ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	115-00	114-25	-0-07	-0.2%	119-01
High	115-27	115-17	-0-10	-0.3%	119-11
Low	114-15	113-17	-0-30	-0.8%	115-30
Close	114-16	113-20	-0-28	-0.8%	117-01
Range	1-12	2-00	0-20	45.5%	3-13
ATR	1-01	1-03	0-02	6.6%	0-00
Volume	221	50	-171	-77.4%	310

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-07	118-30	114-23
R3	118-07	116-30	114-06
R2	116-07	116-07	114-00
R1	114-30	114-30	113-26	114-18
PP	114-07	114-07	114-07	114-02
S1	112-30	112-30	113-14	112-18
S2	112-07	112-07	113-08
S3	110-07	110-30	113-02
S4	108-07	108-30	112-17

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	118-02	113-17	4-17	4.0%	1-24	1.5%	2%	False	True	167
10	120-19	113-17	7-02	6.2%	1-08	1.1%	1%	False	True	87
20	122-18	113-17	9-01	7.9%	0-27	0.7%	1%	False	True	48
40	123-01	113-17	9-16	8.4%	0-15	0.4%	1%	False	True	24
60	128-00	113-17	14-15	12.7%	0-11	0.3%	1%	False	True	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-01
2.618	120-25
1.618	118-25
1.000	117-17
0.618	116-25
HIGH	115-17
0.618	114-25
0.500	114-17
0.382	114-09
LOW	113-17
0.618	112-09
1.000	111-17
1.618	110-09
2.618	108-09
4.250	105-01

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	114-17	115-10
PP	114-07	114-24
S1	113-30	114-06

Download as Excel Spreadsheet

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

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