ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 13-Mar-2024
Day Change Summary
Previous Current
12-Mar-2024 13-Mar-2024 Change Change % Previous Week
Open 121-24 120-20 -1-04 -0.9% 119-28
High 121-25 120-29 -0-28 -0.7% 122-07
Low 120-20 120-07 -0-13 -0.3% 119-11
Close 120-25 120-09 -0-16 -0.4% 121-16
Range 1-05 0-22 -0-15 -40.5% 2-28
ATR 0-29 0-29 -0-01 -1.7% 0-00
Volume 14 6 -8 -57.1% 142
Daily Pivots for day following 13-Mar-2024
Classic Woodie Camarilla DeMark
R4 122-17 122-03 120-21
R3 121-27 121-13 120-15
R2 121-05 121-05 120-13
R1 120-23 120-23 120-11 120-19
PP 120-15 120-15 120-15 120-13
S1 120-01 120-01 120-07 119-29
S2 119-25 119-25 120-05
S3 119-03 119-11 120-03
S4 118-13 118-21 119-29
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 129-21 128-14 123-03
R3 126-25 125-18 122-09
R2 123-29 123-29 122-01
R1 122-22 122-22 121-24 123-10
PP 121-01 121-01 121-01 121-10
S1 119-26 119-26 121-08 120-14
S2 118-05 118-05 120-31
S3 115-09 116-30 120-23
S4 112-13 114-02 119-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-07 120-07 2-00 1.7% 0-26 0.7% 3% False True 13
10 122-07 118-04 4-03 3.4% 1-00 0.8% 53% False False 22
20 122-07 117-16 4-23 3.9% 0-26 0.7% 59% False False 20
40 124-06 117-16 6-22 5.6% 0-16 0.4% 42% False False 10
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
4.250 123-26
2.618 122-23
1.618 122-01
1.000 121-19
0.618 121-11
HIGH 120-29
0.618 120-21
0.500 120-18
0.382 120-15
LOW 120-07
0.618 119-25
1.000 119-17
1.618 119-03
2.618 118-13
4.250 117-10
Fisher Pivots for day following 13-Mar-2024
Pivot 1 day 3 day
R1 120-18 121-04
PP 120-15 120-27
S1 120-12 120-18

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

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