ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 116-11 117-04 0-25 0.7% 116-04
High 116-25 117-23 0-30 0.8% 116-15
Low 116-07 116-30 0-23 0.6% 115-01
Close 116-21 117-21 1-00 0.9% 115-05
Range 0-18 0-25 0-07 38.9% 1-14
ATR 0-31 1-00 0-00 0.6% 0-00
Volume 1 75 74 7,400.0% 90
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 119-25 119-16 118-03
R3 119-00 118-23 117-28
R2 118-07 118-07 117-26
R1 117-30 117-30 117-23 118-02
PP 117-14 117-14 117-14 117-16
S1 117-05 117-05 117-19 117-10
S2 116-21 116-21 117-16
S3 115-28 116-12 117-14
S4 115-03 115-19 117-07
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
5 117-23 114-29 2-26 2.4% 0-26 0.7% 98% True False 67
10 117-23 114-16 3-07 2.7% 0-14 0.4% 98% True False 33
20 117-23 110-19 7-04 6.1% 0-10 0.3% 99% True False 16
40 117-23 108-00 9-23 8.3% 0-08 0.2% 99% True False 8
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 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-01
2.618 119-24
1.618 118-31
1.000 118-16
0.618 118-06
HIGH 117-23
0.618 117-13
0.500 117-10
0.382 117-08
LOW 116-30
0.618 116-15
1.000 116-05
1.618 115-22
2.618 114-29
4.250 113-20
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 117-18 117-07
PP 117-14 116-24
S1 117-10 116-10

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

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