ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	118-23	119-06	0-15	0.4%	119-21
High	119-07	119-07	0-00	0.0%	120-19
Low	118-15	118-10	-0-05	-0.1%	118-31
Close	118-15	118-26	0-11	0.3%	119-06
Range	0-24	0-29	0-05	20.8%	1-20
ATR	0-24	0-24	0-00	1.5%	0-00
Volume	3	27	24	800.0%	6

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	121-16	121-02	119-10
R3	120-19	120-05	119-02
R2	119-22	119-22	118-31
R1	119-08	119-08	118-29	119-00
PP	118-25	118-25	118-25	118-21
S1	118-11	118-11	118-23	118-04
S2	117-28	117-28	118-21
S3	116-31	117-14	118-18
S4	116-02	116-17	118-10

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	124-15	123-14	120-03
R3	122-27	121-26	119-20
R2	121-07	121-07	119-16
R1	120-06	120-06	119-11	119-28
PP	119-19	119-19	119-19	119-14
S1	118-18	118-18	119-01	118-08
S2	117-31	117-31	118-28
S3	116-11	116-30	118-24
S4	114-23	115-10	118-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-19	118-10	2-09	1.9%	0-23	0.6%	22%	False	True	8
10	121-01	118-10	2-23	2.3%	0-18	0.5%	18%	False	True	5
20	122-18	118-10	4-08	3.6%	0-14	0.4%	12%	False	True	6
40	126-16	118-03	8-13	7.1%	0-09	0.2%	9%	False	False	3
60	128-16	118-03	10-13	8.8%	0-06	0.2%	7%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-02
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-02
2.618	121-19
1.618	120-22
1.000	120-04
0.618	119-25
HIGH	119-07
0.618	118-28
0.500	118-24
0.382	118-21
LOW	118-10
0.618	117-24
1.000	117-13
1.618	116-27
2.618	115-30
4.250	114-15

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	118-26	118-26
PP	118-25	118-26
S1	118-24	118-26

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