ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 120-00 118-23 -1-09 -1.1% 121-27
High 120-11 119-05 -1-06 -1.0% 122-01
Low 118-24 118-21 -0-03 -0.1% 118-21
Close 118-24 118-24 0-00 0.0% 118-24
Range 1-19 0-16 -1-03 -68.6% 3-12
ATR 0-30 0-29 -0-01 -3.4% 0-00
Volume 23 2 -21 -91.3% 54
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 120-11 120-02 119-01
R3 119-27 119-18 118-28
R2 119-11 119-11 118-27
R1 119-02 119-02 118-25 119-06
PP 118-27 118-27 118-27 118-30
S1 118-18 118-18 118-23 118-22
S2 118-11 118-11 118-21
S3 117-27 118-02 118-20
S4 117-11 117-18 118-15
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 129-30 127-23 120-19
R3 126-18 124-11 119-22
R2 123-06 123-06 119-12
R1 120-31 120-31 119-02 120-12
PP 119-26 119-26 119-26 119-17
S1 117-19 117-19 118-14 117-00
S2 116-14 116-14 118-04
S3 113-02 114-07 117-26
S4 109-22 110-27 116-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-01 118-21 3-12 2.8% 0-30 0.8% 3% False True 10
10 122-07 118-21 3-18 3.0% 0-30 0.8% 3% False True 19
20 122-07 117-16 4-23 4.0% 0-28 0.7% 26% False False 21
40 124-06 117-16 6-22 5.6% 0-17 0.5% 19% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-05
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 121-09
2.618 120-15
1.618 119-31
1.000 119-21
0.618 119-15
HIGH 119-05
0.618 118-31
0.500 118-29
0.382 118-27
LOW 118-21
0.618 118-11
1.000 118-05
1.618 117-27
2.618 117-11
4.250 116-17
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 118-29 119-25
PP 118-27 119-14
S1 118-26 119-03

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

View Archives - Comment on this page... - Back to Index of Symbols