ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	114-25	113-23	-1-02	-0.9%	119-01
High	115-17	114-00	-1-17	-1.3%	119-11
Low	113-17	112-16	-1-01	-0.9%	115-30
Close	113-20	113-18	-0-02	-0.1%	117-01
Range	2-00	1-16	-0-16	-25.0%	3-13
ATR	1-03	1-04	0-01	2.5%	0-00
Volume	50	53	3	6.0%	310

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-27	117-07	114-12
R3	116-11	115-23	113-31
R2	114-27	114-27	113-27
R1	114-07	114-07	113-22	113-25
PP	113-11	113-11	113-11	113-04
S1	112-23	112-23	113-14	112-09
S2	111-27	111-27	113-09
S3	110-11	111-07	113-05
S4	108-27	109-23	112-24

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	117-05	112-16	4-21	4.1%	1-21	1.5%	23%	False	True	137
10	119-22	112-16	7-06	6.3%	1-10	1.1%	15%	False	True	92
20	122-18	112-16	10-02	8.9%	0-29	0.8%	11%	False	True	50
40	123-01	112-16	10-17	9.3%	0-16	0.4%	10%	False	True	25
60	128-00	112-16	15-16	13.6%	0-11	0.3%	7%	False	True	17

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	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-12
2.618	117-30
1.618	116-14
1.000	115-16
0.618	114-30
HIGH	114-00
0.618	113-14
0.500	113-08
0.382	113-02
LOW	112-16
0.618	111-18
1.000	111-00
1.618	110-02
2.618	108-18
4.250	106-04

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	113-15	114-06
PP	113-11	113-31
S1	113-08	113-24

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

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