ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 115-04 115-21 0-17 0.5% 117-00
High 116-15 115-23 -0-24 -0.6% 118-09
Low 115-03 114-00 -1-03 -1.0% 115-00
Close 116-08 114-10 -1-30 -1.7% 116-08
Range 1-12 1-23 0-11 25.0% 3-09
ATR 1-06 1-08 0-02 6.5% 0-00
Volume 118 409 291 246.6% 1,913
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 119-27 118-25 115-08
R3 118-04 117-02 114-25
R2 116-13 116-13 114-20
R1 115-11 115-11 114-15 115-00
PP 114-22 114-22 114-22 114-16
S1 113-20 113-20 114-05 113-10
S2 112-31 112-31 114-00
S3 111-08 111-29 113-27
S4 109-17 110-06 113-12
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 126-11 124-19 118-02
R3 123-02 121-10 117-05
R2 119-25 119-25 116-27
R1 118-01 118-01 116-18 117-08
PP 116-16 116-16 116-16 116-04
S1 114-24 114-24 115-30 114-00
S2 113-07 113-07 115-21
S3 109-30 111-15 115-11
S4 106-21 108-06 114-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-09 114-00 4-09 3.7% 1-19 1.4% 7% False True 411
10 118-26 114-00 4-26 4.2% 1-13 1.2% 6% False True 279
20 120-19 114-00 6-19 5.8% 1-05 1.0% 5% False True 159
40 122-07 114-00 8-07 7.2% 1-00 0.9% 4% False True 90
60 124-06 114-00 10-06 8.9% 0-24 0.6% 3% False True 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-01
2.618 120-07
1.618 118-16
1.000 117-14
0.618 116-25
HIGH 115-23
0.618 115-02
0.500 114-28
0.382 114-21
LOW 114-00
0.618 112-30
1.000 112-09
1.618 111-07
2.618 109-16
4.250 106-22
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 114-28 115-08
PP 114-22 114-30
S1 114-16 114-20

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

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