ECBOT 30 Year Treasury Bond Future March 2025


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 123-06 124-15 1-09 1.0% 124-25
High 124-20 125-11 0-23 0.6% 125-09
Low 122-25 124-08 1-15 1.2% 122-28
Close 124-09 125-10 1-01 0.8% 123-09
Range 1-27 1-03 -0-24 -40.7% 2-13
ATR 1-01 1-01 0-00 0.5% 0-00
Volume 14 9 -5 -35.7% 364
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 128-08 127-28 125-29
R3 127-05 126-25 125-20
R2 126-02 126-02 125-16
R1 125-22 125-22 125-13 125-28
PP 124-31 124-31 124-31 125-02
S1 124-19 124-19 125-07 124-25
S2 123-28 123-28 125-04
S3 122-25 123-16 125-00
S4 121-22 122-13 124-23
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 131-01 129-18 124-19
R3 128-20 127-05 123-30
R2 126-07 126-07 123-23
R1 124-24 124-24 123-16 124-09
PP 123-26 123-26 123-26 123-18
S1 122-11 122-11 123-02 121-28
S2 121-13 121-13 122-27
S3 119-00 119-30 122-20
S4 116-19 117-17 121-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-11 122-25 2-18 2.0% 1-05 0.9% 99% True False 24
10 125-23 122-25 2-30 2.3% 0-27 0.7% 86% False False 41
20 125-23 122-06 3-17 2.8% 0-21 0.5% 88% False False 22
40 126-24 118-06 8-18 6.8% 0-16 0.4% 83% False False 12
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 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-00
2.618 128-07
1.618 127-04
1.000 126-14
0.618 126-01
HIGH 125-11
0.618 124-30
0.500 124-26
0.382 124-21
LOW 124-08
0.618 123-18
1.000 123-05
1.618 122-15
2.618 121-12
4.250 119-19
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 125-04 124-29
PP 124-31 124-15
S1 124-26 124-02

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

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