ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	122-17	120-29	-1-20	-1.3%	120-23
High	122-18	121-08	-1-10	-1.1%	122-18
Low	122-09	120-29	-1-12	-1.1%	120-15
Close	122-09	120-30	-1-11	-1.1%	120-30
Range	0-09	0-11	0-02	22.2%	2-03
ATR	0-25	0-26	0-01	5.6%	0-00
Volume	15	35	20	133.3%	62

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	122-02	121-27	121-04
R3	121-23	121-16	121-01
R2	121-12	121-12	121-00
R1	121-05	121-05	120-31	121-08
PP	121-01	121-01	121-01	121-03
S1	120-26	120-26	120-29	120-30
S2	120-22	120-22	120-28
S3	120-11	120-15	120-27
S4	120-00	120-04	120-24

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	127-19	126-12	122-03
R3	125-16	124-09	121-16
R2	123-13	123-13	121-10
R1	122-06	122-06	121-04	122-26
PP	121-10	121-10	121-10	121-20
S1	120-03	120-03	120-24	120-22
S2	119-07	119-07	120-18
S3	117-04	118-00	120-12
S4	115-01	115-29	119-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-18	120-15	2-03	1.7%	0-08	0.2%	22%	False	False	12
10	122-18	118-03	4-15	3.7%	0-05	0.1%	64%	False	False	6
20	123-01	118-03	4-30	4.1%	0-04	0.1%	58%	False	False	3
40	128-00	118-03	9-29	8.2%	0-03	0.1%	29%	False	False	1

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	0-00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-23
2.618	122-05
1.618	121-26
1.000	121-19
0.618	121-15
HIGH	121-08
0.618	121-04
0.500	121-02
0.382	121-01
LOW	120-29
0.618	120-22
1.000	120-18
1.618	120-11
2.618	120-00
4.250	119-14

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	121-02	121-24
PP	121-01	121-15
S1	121-00	121-06

Download as Excel Spreadsheet

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

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