ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 123-31 123-28 -0-03 -0.1% 123-29
High 124-10 124-05 -0-05 -0.1% 125-30
Low 122-25 122-18 -0-07 -0.2% 123-26
Close 124-04 122-27 -1-09 -1.0% 124-30
Range 1-17 1-19 0-02 4.1% 2-04
ATR 1-13 1-14 0-00 0.9% 0-00
Volume 540,281 452,215 -88,066 -16.3% 1,162,755
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 127-31 127-00 123-23
R3 126-12 125-13 123-09
R2 124-25 124-25 123-04
R1 123-26 123-26 123-00 123-16
PP 123-06 123-06 123-06 123-01
S1 122-07 122-07 122-22 121-29
S2 121-19 121-19 122-18
S3 120-00 120-20 122-13
S4 118-13 119-01 121-31
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 131-09 130-07 126-03
R3 129-05 128-03 125-17
R2 127-01 127-01 125-10
R1 125-31 125-31 125-04 126-16
PP 124-29 124-29 124-29 125-05
S1 123-27 123-27 124-24 124-12
S2 122-25 122-25 124-18
S3 120-21 121-23 124-11
S4 118-17 119-19 123-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-28 122-18 3-10 2.7% 1-09 1.1% 8% False True 450,968
10 125-30 122-18 3-12 2.7% 1-08 1.0% 8% False True 383,948
20 125-30 118-09 7-21 6.2% 1-12 1.1% 60% False False 430,768
40 125-30 112-12 13-18 11.0% 1-15 1.2% 77% False False 338,680
60 125-30 107-03 18-27 15.3% 1-19 1.3% 84% False False 226,022
80 125-30 107-03 18-27 15.3% 1-17 1.2% 84% False False 169,550
100 125-30 107-03 18-27 15.3% 1-08 1.0% 84% False False 135,641
120 128-00 107-03 20-29 17.0% 1-02 0.9% 75% False False 113,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-30
2.618 128-11
1.618 126-24
1.000 125-24
0.618 125-05
HIGH 124-05
0.618 123-18
0.500 123-12
0.382 123-05
LOW 122-18
0.618 121-18
1.000 120-31
1.618 119-31
2.618 118-12
4.250 115-25
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 123-12 123-20
PP 123-06 123-11
S1 123-00 123-03

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

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