ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 118-30 119-00 0-02 0.1% 121-27
High 119-19 119-17 -0-02 -0.1% 122-01
Low 118-06 118-22 0-16 0.4% 118-21
Close 118-28 119-00 0-04 0.1% 118-24
Range 1-13 0-27 -0-18 -40.0% 3-12
ATR 0-29 0-29 0-00 -0.5% 0-00
Volume 9 25 16 177.8% 54
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 121-19 121-05 119-15
R3 120-24 120-10 119-07
R2 119-29 119-29 119-05
R1 119-15 119-15 119-02 119-14
PP 119-02 119-02 119-02 119-02
S1 118-20 118-20 118-30 118-18
S2 118-07 118-07 118-27
S3 117-12 117-25 118-25
S4 116-17 116-30 118-17
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
5 119-19 118-06 1-13 1.2% 0-24 0.6% 58% False False 11
10 122-02 118-06 3-28 3.3% 0-27 0.7% 21% False False 12
20 122-07 118-03 4-04 3.5% 0-30 0.8% 22% False False 22
40 124-06 117-16 6-22 5.6% 0-19 0.5% 22% False False 12
60 126-03 117-16 8-19 7.2% 0-13 0.3% 17% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 123-04
2.618 121-24
1.618 120-29
1.000 120-12
0.618 120-02
HIGH 119-17
0.618 119-07
0.500 119-04
0.382 119-00
LOW 118-22
0.618 118-05
1.000 117-27
1.618 117-10
2.618 116-15
4.250 115-03
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 119-04 118-31
PP 119-02 118-30
S1 119-01 118-28

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

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