ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 120-16 120-05 -0-11 -0.3% 117-29
High 120-25 120-05 -0-20 -0.5% 120-25
Low 119-31 118-29 -1-02 -0.9% 117-15
Close 120-15 119-07 -1-08 -1.0% 119-07
Range 0-26 1-08 0-14 53.8% 3-10
ATR 1-04 1-05 0-01 2.8% 0-00
Volume 11 12 1 9.1% 42
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 123-06 122-14 119-29
R3 121-30 121-06 119-18
R2 120-22 120-22 119-14
R1 119-30 119-30 119-11 119-22
PP 119-14 119-14 119-14 119-10
S1 118-22 118-22 119-03 118-14
S2 118-06 118-06 119-00
S3 116-30 117-14 118-28
S4 115-22 116-06 118-17
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 129-03 127-15 121-01
R3 125-25 124-05 120-04
R2 122-15 122-15 119-26
R1 120-27 120-27 119-17 121-21
PP 119-05 119-05 119-05 119-18
S1 117-17 117-17 118-29 118-11
S2 115-27 115-27 118-20
S3 112-17 114-07 118-10
S4 109-07 110-29 117-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-25 117-15 3-10 2.8% 1-01 0.9% 53% False False 8
10 120-25 114-29 5-28 4.9% 1-04 0.9% 73% False False 31
20 120-25 112-20 8-05 6.8% 0-23 0.6% 81% False False 20
40 120-25 108-00 12-25 10.7% 0-14 0.4% 88% False False 10
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-15
2.618 123-14
1.618 122-06
1.000 121-13
0.618 120-30
HIGH 120-05
0.618 119-22
0.500 119-17
0.382 119-12
LOW 118-29
0.618 118-04
1.000 117-21
1.618 116-28
2.618 115-20
4.250 113-19
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 119-17 119-27
PP 119-14 119-20
S1 119-10 119-14

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

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