ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	123-28	123-17	-0-11	-0.3%	119-04
High	124-08	124-05	-0-03	-0.1%	124-09
Low	123-00	123-11	0-11	0.3%	118-09
Close	123-08	123-21	0-13	0.3%	123-25
Range	1-08	0-26	-0-14	-35.0%	6-00
ATR	1-19	1-18	-0-02	-3.1%	0-00
Volume	363,892	343,848	-20,044	-5.5%	2,581,790

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	126-05	125-23	124-03
R3	125-11	124-29	123-28
R2	124-17	124-17	123-26
R1	124-03	124-03	123-23	124-10
PP	123-23	123-23	123-23	123-26
S1	123-09	123-09	123-19	123-16
S2	122-29	122-29	123-16
S3	122-03	122-15	123-14
S4	121-09	121-21	123-07

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	140-04	137-30	127-03
R3	134-04	131-30	125-14
R2	128-04	128-04	124-28
R1	125-30	125-30	124-11	127-01
PP	122-04	122-04	122-04	122-21
S1	119-30	119-30	123-07	121-01
S2	116-04	116-04	122-22
S3	110-04	113-30	122-04
S4	104-04	107-30	120-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-09	119-13	4-28	3.9%	1-19	1.3%	87%	False	False	502,532
10	124-09	118-09	6-00	4.9%	1-16	1.2%	90%	False	False	477,588
20	124-09	114-17	9-24	7.9%	1-14	1.2%	94%	False	False	478,046
40	124-09	107-27	16-14	13.3%	1-19	1.3%	96%	False	False	242,969
60	124-09	107-03	17-06	13.9%	1-21	1.3%	96%	False	False	162,065
80	124-09	107-03	17-06	13.9%	1-13	1.1%	96%	False	False	121,558
100	124-24	107-03	17-21	14.3%	1-05	0.9%	94%	False	False	97,246
120	128-00	107-03	20-29	16.9%	0-31	0.8%	79%	False	False	81,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	127-20
2.618	126-09
1.618	125-15
1.000	124-31
0.618	124-21
HIGH	124-05
0.618	123-27
0.500	123-24
0.382	123-21
LOW	123-11
0.618	122-27
1.000	122-17
1.618	122-01
2.618	121-07
4.250	119-28

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	123-24	123-21
PP	123-23	123-21
S1	123-22	123-20

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

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