ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	112-18	110-16	-2-02	-1.8%	116-23
High	112-26	111-27	-0-31	-0.9%	117-02
Low	110-20	109-23	-0-29	-0.8%	112-16
Close	110-23	111-17	0-26	0.7%	113-27
Range	2-06	2-04	-0-02	-2.9%	4-18
ATR	1-08	1-10	0-02	4.9%	0-00
Volume	840	536	-304	-36.2%	724

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-13	116-19	112-22
R3	115-09	114-15	112-04
R2	113-05	113-05	111-29
R1	112-11	112-11	111-23	112-24
PP	111-01	111-01	111-01	111-08
S1	110-07	110-07	111-11	110-20
S2	108-29	108-29	111-05
S3	106-25	108-03	110-30
S4	104-21	105-31	110-12

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	114-26	109-23	5-03	4.6%	1-22	1.5%	36%	False	True	315
10	118-02	109-23	8-11	7.5%	1-23	1.5%	22%	False	True	241
20	121-01	109-23	11-10	10.1%	1-04	1.0%	16%	False	True	123
40	123-01	109-23	13-10	11.9%	0-22	0.6%	14%	False	True	63
60	128-00	109-23	18-09	16.4%	0-15	0.4%	10%	False	True	42

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	True
Bull Hook	False
Stretch	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-28
2.618	117-13
1.618	115-09
1.000	113-31
0.618	113-05
HIGH	111-27
0.618	111-01
0.500	110-25
0.382	110-17
LOW	109-23
0.618	108-13
1.000	107-19
1.618	106-09
2.618	104-05
4.250	100-22

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	111-09	111-18
PP	111-01	111-17
S1	110-25	111-17

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

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