ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 117-04 117-20 0-16 0.4% 116-04
High 117-23 117-24 0-01 0.0% 116-15
Low 116-30 116-13 -0-17 -0.5% 115-01
Close 117-21 116-21 -1-00 -0.8% 115-05
Range 0-25 1-11 0-18 72.0% 1-14
ATR 1-00 1-00 0-01 2.6% 0-00
Volume 75 17 -58 -77.3% 90
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 120-31 120-05 117-13
R3 119-20 118-26 117-01
R2 118-09 118-09 116-29
R1 117-15 117-15 116-25 117-06
PP 116-30 116-30 116-30 116-26
S1 116-04 116-04 116-17 115-28
S2 115-19 115-19 116-13
S3 114-08 114-25 116-09
S4 112-29 113-14 115-29
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
5 117-24 114-29 2-27 2.4% 1-00 0.9% 62% True False 70
10 117-24 114-29 2-27 2.4% 0-18 0.5% 62% True False 35
20 117-24 112-20 5-04 4.4% 0-12 0.3% 79% True False 17
40 117-24 108-00 9-24 8.4% 0-09 0.2% 89% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-15
2.618 121-09
1.618 119-30
1.000 119-03
0.618 118-19
HIGH 117-24
0.618 117-08
0.500 117-02
0.382 116-29
LOW 116-13
0.618 115-18
1.000 115-02
1.618 114-07
2.618 112-28
4.250 110-22
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 117-02 117-00
PP 116-30 116-28
S1 116-26 116-24

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

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