ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	113-27	113-10	-0-17	-0.5%	116-23
High	114-26	113-12	-1-14	-1.3%	117-02
Low	113-16	112-02	-1-14	-1.3%	112-16
Close	113-27	112-14	-1-13	-1.2%	113-27
Range	1-10	1-10	0-00	0.0%	4-18
ATR	1-05	1-06	0-01	3.9%	0-00
Volume	110	37	-73	-66.4%	724

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-18	115-26	113-05
R3	115-08	114-16	112-26
R2	113-30	113-30	112-22
R1	113-06	113-06	112-18	112-29
PP	112-20	112-20	112-20	112-16
S1	111-28	111-28	112-10	111-19
S2	111-10	111-10	112-06
S3	110-00	110-18	112-02
S4	108-22	109-08	111-23

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-05	125-18	116-11
R3	123-19	121-00	115-03
R2	119-01	119-01	114-22
R1	116-14	116-14	114-08	115-14
PP	114-15	114-15	114-15	113-31
S1	111-28	111-28	113-14	110-28
S2	109-29	109-29	113-00
S3	105-11	107-10	112-19
S4	100-25	102-24	111-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-27	112-02	3-25	3.4%	1-16	1.3%	10%	False	True	94
10	119-07	112-02	7-05	6.4%	1-14	1.3%	5%	False	True	106
20	121-01	112-02	8-31	8.0%	1-00	0.9%	4%	False	True	55
40	123-01	112-02	10-31	9.8%	0-18	0.5%	3%	False	True	29
60	128-00	112-02	15-30	14.2%	0-13	0.4%	2%	False	True	19

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	118-30
2.618	116-26
1.618	115-16
1.000	114-22
0.618	114-06
HIGH	113-12
0.618	112-28
0.500	112-23
0.382	112-18
LOW	112-02
0.618	111-08
1.000	110-24
1.618	109-30
2.618	108-20
4.250	106-16

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	112-23	113-14
PP	112-20	113-03
S1	112-17	112-25

Download as Excel Spreadsheet

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

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