ECBOT 30 Year Treasury Bond Future December 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 119-25 118-19 -1-06 -1.0% 120-05
High 119-25 119-18 -0-07 -0.2% 120-20
Low 118-29 118-19 -0-10 -0.3% 119-12
Close 119-02 119-14 0-12 0.3% 119-31
Range 0-28 0-31 0-03 10.7% 1-08
ATR 1-00 1-00 0-00 -0.3% 0-00
Volume 102 23 -79 -77.5% 166
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 122-03 121-24 119-31
R3 121-04 120-25 119-23
R2 120-05 120-05 119-20
R1 119-26 119-26 119-17 120-00
PP 119-06 119-06 119-06 119-09
S1 118-27 118-27 119-11 119-00
S2 118-07 118-07 119-08
S3 117-08 117-28 119-05
S4 116-09 116-29 118-29
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 123-24 123-03 120-21
R3 122-16 121-27 120-10
R2 121-08 121-08 120-06
R1 120-19 120-19 120-03 120-10
PP 120-00 120-00 120-00 119-27
S1 119-11 119-11 119-27 119-02
S2 118-24 118-24 119-24
S3 117-16 118-03 119-20
S4 116-08 116-27 119-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-22 118-19 2-03 1.8% 0-25 0.6% 40% False True 46
10 120-23 118-19 2-04 1.8% 0-30 0.8% 40% False True 48
20 120-23 115-16 5-07 4.4% 0-31 0.8% 75% False False 43
40 120-23 114-08 6-15 5.4% 0-26 0.7% 80% False False 23
60 120-23 113-04 7-19 6.4% 0-21 0.5% 83% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 123-22
2.618 122-03
1.618 121-04
1.000 120-17
0.618 120-05
HIGH 119-18
0.618 119-06
0.500 119-02
0.382 118-31
LOW 118-19
0.618 118-00
1.000 117-20
1.618 117-01
2.618 116-02
4.250 114-15
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 119-10 119-20
PP 119-06 119-18
S1 119-02 119-16

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

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