ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 113-03 115-14 2-11 2.1% 113-12
High 115-23 115-24 0-01 0.0% 115-12
Low 112-30 113-30 1-00 0.9% 112-13
Close 115-14 114-08 -1-06 -1.0% 113-12
Range 2-25 1-26 -0-31 -34.8% 2-31
ATR 1-27 1-27 0-00 -0.1% 0-00
Volume 3,977 4,230 253 6.4% 8,049
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 120-03 118-31 115-08
R3 118-09 117-05 114-24
R2 116-15 116-15 114-19
R1 115-11 115-11 114-13 115-00
PP 114-21 114-21 114-21 114-15
S1 113-17 113-17 114-03 113-06
S2 112-27 112-27 113-29
S3 111-01 111-23 113-24
S4 109-07 109-29 113-08
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 122-20 120-31 115-00
R3 119-21 118-00 114-06
R2 116-22 116-22 113-29
R1 115-01 115-01 113-21 114-28
PP 113-23 113-23 113-23 113-20
S1 112-02 112-02 113-03 111-28
S2 110-24 110-24 112-27
S3 107-25 109-03 112-18
S4 104-26 106-04 111-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-24 112-12 3-12 3.0% 1-31 1.7% 56% True False 2,835
10 115-24 110-30 4-26 4.2% 1-29 1.7% 69% True False 2,221
20 115-24 107-03 8-21 7.6% 1-27 1.6% 83% True False 1,457
40 118-02 107-03 10-31 9.6% 1-26 1.6% 65% False False 843
60 122-18 107-03 15-15 13.5% 1-11 1.2% 46% False False 564
80 126-16 107-03 19-13 17.0% 1-01 0.9% 37% False False 423
100 128-16 107-03 21-13 18.7% 0-27 0.7% 33% False False 338
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-14
2.618 120-16
1.618 118-22
1.000 117-18
0.618 116-28
HIGH 115-24
0.618 115-02
0.500 114-27
0.382 114-20
LOW 113-30
0.618 112-26
1.000 112-04
1.618 111-00
2.618 109-06
4.250 106-08
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 114-27 114-06
PP 114-21 114-04
S1 114-14 114-02

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

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