ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 120-01 120-08 0-07 0.2% 120-25
High 120-01 120-08 0-07 0.2% 121-01
Low 120-01 119-14 -0-19 -0.5% 119-22
Close 120-01 120-08 0-07 0.2% 120-05
Range 0-00 0-26 0-26 1-11
ATR 0-24 0-24 0-00 0.5% 0-00
Volume
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 122-13 122-05 120-22
R3 121-19 121-11 120-15
R2 120-25 120-25 120-13
R1 120-17 120-17 120-10 120-21
PP 119-31 119-31 119-31 120-02
S1 119-23 119-23 120-06 119-27
S2 119-05 119-05 120-03
S3 118-11 118-29 120-01
S4 117-17 118-03 119-26
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 124-10 123-19 120-29
R3 122-31 122-08 120-17
R2 121-20 121-20 120-13
R1 120-29 120-29 120-09 120-19
PP 120-09 120-09 120-09 120-04
S1 119-18 119-18 120-01 119-08
S2 118-30 118-30 119-29
S3 117-19 118-07 119-25
S4 116-08 116-28 119-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-01 119-14 1-19 1.3% 0-12 0.3% 51% False True 2
10 122-18 119-14 3-04 2.6% 0-14 0.4% 26% False True 9
20 122-18 118-03 4-15 3.7% 0-08 0.2% 48% False False 4
40 128-00 118-03 9-29 8.2% 0-06 0.2% 22% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-22
2.618 122-12
1.618 121-18
1.000 121-02
0.618 120-24
HIGH 120-08
0.618 119-30
0.500 119-27
0.382 119-24
LOW 119-14
0.618 118-30
1.000 118-20
1.618 118-04
2.618 117-10
4.250 116-00
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 120-04 120-04
PP 119-31 119-31
S1 119-27 119-27

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

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