ECBOT 30 Year Treasury Bond Future March 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 118-03 118-20 0-17 0.4% 121-30
High 118-26 119-20 0-26 0.7% 121-31
Low 117-26 118-18 0-24 0.6% 119-15
Close 118-17 118-28 0-11 0.3% 119-20
Range 1-00 1-02 0-02 6.3% 2-16
ATR 1-15 1-14 -0-01 -1.8% 0-00
Volume 438,850 390,896 -47,954 -10.9% 2,018,826
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 122-07 121-19 119-15
R3 121-05 120-17 119-05
R2 120-03 120-03 119-02
R1 119-15 119-15 118-31 119-25
PP 119-01 119-01 119-01 119-06
S1 118-13 118-13 118-25 118-23
S2 117-31 117-31 118-22
S3 116-29 117-11 118-19
S4 115-27 116-09 118-09
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 127-27 126-08 121-00
R3 125-11 123-24 120-10
R2 122-27 122-27 120-03
R1 121-08 121-08 119-27 120-26
PP 120-11 120-11 120-11 120-04
S1 118-24 118-24 119-13 118-10
S2 117-27 117-27 119-05
S3 115-11 116-08 118-30
S4 112-27 113-24 118-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-28 117-26 3-02 2.6% 1-11 1.1% 35% False False 375,330
10 124-00 117-26 6-06 5.2% 1-14 1.2% 17% False False 425,072
20 124-24 117-26 6-30 5.8% 1-12 1.2% 15% False False 444,327
40 125-30 117-26 8-04 6.8% 1-11 1.1% 13% False False 436,462
60 125-30 114-17 11-13 9.6% 1-13 1.2% 38% False False 446,093
80 125-30 107-03 18-27 15.9% 1-16 1.3% 63% False False 335,426
100 125-30 107-03 18-27 15.9% 1-18 1.3% 63% False False 268,388
120 125-30 107-03 18-27 15.9% 1-13 1.2% 63% False False 223,660
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-04
2.618 122-13
1.618 121-11
1.000 120-22
0.618 120-09
HIGH 119-20
0.618 119-07
0.500 119-03
0.382 118-31
LOW 118-18
0.618 117-29
1.000 117-16
1.618 116-27
2.618 115-25
4.250 114-02
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 119-03 119-11
PP 119-01 119-06
S1 118-30 119-01

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

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