ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 121-17 123-00 1-15 1.2% 120-03
High 123-04 124-24 1-20 1.3% 121-02
Low 121-14 122-15 1-01 0.8% 118-31
Close 122-11 124-01 1-22 1.4% 119-17
Range 1-22 2-09 0-19 35.2% 2-03
ATR 1-08 1-11 0-03 6.5% 0-00
Volume 734 1,218 484 65.9% 1,685
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 130-19 129-19 125-09
R3 128-10 127-10 124-21
R2 126-01 126-01 124-14
R1 125-01 125-01 124-08 125-17
PP 123-24 123-24 123-24 124-00
S1 122-24 122-24 123-26 123-08
S2 121-15 121-15 123-20
S3 119-06 120-15 123-13
S4 116-29 118-06 122-25
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 126-04 124-30 120-22
R3 124-01 122-27 120-03
R2 121-30 121-30 119-29
R1 120-24 120-24 119-23 120-10
PP 119-27 119-27 119-27 119-20
S1 118-21 118-21 119-11 118-06
S2 117-24 117-24 119-05
S3 115-21 116-18 118-31
S4 113-18 114-15 118-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-24 119-11 5-13 4.4% 1-13 1.1% 87% True False 824
10 124-24 118-31 5-25 4.7% 1-09 1.0% 88% True False 581
20 124-24 118-31 5-25 4.7% 1-09 1.0% 88% True False 427
40 126-00 118-15 7-17 6.1% 1-06 1.0% 74% False False 230
60 126-00 112-20 13-12 10.8% 0-31 0.8% 85% False False 159
80 126-00 108-00 18-00 14.5% 0-25 0.6% 89% False False 119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 134-14
2.618 130-23
1.618 128-14
1.000 127-01
0.618 126-05
HIGH 124-24
0.618 123-28
0.500 123-20
0.382 123-11
LOW 122-15
0.618 121-02
1.000 120-06
1.618 118-25
2.618 116-16
4.250 112-25
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 123-28 123-18
PP 123-24 123-04
S1 123-20 122-22

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

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