ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 122-14 122-08 -0-06 -0.2% 124-19
High 122-29 122-30 0-01 0.0% 124-19
Low 122-01 121-17 -0-16 -0.4% 121-15
Close 122-06 122-24 0-18 0.5% 122-02
Range 0-28 1-13 0-17 60.7% 3-04
ATR 1-06 1-06 0-01 1.3% 0-00
Volume 53 67 14 26.4% 363
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 126-20 126-03 123-17
R3 125-07 124-22 123-04
R2 123-26 123-26 123-00
R1 123-09 123-09 122-28 123-18
PP 122-13 122-13 122-13 122-17
S1 121-28 121-28 122-20 122-04
S2 121-00 121-00 122-16
S3 119-19 120-15 122-12
S4 118-06 119-02 121-31
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 132-03 130-06 123-25
R3 128-31 127-02 122-30
R2 125-27 125-27 122-20
R1 123-30 123-30 122-11 123-10
PP 122-23 122-23 122-23 122-13
S1 120-26 120-26 121-25 120-06
S2 119-19 119-19 121-16
S3 116-15 117-22 121-06
S4 113-11 114-18 120-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-07 121-15 1-24 1.4% 1-08 1.0% 73% False False 133
10 125-30 121-15 4-15 3.6% 1-07 1.0% 29% False False 92
20 126-00 119-20 6-12 5.2% 1-06 1.0% 49% False False 65
40 126-00 114-16 11-16 9.4% 0-30 0.8% 72% False False 43
60 126-00 108-00 18-00 14.7% 0-23 0.6% 82% False False 29
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 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-29
2.618 126-20
1.618 125-07
1.000 124-11
0.618 123-26
HIGH 122-30
0.618 122-13
0.500 122-08
0.382 122-02
LOW 121-17
0.618 120-21
1.000 120-04
1.618 119-08
2.618 117-27
4.250 115-18
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 122-18 122-18
PP 122-13 122-13
S1 122-08 122-08

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

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