ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 114-16 115-19 1-03 1.0% 112-22
High 114-16 115-31 1-15 1.3% 115-02
Low 114-16 115-19 1-03 1.0% 112-22
Close 114-16 115-19 1-03 1.0% 113-20
Range 0-00 0-12 0-12 2-12
ATR 1-05 1-06 0-01 1.8% 0-00
Volume
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 116-27 116-19 115-26
R3 116-15 116-07 115-22
R2 116-03 116-03 115-21
R1 115-27 115-27 115-20 115-25
PP 115-23 115-23 115-23 115-22
S1 115-15 115-15 115-18 115-13
S2 115-11 115-11 115-17
S3 114-31 115-03 115-16
S4 114-19 114-23 115-12
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 120-29 119-21 114-30
R3 118-17 117-09 114-09
R2 116-05 116-05 114-02
R1 114-29 114-29 113-27 115-17
PP 113-25 113-25 113-25 114-04
S1 112-17 112-17 113-13 113-05
S2 111-13 111-13 113-06
S3 109-01 110-05 112-31
S4 106-21 107-25 112-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-31 112-20 3-11 2.9% 0-13 0.3% 89% True False
10 115-31 112-20 3-11 2.9% 0-06 0.2% 89% True False
20 115-31 108-00 7-31 6.9% 0-08 0.2% 95% True False
40 117-09 108-00 9-09 8.0% 0-05 0.1% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-18
2.618 116-30
1.618 116-18
1.000 116-11
0.618 116-06
HIGH 115-31
0.618 115-26
0.500 115-25
0.382 115-24
LOW 115-19
0.618 115-12
1.000 115-07
1.618 115-00
2.618 114-20
4.250 114-00
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 115-25 115-15
PP 115-23 115-11
S1 115-21 115-08

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

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