ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 118-30 118-07 -0-23 -0.6% 119-11
High 119-00 118-29 -0-03 -0.1% 120-00
Low 118-03 117-24 -0-11 -0.3% 118-08
Close 118-07 118-18 0-11 0.3% 118-19
Range 0-29 1-05 0-08 27.6% 1-24
ATR 1-04 1-04 0-00 0.2% 0-00
Volume 339,818 380,385 40,567 11.9% 1,574,538
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 121-28 121-12 119-06
R3 120-23 120-07 118-28
R2 119-18 119-18 118-25
R1 119-02 119-02 118-21 119-10
PP 118-13 118-13 118-13 118-17
S1 117-29 117-29 118-15 118-05
S2 117-08 117-08 118-11
S3 116-03 116-24 118-08
S4 114-30 115-19 117-30
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 124-06 123-05 119-18
R3 122-14 121-13 119-02
R2 120-22 120-22 118-29
R1 119-21 119-21 118-24 119-10
PP 118-30 118-30 118-30 118-25
S1 117-29 117-29 118-14 117-18
S2 117-06 117-06 118-09
S3 115-14 116-05 118-04
S4 113-22 114-13 117-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-00 117-24 2-08 1.9% 1-00 0.8% 36% False True 326,955
10 120-05 117-24 2-13 2.0% 0-31 0.8% 34% False True 302,640
20 121-31 117-24 4-07 3.6% 1-04 0.9% 19% False True 350,871
40 126-16 117-24 8-24 7.4% 1-09 1.1% 9% False True 184,364
60 128-20 117-24 10-28 9.2% 1-08 1.0% 7% False True 122,936
80 129-09 117-24 11-17 9.7% 1-01 0.9% 7% False True 92,202
100 132-20 117-24 14-28 12.5% 0-28 0.7% 5% False True 73,762
120 133-31 117-24 16-07 13.7% 0-23 0.6% 5% False True 61,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-26
2.618 121-30
1.618 120-25
1.000 120-02
0.618 119-20
HIGH 118-29
0.618 118-15
0.500 118-10
0.382 118-06
LOW 117-24
0.618 117-01
1.000 116-19
1.618 115-28
2.618 114-23
4.250 112-27
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 118-16 118-16
PP 118-13 118-14
S1 118-10 118-12

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

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