ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 111-17 111-09 -0-08 -0.2% 113-10
High 111-27 111-13 -0-14 -0.4% 113-12
Low 110-27 108-29 -1-30 -1.7% 108-29
Close 111-14 110-16 -0-30 -0.8% 110-16
Range 1-00 2-16 1-16 150.0% 4-15
ATR 1-10 1-13 0-03 6.7% 0-00
Volume 28 127 99 353.6% 1,568
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 117-25 116-20 111-28
R3 115-09 114-04 111-06
R2 112-25 112-25 110-31
R1 111-20 111-20 110-23 110-30
PP 110-09 110-09 110-09 109-30
S1 109-04 109-04 110-09 108-14
S2 107-25 107-25 110-01
S3 105-09 106-20 109-26
S4 102-25 104-04 109-04
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 124-11 121-28 112-31
R3 119-28 117-13 111-23
R2 115-13 115-13 111-10
R1 112-30 112-30 110-29 111-30
PP 110-30 110-30 110-30 110-14
S1 108-15 108-15 110-03 107-15
S2 106-15 106-15 109-22
S3 102-00 104-00 109-09
S4 97-17 99-17 108-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-12 108-29 4-15 4.0% 1-26 1.7% 36% False True 313
10 117-02 108-29 8-05 7.4% 1-24 1.6% 20% False True 229
20 120-19 108-29 11-22 10.6% 1-08 1.1% 14% False True 130
40 122-18 108-29 13-21 12.4% 0-23 0.7% 12% False True 67
60 128-00 108-29 19-03 17.3% 0-17 0.5% 8% False True 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 122-01
2.618 117-30
1.618 115-14
1.000 113-29
0.618 112-30
HIGH 111-13
0.618 110-14
0.500 110-05
0.382 109-28
LOW 108-29
0.618 107-12
1.000 106-13
1.618 104-28
2.618 102-12
4.250 98-09
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 110-12 110-15
PP 110-09 110-13
S1 110-05 110-12

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

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