ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 124-05 124-02 -0-03 -0.1% 118-30
High 124-05 124-23 0-18 0.5% 124-05
Low 123-26 123-22 -0-04 -0.1% 118-17
Close 123-26 124-13 0-19 0.5% 123-31
Range 0-11 1-01 0-22 200.0% 5-20
ATR 1-06 1-05 0-00 -0.9% 0-00
Volume 3 252 249 8,300.0% 77
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 127-12 126-29 124-31
R3 126-11 125-28 124-22
R2 125-10 125-10 124-19
R1 124-27 124-27 124-16 125-02
PP 124-09 124-09 124-09 124-12
S1 123-26 123-26 124-10 124-02
S2 123-08 123-08 124-07
S3 122-07 122-25 124-04
S4 121-06 121-24 123-27
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
5 124-23 122-06 2-17 2.0% 0-31 0.8% 88% True False 59
10 124-23 118-17 6-06 5.0% 1-03 0.9% 95% True False 36
20 124-23 114-29 9-26 7.9% 1-02 0.9% 97% True False 37
40 124-23 108-19 16-04 13.0% 0-19 0.5% 98% True False 18
60 124-23 108-00 16-23 13.4% 0-15 0.4% 98% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-03
2.618 127-13
1.618 126-12
1.000 125-24
0.618 125-11
HIGH 124-23
0.618 124-10
0.500 124-06
0.382 124-03
LOW 123-22
0.618 123-02
1.000 122-21
1.618 122-01
2.618 121-00
4.250 119-10
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 124-11 124-09
PP 124-09 124-04
S1 124-06 124-00

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

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