ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	116-06	116-23	0-17	0.5%	119-01
High	117-05	117-02	-0-03	-0.1%	119-11
Low	115-30	114-28	-1-02	-0.9%	115-30
Close	117-01	114-31	-2-02	-1.8%	117-01
Range	1-07	2-06	0-31	79.5%	3-13
ATR	0-30	1-00	0-03	9.8%	0-00
Volume	72	290	218	302.8%	310

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	122-06	120-25	116-06
R3	120-00	118-19	115-18
R2	117-26	117-26	115-12
R1	116-13	116-13	115-05	116-00
PP	115-20	115-20	115-20	115-14
S1	114-07	114-07	114-25	113-26
S2	113-14	113-14	114-18
S3	111-08	112-01	114-12
S4	109-02	109-27	113-24

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	119-07	114-28	4-11	3.8%	1-13	1.2%	2%	False	True	119
10	120-19	114-28	5-23	5.0%	1-00	0.9%	2%	False	True	60
20	122-18	114-28	7-22	6.7%	0-22	0.6%	1%	False	True	34
40	124-24	114-28	9-28	8.6%	0-12	0.3%	1%	False	True	17
60	128-00	114-28	13-04	11.4%	0-09	0.2%	1%	False	True	11

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	0-04
Widest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	126-12
2.618	122-25
1.618	120-19
1.000	119-08
0.618	118-13
HIGH	117-02
0.618	116-07
0.500	115-31
0.382	115-23
LOW	114-28
0.618	113-17
1.000	112-22
1.618	111-11
2.618	109-05
4.250	105-18

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	115-31	116-15
PP	115-20	115-31
S1	115-10	115-15

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

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