ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 120-05 118-30 -1-07 -1.0% 117-29
High 120-05 119-07 -0-30 -0.8% 120-25
Low 118-29 118-17 -0-12 -0.3% 117-15
Close 119-07 119-07 0-00 0.0% 119-07
Range 1-08 0-22 -0-18 -45.0% 3-10
ATR 1-05 1-04 -0-01 -2.9% 0-00
Volume 12 23 11 91.7% 42
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 121-02 120-26 119-19
R3 120-12 120-04 119-13
R2 119-22 119-22 119-11
R1 119-14 119-14 119-09 119-18
PP 119-00 119-00 119-00 119-02
S1 118-24 118-24 119-05 118-28
S2 118-10 118-10 119-03
S3 117-20 118-02 119-01
S4 116-30 117-12 118-27
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
5 120-25 118-15 2-10 1.9% 1-02 0.9% 32% False False 12
10 120-25 116-07 4-18 3.8% 1-01 0.9% 66% False False 16
20 120-25 112-20 8-05 6.8% 0-23 0.6% 81% False False 21
40 120-25 108-00 12-25 10.7% 0-15 0.4% 88% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-04
2.618 121-01
1.618 120-11
1.000 119-29
0.618 119-21
HIGH 119-07
0.618 118-31
0.500 118-28
0.382 118-25
LOW 118-17
0.618 118-03
1.000 117-27
1.618 117-13
2.618 116-23
4.250 115-20
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 119-03 119-21
PP 119-00 119-16
S1 118-28 119-12

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

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