ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 119-28 119-25 -0-03 -0.1% 119-00
High 119-28 121-03 1-07 1.0% 120-01
Low 119-11 119-18 0-07 0.2% 118-04
Close 119-19 120-27 1-08 1.0% 120-01
Range 0-17 1-17 1-00 188.2% 1-29
ATR 0-28 0-29 0-02 5.4% 0-00
Volume 75 18 -57 -76.0% 200
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 125-03 124-16 121-22
R3 123-18 122-31 121-08
R2 122-01 122-01 121-04
R1 121-14 121-14 120-31 121-24
PP 120-16 120-16 120-16 120-21
S1 119-29 119-29 120-23 120-06
S2 118-31 118-31 120-18
S3 117-14 118-12 120-14
S4 115-29 116-27 120-00
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
5 121-03 118-04 2-31 2.5% 1-03 0.9% 92% True False 30
10 121-03 117-16 3-19 3.0% 0-31 0.8% 93% True False 31
20 121-03 117-16 3-19 3.0% 0-21 0.6% 93% True False 16
40 124-06 117-16 6-22 5.5% 0-11 0.3% 50% False False 8
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 52 trading days
Fibonacci Retracements and Extensions
4.250 127-19
2.618 125-03
1.618 123-18
1.000 122-20
0.618 122-01
HIGH 121-03
0.618 120-16
0.500 120-10
0.382 120-05
LOW 119-18
0.618 118-20
1.000 118-01
1.618 117-03
2.618 115-18
4.250 113-02
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 120-22 120-16
PP 120-16 120-05
S1 120-10 119-26

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

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