ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 121-14 120-08 -1-06 -1.0% 120-03
High 121-29 120-08 -1-21 -1.4% 121-31
Low 119-29 118-30 -0-31 -0.8% 119-24
Close 120-11 119-03 -1-08 -1.0% 120-11
Range 2-00 1-10 -0-22 -34.4% 2-07
ATR 1-10 1-11 0-00 0.4% 0-00
Volume 444,530 365,485 -79,045 -17.8% 2,170,518
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 123-12 122-17 119-26
R3 122-02 121-07 119-15
R2 120-24 120-24 119-11
R1 119-29 119-29 119-07 119-22
PP 119-14 119-14 119-14 119-10
S1 118-19 118-19 118-31 118-12
S2 118-04 118-04 118-27
S3 116-26 117-09 118-23
S4 115-16 115-31 118-12
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 127-11 126-02 121-18
R3 125-04 123-27 120-31
R2 122-29 122-29 120-24
R1 121-20 121-20 120-18 122-08
PP 120-22 120-22 120-22 121-00
S1 119-13 119-13 120-04 120-02
S2 118-15 118-15 119-30
S3 116-08 117-06 119-23
S4 114-01 114-31 119-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-31 118-30 3-01 2.5% 1-12 1.2% 5% False True 407,782
10 121-31 117-24 4-07 3.5% 1-09 1.1% 32% False False 371,823
20 123-23 117-24 5-31 5.0% 1-10 1.1% 23% False False 198,496
40 128-00 117-24 10-08 8.6% 1-09 1.1% 13% False False 99,843
60 128-27 117-24 11-03 9.3% 1-05 1.0% 12% False False 66,567
80 132-08 117-24 14-16 12.2% 0-30 0.8% 9% False False 49,925
100 132-28 117-24 15-04 12.7% 0-24 0.6% 9% False False 39,940
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-26
2.618 123-22
1.618 122-12
1.000 121-18
0.618 121-02
HIGH 120-08
0.618 119-24
0.500 119-19
0.382 119-14
LOW 118-30
0.618 118-04
1.000 117-20
1.618 116-26
2.618 115-16
4.250 113-12
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 119-19 120-14
PP 119-14 120-00
S1 119-08 119-18

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

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