ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 116-06 115-28 -0-10 -0.3% 116-04
High 116-15 115-31 -0-16 -0.4% 116-15
Low 116-06 115-01 -1-05 -1.0% 115-01
Close 116-06 115-05 -1-01 -0.9% 115-05
Range 0-09 0-30 0-21 233.3% 1-14
ATR 0-31 0-31 0-00 1.4% 0-00
Volume 1 88 87 8,700.0% 90
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 118-06 117-20 115-22
R3 117-08 116-22 115-13
R2 116-10 116-10 115-10
R1 115-24 115-24 115-08 115-18
PP 115-12 115-12 115-12 115-10
S1 114-26 114-26 115-02 114-20
S2 114-14 114-14 115-00
S3 113-16 113-28 114-29
S4 112-18 112-30 114-20
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 119-28 118-30 115-30
R3 118-14 117-16 115-18
R2 117-00 117-00 115-13
R1 116-02 116-02 115-09 115-26
PP 115-18 115-18 115-18 115-14
S1 114-20 114-20 115-01 114-12
S2 114-04 114-04 114-29
S3 112-22 113-06 114-24
S4 111-08 111-24 114-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-15 115-01 1-14 1.2% 0-08 0.2% 9% False True 18
10 116-15 112-20 3-27 3.3% 0-10 0.3% 66% False False 9
20 116-15 109-15 7-00 6.1% 0-05 0.1% 81% False False 4
40 116-15 108-00 8-15 7.4% 0-06 0.2% 85% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 119-30
2.618 118-14
1.618 117-16
1.000 116-29
0.618 116-18
HIGH 115-31
0.618 115-20
0.500 115-16
0.382 115-12
LOW 115-01
0.618 114-14
1.000 114-03
1.618 113-16
2.618 112-18
4.250 111-02
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 115-16 115-24
PP 115-12 115-18
S1 115-09 115-11

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

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