ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	120-18	120-23	0-05	0.1%	118-03
High	120-18	120-23	0-05	0.1%	120-31
Low	120-12	120-15	0-03	0.1%	118-03
Close	120-18	120-23	0-05	0.1%	120-18
Range	0-06	0-08	0-02	33.3%	2-28
ATR	0-26	0-25	-0-01	-5.0%	0-00
Volume

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	121-12	121-10	120-27
R3	121-04	121-02	120-25
R2	120-28	120-28	120-24
R1	120-26	120-26	120-24	120-27
PP	120-20	120-20	120-20	120-21
S1	120-18	120-18	120-22	120-19
S2	120-12	120-12	120-22
S3	120-04	120-10	120-21
S4	119-28	120-02	120-19

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-16	127-13	122-05
R3	125-20	124-17	121-11
R2	122-24	122-24	121-03
R1	121-21	121-21	120-26	122-06
PP	119-28	119-28	119-28	120-05
S1	118-25	118-25	120-10	119-10
S2	117-00	117-00	120-01
S3	114-04	115-29	119-25
S4	111-08	113-01	118-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-31	119-03	1-28	1.6%	0-03	0.1%	87%	False	False
10	120-31	118-03	2-28	2.4%	0-02	0.0%	91%	False	False
20	123-09	118-03	5-06	4.3%	0-02	0.1%	51%	False	False
40	128-00	118-03	9-29	8.2%	0-02	0.1%	26%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-25
2.618	121-12
1.618	121-04
1.000	120-31
0.618	120-28
HIGH	120-23
0.618	120-20
0.500	120-19
0.382	120-18
LOW	120-15
0.618	120-10
1.000	120-07
1.618	120-02
2.618	119-26
4.250	119-13

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	120-22	120-21
PP	120-20	120-19
S1	120-19	120-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols