ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 119-25 120-18 0-25 0.7% 119-00
High 121-03 121-19 0-16 0.4% 120-01
Low 119-18 120-15 0-29 0.8% 118-04
Close 120-27 121-19 0-24 0.6% 120-01
Range 1-17 1-04 -0-13 -26.5% 1-29
ATR 0-29 0-30 0-00 1.6% 0-00
Volume 18 11 -7 -38.9% 200
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 124-19 124-07 122-07
R3 123-15 123-03 121-29
R2 122-11 122-11 121-26
R1 121-31 121-31 121-22 122-05
PP 121-07 121-07 121-07 121-10
S1 120-27 120-27 121-16 121-01
S2 120-03 120-03 121-12
S3 118-31 119-23 121-09
S4 117-27 118-19 120-31
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
5 121-19 118-04 3-15 2.9% 1-06 1.0% 100% True False 31
10 121-19 117-16 4-03 3.4% 1-00 0.8% 100% True False 31
20 121-19 117-16 4-03 3.4% 0-23 0.6% 100% True False 17
40 124-06 117-16 6-22 5.5% 0-12 0.3% 61% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-12
2.618 124-17
1.618 123-13
1.000 122-23
0.618 122-09
HIGH 121-19
0.618 121-05
0.500 121-01
0.382 120-29
LOW 120-15
0.618 119-25
1.000 119-11
1.618 118-21
2.618 117-17
4.250 115-22
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 121-13 121-07
PP 121-07 120-27
S1 121-01 120-15

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

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