ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	119-15	118-03	-1-12	-1.2%	120-31
High	119-17	118-03	-1-14	-1.2%	120-31
Low	119-15	118-03	-1-12	-1.2%	118-29
Close	119-15	118-03	-1-12	-1.2%	119-15
Range	0-02	0-00	-0-02	-100.0%	2-02
ATR	0-25	0-26	0-01	5.6%	0-00
Volume

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	118-03	118-03	118-03
R3	118-03	118-03	118-03
R2	118-03	118-03	118-03
R1	118-03	118-03	118-03	118-03
PP	118-03	118-03	118-03	118-03
S1	118-03	118-03	118-03	118-03
S2	118-03	118-03	118-03
S3	118-03	118-03	118-03
S4	118-03	118-03	118-03

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	125-31	124-25	120-19
R3	123-29	122-23	120-01
R2	121-27	121-27	119-27
R1	120-21	120-21	119-21	120-07
PP	119-25	119-25	119-25	119-18
S1	118-19	118-19	119-09	118-05
S2	117-23	117-23	119-03
S3	115-21	116-17	118-29
S4	113-19	114-15	118-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-12	118-03	2-09	1.9%	0-00	0.0%	0%	False	True
10	123-01	118-03	4-30	4.2%	0-04	0.1%	0%	False	True
20	126-16	118-03	8-13	7.1%	0-04	0.1%	0%	False	True
40	128-16	118-03	10-13	8.8%	0-02	0.1%	0%	False	True

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	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-03
2.618	118-03
1.618	118-03
1.000	118-03
0.618	118-03
HIGH	118-03
0.618	118-03
0.500	118-03
0.382	118-03
LOW	118-03
0.618	118-03
1.000	118-03
1.618	118-03
2.618	118-03
4.250	118-03

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	118-03	118-26
PP	118-03	118-18
S1	118-03	118-11

Download as Excel Spreadsheet

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

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