ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 122-06 123-14 1-08 1.0% 118-30
High 123-28 124-05 0-09 0.2% 124-05
Low 122-06 123-09 1-03 0.9% 118-17
Close 123-20 123-31 0-11 0.3% 123-31
Range 1-22 0-28 -0-26 -48.1% 5-20
ATR 1-08 1-07 -0-01 -2.2% 0-00
Volume 29 7 -22 -75.9% 77
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 126-14 126-02 124-14
R3 125-18 125-06 124-07
R2 124-22 124-22 124-04
R1 124-10 124-10 124-02 124-16
PP 123-26 123-26 123-26 123-28
S1 123-14 123-14 123-28 123-20
S2 122-30 122-30 123-26
S3 122-02 122-18 123-23
S4 121-06 121-22 123-16
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 139-03 137-05 127-02
R3 133-15 131-17 125-16
R2 127-27 127-27 125-00
R1 125-29 125-29 124-16 126-28
PP 122-07 122-07 122-07 122-22
S1 120-09 120-09 123-14 121-08
S2 116-19 116-19 122-30
S3 110-31 114-21 122-14
S4 105-11 109-01 120-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-05 118-17 5-20 4.5% 1-10 1.1% 97% True False 15
10 124-05 117-15 6-22 5.4% 1-06 1.0% 97% True False 11
20 124-05 114-29 9-08 7.5% 0-30 0.8% 98% True False 23
40 124-05 108-00 16-05 13.0% 0-19 0.5% 99% True False 12
60 124-05 108-00 16-05 13.0% 0-14 0.3% 99% True False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 127-28
2.618 126-14
1.618 125-18
1.000 125-01
0.618 124-22
HIGH 124-05
0.618 123-26
0.500 123-23
0.382 123-20
LOW 123-09
0.618 122-24
1.000 122-13
1.618 121-28
2.618 121-00
4.250 119-18
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 123-28 123-09
PP 123-26 122-19
S1 123-23 121-28

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

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