ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 25-Aug-2023
Day Change Summary
Previous Current
24-Aug-2023 25-Aug-2023 Change Change % Previous Week
Open 120-15 120-01 -0-14 -0.4% 119-12
High 120-27 120-15 -0-12 -0.3% 120-27
Low 119-28 119-12 -0-16 -0.4% 117-24
Close 120-01 119-31 -0-02 -0.1% 119-31
Range 0-31 1-03 0-04 12.9% 3-03
ATR 1-11 1-11 -0-01 -1.4% 0-00
Volume 514,147 425,892 -88,255 -17.2% 1,273,314
Daily Pivots for day following 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 123-07 122-22 120-18
R3 122-04 121-19 120-09
R2 121-01 121-01 120-05
R1 120-16 120-16 120-02 120-07
PP 119-30 119-30 119-30 119-26
S1 119-13 119-13 119-28 119-04
S2 118-27 118-27 119-25
S3 117-24 118-10 119-21
S4 116-21 117-07 119-12
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 128-26 127-15 121-21
R3 125-23 124-12 120-26
R2 122-20 122-20 120-17
R1 121-09 121-09 120-08 121-30
PP 119-17 119-17 119-17 119-27
S1 118-06 118-06 119-22 118-28
S2 116-14 116-14 119-13
S3 113-11 115-03 119-04
S4 110-08 112-00 118-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-27 117-24 3-03 2.6% 1-11 1.1% 72% False False 254,662
10 121-15 117-24 3-23 3.1% 1-08 1.1% 60% False False 141,141
20 125-02 117-24 7-10 6.1% 1-13 1.2% 30% False False 72,744
40 128-00 117-24 10-08 8.5% 1-10 1.1% 22% False False 36,448
60 129-09 117-24 11-17 9.6% 1-02 0.9% 19% False False 24,300
80 132-20 117-24 14-28 12.4% 0-27 0.7% 15% False False 18,225
100 133-31 117-24 16-07 13.5% 0-22 0.6% 14% False False 14,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-04
2.618 123-11
1.618 122-08
1.000 121-18
0.618 121-05
HIGH 120-15
0.618 120-02
0.500 119-30
0.382 119-25
LOW 119-12
0.618 118-22
1.000 118-09
1.618 117-19
2.618 116-16
4.250 114-23
Fisher Pivots for day following 25-Aug-2023
Pivot 1 day 3 day
R1 119-30 119-28
PP 119-30 119-25
S1 119-30 119-22

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

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