ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	120-08	120-02	-0-06	-0.2%	120-23
High	120-08	120-02	-0-06	-0.2%	122-18
Low	119-25	119-29	0-04	0.1%	120-15
Close	119-25	119-29	0-04	0.1%	120-30
Range	0-15	0-05	-0-10	-66.7%	2-03
ATR	0-26	0-25	-0-01	-4.7%	0-00
Volume	6	1	-5	-83.3%	62

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-14	120-10	120-00
R3	120-09	120-05	119-30
R2	120-04	120-04	119-30
R1	120-00	120-00	119-29	120-00
PP	119-31	119-31	119-31	119-30
S1	119-27	119-27	119-29	119-26
S2	119-26	119-26	119-28
S3	119-21	119-22	119-28
S4	119-16	119-17	119-26

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	119-22	2-28	2.4%	0-15	0.4%	8%	False	False	14
10	122-18	119-22	2-28	2.4%	0-10	0.3%	8%	False	False	8
20	123-00	118-03	4-29	4.1%	0-07	0.2%	37%	False	False	4
40	128-00	118-03	9-29	8.3%	0-05	0.1%	18%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-23
2.618	120-15
1.618	120-10
1.000	120-07
0.618	120-05
HIGH	120-02
0.618	120-00
0.500	120-00
0.382	119-31
LOW	119-29
0.618	119-26
1.000	119-24
1.618	119-21
2.618	119-16
4.250	119-08

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	120-00	120-08
PP	119-31	120-04
S1	119-30	120-00

Download as Excel Spreadsheet

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

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