ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	117-31	116-06	-1-25	-1.5%	119-01
High	118-02	117-05	-0-29	-0.8%	119-11
Low	116-03	115-30	-0-05	-0.1%	115-30
Close	116-13	117-01	0-20	0.5%	117-01
Range	1-31	1-07	-0-24	-38.1%	3-13
ATR	0-29	0-30	0-01	2.5%	0-00
Volume	203	72	-131	-64.5%	310

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-12	119-29	117-22
R3	119-05	118-22	117-12
R2	117-30	117-30	117-08
R1	117-15	117-15	117-05	117-22
PP	116-23	116-23	116-23	116-26
S1	116-08	116-08	116-29	116-16
S2	115-16	115-16	116-26
S3	114-09	115-01	116-22
S4	113-02	113-26	116-12

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	127-21	125-24	118-29
R3	124-08	122-11	117-31
R2	120-27	120-27	117-21
R1	118-30	118-30	117-11	118-06
PP	117-14	117-14	117-14	117-02
S1	115-17	115-17	116-23	114-25
S2	114-01	114-01	116-13
S3	110-20	112-04	116-03
S4	107-07	108-23	115-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-11	115-30	3-13	2.9%	1-01	0.9%	32%	False	True	62
10	120-19	115-30	4-21	4.0%	0-24	0.7%	23%	False	True	31
20	122-18	115-30	6-20	5.7%	0-19	0.5%	17%	False	True	20
40	124-24	115-30	8-26	7.5%	0-10	0.3%	12%	False	True	10
60	128-00	115-30	12-02	10.3%	0-08	0.2%	9%	False	True	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-11
2.618	120-11
1.618	119-04
1.000	118-12
0.618	117-29
HIGH	117-05
0.618	116-22
0.500	116-18
0.382	116-13
LOW	115-30
0.618	115-06
1.000	114-23
1.618	113-31
2.618	112-24
4.250	110-24

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	116-28	117-18
PP	116-23	117-13
S1	116-18	117-07

Download as Excel Spreadsheet

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

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