ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	119-06	117-31	-1-07	-1.0%	119-21
High	119-07	118-02	-1-05	-1.0%	120-19
Low	118-10	116-03	-2-07	-1.9%	118-31
Close	118-26	116-13	-2-13	-2.0%	119-06
Range	0-29	1-31	1-02	117.2%	1-20
ATR	0-24	0-29	0-04	18.3%	0-00
Volume	27	203	176	651.9%	6

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	122-24	121-18	117-16
R3	120-25	119-19	116-30
R2	118-26	118-26	116-25
R1	117-20	117-20	116-19	117-08
PP	116-27	116-27	116-27	116-21
S1	115-21	115-21	116-07	115-08
S2	114-28	114-28	116-01
S3	112-29	113-22	115-28
S4	110-30	111-23	115-10

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	119-22	116-03	3-19	3.1%	0-30	0.8%	9%	False	True	48
10	121-01	116-03	4-30	4.2%	0-23	0.6%	6%	False	True	25
20	122-18	116-03	6-15	5.6%	0-17	0.5%	5%	False	True	16
40	125-16	116-03	9-13	8.1%	0-10	0.3%	3%	False	True	8
60	128-16	116-03	12-13	10.7%	0-07	0.2%	3%	False	True	5

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	126-14
2.618	123-07
1.618	121-08
1.000	120-01
0.618	119-09
HIGH	118-02
0.618	117-10
0.500	117-02
0.382	116-27
LOW	116-03
0.618	114-28
1.000	114-04
1.618	112-29
2.618	110-30
4.250	107-23

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	117-02	117-21
PP	116-27	117-08
S1	116-20	116-26

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

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