ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 119-00 119-18 0-18 0.5% 118-22
High 119-17 120-03 0-18 0.5% 120-03
Low 118-22 119-11 0-21 0.6% 118-06
Close 119-00 119-27 0-27 0.7% 119-27
Range 0-27 0-24 -0-03 -11.1% 1-29
ATR 0-29 0-29 0-00 1.5% 0-00
Volume 25 14 -11 -44.0% 70
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 122-00 121-22 120-08
R3 121-08 120-30 120-02
R2 120-16 120-16 119-31
R1 120-06 120-06 119-29 120-11
PP 119-24 119-24 119-24 119-27
S1 119-14 119-14 119-25 119-19
S2 119-00 119-00 119-23
S3 118-08 118-22 119-20
S4 117-16 117-30 119-14
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 125-03 124-12 120-29
R3 123-06 122-15 120-12
R2 121-09 121-09 120-06
R1 120-18 120-18 120-01 120-30
PP 119-12 119-12 119-12 119-18
S1 118-21 118-21 119-21 119-00
S2 117-15 117-15 119-16
S3 115-18 116-24 119-10
S4 113-21 114-27 118-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-03 118-06 1-29 1.6% 0-25 0.7% 87% True False 14
10 122-01 118-06 3-27 3.2% 0-27 0.7% 43% False False 12
20 122-07 118-04 4-03 3.4% 0-29 0.8% 42% False False 23
40 124-06 117-16 6-22 5.6% 0-20 0.5% 35% False False 12
60 126-03 117-16 8-19 7.2% 0-14 0.4% 27% 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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-09
2.618 122-02
1.618 121-10
1.000 120-27
0.618 120-18
HIGH 120-03
0.618 119-26
0.500 119-23
0.382 119-20
LOW 119-11
0.618 118-28
1.000 118-19
1.618 118-04
2.618 117-12
4.250 116-05
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 119-26 119-20
PP 119-24 119-12
S1 119-23 119-04

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

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