ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 118-30 119-01 0-03 0.1% 117-29
High 119-07 119-30 0-23 0.6% 120-25
Low 118-17 119-00 0-15 0.4% 117-15
Close 119-07 119-23 0-16 0.4% 119-07
Range 0-22 0-30 0-08 36.4% 3-10
ATR 1-04 1-03 0-00 -1.1% 0-00
Volume 23 6 -17 -73.9% 42
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 122-12 121-31 120-08
R3 121-14 121-01 119-31
R2 120-16 120-16 119-28
R1 120-03 120-03 119-26 120-10
PP 119-18 119-18 119-18 119-21
S1 119-05 119-05 119-20 119-12
S2 118-20 118-20 119-18
S3 117-22 118-07 119-15
S4 116-24 117-09 119-06
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
5 120-25 118-17 2-08 1.9% 1-01 0.9% 53% False False 12
10 120-25 116-13 4-12 3.7% 1-03 0.9% 76% False False 17
20 120-25 114-16 6-09 5.2% 0-23 0.6% 83% False False 21
40 120-25 108-00 12-25 10.7% 0-16 0.4% 92% False False 11
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
4.250 123-30
2.618 122-13
1.618 121-15
1.000 120-28
0.618 120-17
HIGH 119-30
0.618 119-19
0.500 119-15
0.382 119-11
LOW 119-00
0.618 118-13
1.000 118-02
1.618 117-15
2.618 116-17
4.250 115-00
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 119-20 119-19
PP 119-18 119-15
S1 119-15 119-11

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

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