ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	116-23	115-00	-1-23	-1.5%	119-01
High	117-02	115-27	-1-07	-1.0%	119-11
Low	114-28	114-15	-0-13	-0.4%	115-30
Close	114-31	114-16	-0-15	-0.4%	117-01
Range	2-06	1-12	-0-26	-37.1%	3-13
ATR	1-00	1-01	0-01	2.5%	0-00
Volume	290	221	-69	-23.8%	310

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	119-02	118-05	115-08
R3	117-22	116-25	114-28
R2	116-10	116-10	114-24
R1	115-13	115-13	114-20	115-06
PP	114-30	114-30	114-30	114-26
S1	114-01	114-01	114-12	113-26
S2	113-18	113-18	114-08
S3	112-06	112-21	114-04
S4	110-26	111-09	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	114-15	4-24	4.1%	1-17	1.3%	1%	False	True	162
10	120-19	114-15	6-04	5.3%	1-04	1.0%	1%	False	True	82
20	122-18	114-15	8-03	7.1%	0-24	0.6%	0%	False	True	46
40	123-09	114-15	8-26	7.7%	0-13	0.4%	0%	False	True	23
60	128-00	114-15	13-17	11.8%	0-09	0.3%	0%	False	True	15

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	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-22
2.618	119-14
1.618	118-02
1.000	117-07
0.618	116-22
HIGH	115-27
0.618	115-10
0.500	115-05
0.382	115-00
LOW	114-15
0.618	113-20
1.000	113-03
1.618	112-08
2.618	110-28
4.250	108-20

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	115-05	115-26
PP	114-30	115-12
S1	114-23	114-30

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

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