ECBOT 30 Year Treasury Bond Future March 2025


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 124-25 124-12 -0-13 -0.3% 125-12
High 124-29 125-07 0-10 0.3% 125-20
Low 124-01 124-12 0-11 0.3% 124-01
Close 124-19 125-07 0-20 0.5% 125-07
Range 0-28 0-27 -0-01 -3.6% 1-19
ATR 0-31 0-31 0-00 -1.0% 0-00
Volume 23 28 5 21.7% 268
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 127-15 127-06 125-22
R3 126-20 126-11 125-14
R2 125-25 125-25 125-12
R1 125-16 125-16 125-09 125-20
PP 124-30 124-30 124-30 125-00
S1 124-21 124-21 125-05 124-26
S2 124-03 124-03 125-02
S3 123-08 123-26 125-00
S4 122-13 122-31 124-24
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 129-24 129-02 126-03
R3 128-05 127-15 125-21
R2 126-18 126-18 125-16
R1 125-28 125-28 125-12 125-14
PP 124-31 124-31 124-31 124-23
S1 124-09 124-09 125-02 123-26
S2 123-12 123-12 124-30
S3 121-25 122-22 124-25
S4 120-06 121-03 124-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-20 124-01 1-19 1.3% 0-31 0.8% 75% False False 53
10 127-24 124-01 3-23 3.0% 0-28 0.7% 32% False False 62
20 127-24 122-25 4-31 4.0% 0-31 0.8% 49% False False 48
40 127-24 122-06 5-18 4.4% 0-26 0.6% 54% False False 35
60 127-24 118-00 9-24 7.8% 0-20 0.5% 74% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 128-26
2.618 127-14
1.618 126-19
1.000 126-02
0.618 125-24
HIGH 125-07
0.618 124-29
0.500 124-26
0.382 124-22
LOW 124-12
0.618 123-27
1.000 123-17
1.618 123-00
2.618 122-05
4.250 120-25
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 125-02 125-02
PP 124-30 124-28
S1 124-26 124-23

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

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