ECBOT 30 Year Treasury Bond Future September 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 120-03 118-24 -1-11 -1.1% 120-08
High 120-03 119-15 -0-20 -0.5% 120-18
Low 118-22 118-13 -0-09 -0.2% 119-07
Close 118-30 119-10 0-12 0.3% 119-25
Range 1-13 1-02 -0-11 -24.4% 1-11
ATR 1-06 1-06 0-00 -0.8% 0-00
Volume 421,020 435,015 13,995 3.3% 1,840,449
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 122-08 121-27 119-29
R3 121-06 120-25 119-19
R2 120-04 120-04 119-16
R1 119-23 119-23 119-13 119-30
PP 119-02 119-02 119-02 119-05
S1 118-21 118-21 119-07 118-28
S2 118-00 118-00 119-04
S3 116-30 117-19 119-01
S4 115-28 116-17 118-23
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 123-28 123-06 120-17
R3 122-17 121-27 120-05
R2 121-06 121-06 120-01
R1 120-16 120-16 119-29 120-06
PP 119-27 119-27 119-27 119-22
S1 119-05 119-05 119-21 118-26
S2 118-16 118-16 119-17
S3 117-05 117-26 119-13
S4 115-26 116-15 119-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-20 118-13 2-07 1.9% 1-00 0.8% 41% False True 381,565
10 120-24 118-13 2-11 2.0% 1-05 1.0% 39% False True 457,380
20 120-24 114-19 6-05 5.2% 1-08 1.0% 77% False False 459,598
40 120-24 113-25 6-31 5.8% 1-05 1.0% 79% False False 307,933
60 120-24 112-29 7-27 6.6% 1-05 1.0% 82% False False 205,391
80 122-07 112-29 9-10 7.8% 1-04 0.9% 69% False False 154,052
100 122-07 112-29 9-10 7.8% 1-00 0.8% 69% False False 123,245
120 124-06 112-29 11-09 9.5% 0-27 0.7% 57% False False 102,704
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
4.250 124-00
2.618 122-08
1.618 121-06
1.000 120-17
0.618 120-04
HIGH 119-15
0.618 119-02
0.500 118-30
0.382 118-26
LOW 118-13
0.618 117-24
1.000 117-11
1.618 116-22
2.618 115-20
4.250 113-28
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 119-06 119-16
PP 119-02 119-14
S1 118-30 119-12

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

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