ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 115-05 116-11 1-06 1.0% 116-04
High 116-11 116-25 0-14 0.4% 116-15
Low 114-29 116-07 1-10 1.1% 115-01
Close 116-11 116-21 0-10 0.3% 115-05
Range 1-14 0-18 -0-28 -60.9% 1-14
ATR 1-00 0-31 -0-01 -3.2% 0-00
Volume 170 1 -169 -99.4% 90
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 118-08 118-00 116-31
R3 117-22 117-14 116-26
R2 117-04 117-04 116-24
R1 116-28 116-28 116-23 117-00
PP 116-18 116-18 116-18 116-20
S1 116-10 116-10 116-19 116-14
S2 116-00 116-00 116-18
S3 115-14 115-24 116-16
S4 114-28 115-06 116-11
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
5 116-25 114-29 1-28 1.6% 0-21 0.6% 93% True False 52
10 116-25 114-16 2-09 2.0% 0-12 0.3% 95% True False 26
20 116-25 109-20 7-05 6.1% 0-08 0.2% 98% True False 13
40 116-25 108-00 8-25 7.5% 0-07 0.2% 99% True False 6
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 True
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-06
2.618 118-08
1.618 117-22
1.000 117-11
0.618 117-04
HIGH 116-25
0.618 116-18
0.500 116-16
0.382 116-14
LOW 116-07
0.618 115-28
1.000 115-21
1.618 115-10
2.618 114-24
4.250 113-26
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 116-19 116-12
PP 116-18 116-04
S1 116-16 115-27

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

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