ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 118-00 118-25 0-25 0.7% 116-24
High 119-23 120-06 0-15 0.4% 119-21
Low 117-25 118-25 1-00 0.8% 116-24
Close 119-08 119-30 0-22 0.6% 117-20
Range 1-30 1-13 -0-17 -27.4% 2-29
ATR 1-01 1-02 0-01 2.7% 0-00
Volume 34 38 4 11.8% 207
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 123-27 123-10 120-23
R3 122-14 121-29 120-10
R2 121-01 121-01 120-06
R1 120-16 120-16 120-02 120-24
PP 119-20 119-20 119-20 119-25
S1 119-03 119-03 119-26 119-12
S2 118-07 118-07 119-22
S3 116-26 117-22 119-18
S4 115-13 116-09 119-05
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 126-23 125-03 119-07
R3 123-26 122-06 118-14
R2 120-29 120-29 118-05
R1 119-09 119-09 117-29 120-03
PP 118-00 118-00 118-00 118-14
S1 116-12 116-12 117-11 117-06
S2 115-03 115-03 117-03
S3 112-06 113-15 116-26
S4 109-09 110-18 116-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-06 116-28 3-10 2.8% 1-09 1.1% 92% True False 51
10 120-06 116-04 4-02 3.4% 1-02 0.9% 94% True False 36
20 120-06 114-22 5-16 4.6% 0-29 0.7% 95% True False 23
40 120-06 113-04 7-02 5.9% 0-23 0.6% 96% True False 12
60 120-15 113-04 7-11 6.1% 0-17 0.5% 93% 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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-05
2.618 123-28
1.618 122-15
1.000 121-19
0.618 121-02
HIGH 120-06
0.618 119-21
0.500 119-16
0.382 119-10
LOW 118-25
0.618 117-29
1.000 117-12
1.618 116-16
2.618 115-03
4.250 112-26
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 119-25 119-16
PP 119-20 119-02
S1 119-16 118-20

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

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