ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 123-16 124-20 1-04 0.9% 119-04
High 124-24 124-30 0-06 0.2% 124-09
Low 123-15 123-28 0-13 0.3% 118-09
Close 124-12 123-31 -0-13 -0.3% 123-25
Range 1-09 1-02 -0-07 -17.1% 6-00
ATR 1-17 1-16 -0-01 -2.2% 0-00
Volume 522,150 398,470 -123,680 -23.7% 2,581,790
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 127-14 126-25 124-18
R3 126-12 125-23 124-08
R2 125-10 125-10 124-05
R1 124-21 124-21 124-02 124-14
PP 124-08 124-08 124-08 124-05
S1 123-19 123-19 123-28 123-12
S2 123-06 123-06 123-25
S3 122-04 122-17 123-22
S4 121-02 121-15 123-12
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
5 124-30 123-00 1-30 1.6% 1-04 0.9% 50% True False 427,646
10 124-30 118-09 6-21 5.4% 1-14 1.2% 85% True False 473,236
20 124-30 114-17 10-13 8.4% 1-15 1.2% 91% True False 490,445
40 124-30 107-27 17-03 13.8% 1-18 1.3% 94% True False 265,961
60 124-30 107-03 17-27 14.4% 1-21 1.3% 95% True False 177,404
80 124-30 107-03 17-27 14.4% 1-14 1.2% 95% True False 133,065
100 124-30 107-03 17-27 14.4% 1-06 0.9% 95% True False 106,452
120 128-00 107-03 20-29 16.9% 1-00 0.8% 81% False False 88,710
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 False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-14
2.618 127-23
1.618 126-21
1.000 126-00
0.618 125-19
HIGH 124-30
0.618 124-17
0.500 124-13
0.382 124-09
LOW 123-28
0.618 123-07
1.000 122-26
1.618 122-05
2.618 121-03
4.250 119-12
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 124-13 124-04
PP 124-08 124-03
S1 124-04 124-01

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

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