ECBOT 30 Year Treasury Bond Future March 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 125-30 127-17 1-19 1.3% 123-06
High 127-04 127-17 0-13 0.3% 126-21
Low 125-30 126-23 0-25 0.6% 122-25
Close 127-04 127-00 -0-04 -0.1% 125-30
Range 1-06 0-26 -0-12 -31.6% 3-28
ATR 1-02 1-01 -0-01 -1.6% 0-00
Volume 17 67 50 294.1% 157
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 129-17 129-02 127-14
R3 128-23 128-08 127-07
R2 127-29 127-29 127-05
R1 127-14 127-14 127-02 127-08
PP 127-03 127-03 127-03 127-00
S1 126-20 126-20 126-30 126-14
S2 126-09 126-09 126-27
S3 125-15 125-26 126-25
S4 124-21 125-00 126-18
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 136-24 135-07 128-02
R3 132-28 131-11 127-00
R2 129-00 129-00 126-21
R1 127-15 127-15 126-09 128-08
PP 125-04 125-04 125-04 125-16
S1 123-19 123-19 125-19 124-12
S2 121-08 121-08 125-07
S3 117-12 119-23 124-28
S4 113-16 115-27 123-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-17 125-07 2-10 1.8% 1-01 0.8% 77% True False 61
10 127-17 122-25 4-24 3.7% 1-03 0.9% 89% True False 42
20 127-17 122-25 4-24 3.7% 0-25 0.6% 89% True False 38
40 127-17 118-06 9-11 7.4% 0-20 0.5% 94% True False 20
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-00
2.618 129-21
1.618 128-27
1.000 128-11
0.618 128-01
HIGH 127-17
0.618 127-07
0.500 127-04
0.382 127-01
LOW 126-23
0.618 126-07
1.000 125-29
1.618 125-13
2.618 124-19
4.250 123-08
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 127-04 126-26
PP 127-03 126-19
S1 127-01 126-13

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

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