ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 115-31 116-06 0-07 0.2% 113-16
High 115-31 116-15 0-16 0.4% 115-31
Low 115-30 116-06 0-08 0.2% 112-20
Close 115-30 116-06 0-08 0.2% 115-22
Range 0-01 0-09 0-08 800.0% 3-11
ATR 1-00 0-31 -0-01 -3.4% 0-00
Volume 1 1 0 0.0% 0
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 117-04 116-30 116-11
R3 116-27 116-21 116-08
R2 116-18 116-18 116-08
R1 116-12 116-12 116-07 116-10
PP 116-09 116-09 116-09 116-08
S1 116-03 116-03 116-05 116-02
S2 116-00 116-00 116-04
S3 115-23 115-26 116-04
S4 115-14 115-17 116-01
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 124-25 123-19 117-17
R3 121-14 120-08 116-19
R2 118-03 118-03 116-10
R1 116-29 116-29 116-00 117-16
PP 114-24 114-24 114-24 115-02
S1 113-18 113-18 115-12 114-05
S2 111-13 111-13 115-02
S3 108-02 110-07 114-25
S4 104-23 106-28 113-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-15 115-19 0-28 0.8% 0-04 0.1% 68% True False
10 116-15 112-20 3-27 3.3% 0-07 0.2% 93% True False
20 116-15 109-15 7-00 6.0% 0-04 0.1% 96% True False
40 116-15 108-00 8-15 7.3% 0-05 0.1% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 117-21
2.618 117-07
1.618 116-30
1.000 116-24
0.618 116-21
HIGH 116-15
0.618 116-12
0.500 116-10
0.382 116-09
LOW 116-06
0.618 116-00
1.000 115-29
1.618 115-23
2.618 115-14
4.250 115-00
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 116-10 116-06
PP 116-09 116-06
S1 116-08 116-06

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

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