ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 109-24 109-14 -0-10 -0.3% 107-31
High 109-24 109-23 -0-01 0.0% 110-14
Low 108-30 108-15 -0-15 -0.4% 107-03
Close 109-14 109-07 -0-07 -0.2% 109-14
Range 0-26 1-08 0-14 53.8% 3-11
ATR 1-21 1-20 -0-01 -1.8% 0-00
Volume 413 1,965 1,552 375.8% 2,354
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 112-28 112-10 109-29
R3 111-20 111-02 109-18
R2 110-12 110-12 109-14
R1 109-26 109-26 109-11 109-15
PP 109-04 109-04 109-04 108-31
S1 108-18 108-18 109-03 108-07
S2 107-28 107-28 109-00
S3 106-20 107-10 108-28
S4 105-12 106-02 108-17
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 119-01 117-18 111-09
R3 115-22 114-07 110-11
R2 112-11 112-11 110-02
R1 110-28 110-28 109-24 111-20
PP 109-00 109-00 109-00 109-11
S1 107-17 107-17 109-04 108-08
S2 105-21 105-21 108-26
S3 102-10 104-06 108-17
S4 98-31 100-27 107-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-14 107-27 2-19 2.4% 1-16 1.4% 53% False False 729
10 111-14 107-03 4-11 4.0% 1-22 1.5% 49% False False 520
20 114-11 107-03 7-08 6.6% 1-26 1.7% 29% False False 417
40 121-01 107-03 13-30 12.8% 1-13 1.3% 15% False False 236
60 123-01 107-03 15-30 14.6% 0-31 0.9% 13% False False 158
80 128-00 107-03 20-29 19.1% 0-24 0.7% 10% False False 118
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-01
2.618 113-00
1.618 111-24
1.000 110-31
0.618 110-16
HIGH 109-23
0.618 109-08
0.500 109-03
0.382 108-30
LOW 108-15
0.618 107-22
1.000 107-07
1.618 106-14
2.618 105-06
4.250 103-05
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 109-06 109-03
PP 109-04 108-31
S1 109-03 108-28

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

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