ECBOT 30 Year Treasury Bond Future March 2025


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 125-05 124-25 -0-12 -0.3% 127-00
High 125-13 124-29 -0-16 -0.4% 127-24
Low 124-15 124-01 -0-14 -0.4% 125-03
Close 124-17 124-19 0-02 0.1% 125-20
Range 0-30 0-28 -0-02 -6.7% 2-21
ATR 1-00 0-31 0-00 -0.8% 0-00
Volume 20 23 3 15.0% 360
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 127-04 126-24 125-02
R3 126-08 125-28 124-27
R2 125-12 125-12 124-24
R1 125-00 125-00 124-22 124-24
PP 124-16 124-16 124-16 124-12
S1 124-04 124-04 124-16 123-28
S2 123-20 123-20 124-14
S3 122-24 123-08 124-11
S4 121-28 122-12 124-04
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 134-04 132-17 127-03
R3 131-15 129-28 126-11
R2 128-26 128-26 126-04
R1 127-07 127-07 125-28 126-22
PP 126-05 126-05 126-05 125-28
S1 124-18 124-18 125-12 124-01
S2 123-16 123-16 125-04
S3 120-27 121-29 124-29
S4 118-06 119-08 124-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-31 124-01 1-30 1.6% 0-31 0.8% 29% False True 52
10 127-24 124-01 3-23 3.0% 0-26 0.7% 15% False True 60
20 127-24 122-25 4-31 4.0% 0-31 0.8% 36% False False 49
40 127-24 122-06 5-18 4.5% 0-25 0.6% 43% False False 35
60 127-24 118-00 9-24 7.8% 0-20 0.5% 68% False False 23
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 False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-20
2.618 127-06
1.618 126-10
1.000 125-25
0.618 125-14
HIGH 124-29
0.618 124-18
0.500 124-15
0.382 124-12
LOW 124-01
0.618 123-16
1.000 123-05
1.618 122-20
2.618 121-24
4.250 120-10
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 124-18 124-24
PP 124-16 124-22
S1 124-15 124-21

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

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