 104-10
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 109-28 109-17
PP 109-27 109-04
S1 109-26 108-24

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

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