ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 118-19 119-03 0-16 0.4% 119-00
High 119-15 120-01 0-18 0.5% 120-01
Low 118-04 118-18 0-14 0.4% 118-04
Close 119-10 120-01 0-23 0.6% 120-01
Range 1-11 1-15 0-04 9.3% 1-29
ATR 0-27 0-28 0-01 5.3% 0-00
Volume 27 24 -3 -11.1% 200
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 123-30 123-15 120-27
R3 122-15 122-00 120-14
R2 121-00 121-00 120-10
R1 120-17 120-17 120-05 120-24
PP 119-17 119-17 119-17 119-21
S1 119-02 119-02 119-29 119-10
S2 118-02 118-02 119-24
S3 116-19 117-19 119-20
S4 115-04 116-04 119-07
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 125-04 124-15 121-03
R3 123-07 122-18 120-18
R2 121-10 121-10 120-12
R1 120-21 120-21 120-07 121-00
PP 119-13 119-13 119-13 119-18
S1 118-24 118-24 119-27 119-02
S2 117-16 117-16 119-22
S3 115-19 116-27 119-16
S4 113-22 114-30 118-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 118-04 1-29 1.6% 1-01 0.8% 100% True False 40
10 120-01 117-16 2-17 2.1% 0-26 0.7% 100% True False 23
20 122-03 117-16 4-19 3.8% 0-18 0.5% 55% False False 12
40 124-06 117-16 6-22 5.6% 0-10 0.3% 38% False False 6
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 0-07
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 126-09
2.618 123-28
1.618 122-13
1.000 121-16
0.618 120-30
HIGH 120-01
0.618 119-15
0.500 119-10
0.382 119-04
LOW 118-18
0.618 117-21
1.000 117-03
1.618 116-06
2.618 114-23
4.250 112-10
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 119-25 119-23
PP 119-17 119-13
S1 119-10 119-02

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

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