ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 125-13 124-19 -0-26 -0.6% 123-31
High 125-13 124-19 -0-26 -0.6% 126-00
Low 124-12 123-15 -0-29 -0.7% 123-31
Close 125-01 123-28 -1-05 -0.9% 125-01
Range 1-01 1-04 0-03 9.1% 2-01
ATR 1-04 1-05 0-01 2.9% 0-00
Volume 60 54 -6 -10.0% 128
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 127-11 126-24 124-16
R3 126-07 125-20 124-06
R2 125-03 125-03 124-03
R1 124-16 124-16 123-31 124-08
PP 123-31 123-31 123-31 123-27
S1 123-12 123-12 123-25 123-04
S2 122-27 122-27 123-21
S3 121-23 122-08 123-18
S4 120-19 121-04 123-08
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 131-03 130-03 126-05
R3 129-02 128-02 125-19
R2 127-01 127-01 125-13
R1 126-01 126-01 125-07 126-17
PP 125-00 125-00 125-00 125-08
S1 124-00 124-00 124-27 124-16
S2 122-31 122-31 124-21
S3 120-30 121-31 124-15
S4 118-29 119-30 123-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-00 123-15 2-17 2.0% 1-01 0.8% 16% False True 36
10 126-00 123-09 2-23 2.2% 0-30 0.8% 22% False False 47
20 126-00 117-15 8-17 6.9% 1-02 0.9% 75% False False 29
40 126-00 112-20 13-12 10.8% 0-24 0.6% 84% False False 23
60 126-00 108-00 18-00 14.5% 0-18 0.5% 88% False False 16
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 3 trading days
Fibonacci Retracements and Extensions
4.250 129-12
2.618 127-17
1.618 126-13
1.000 125-23
0.618 125-09
HIGH 124-19
0.618 124-05
0.500 124-01
0.382 123-29
LOW 123-15
0.618 122-25
1.000 122-11
1.618 121-21
2.618 120-17
4.250 118-22
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 124-01 124-22
PP 123-31 124-14
S1 123-30 124-05

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

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