ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	110-05	109-21	-0-16	-0.5%	112-09
High	110-05	110-05	0-00	0.0%	113-22
Low	110-05	109-14	-0-23	-0.7%	111-25
Close	110-05	109-14	-0-23	-0.7%	113-03
Range	0-00	0-23	0-23		1-29
ATR	1-03	1-02	-0-01	-2.4%	0-00
Volume	0	4	4		0

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-27	111-11	109-27
R3	111-04	110-20	109-20
R2	110-13	110-13	109-18
R1	109-29	109-29	109-16	109-26
PP	109-22	109-22	109-22	109-20
S1	109-06	109-06	109-12	109-02
S2	108-31	108-31	109-10
S3	108-08	108-15	109-08
S4	107-17	107-24	109-01

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	118-18	117-24	114-05
R3	116-21	115-27	113-20
R2	114-24	114-24	113-14
R1	113-30	113-30	113-09	114-11
PP	112-27	112-27	112-27	113-02
S1	112-01	112-01	112-29	112-14
S2	110-30	110-30	112-24
S3	109-01	110-04	112-18
S4	107-04	108-07	112-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-03	109-14	3-21	3.3%	0-05	0.1%	0%	False	True
10	113-22	109-14	4-08	3.9%	0-02	0.1%	0%	False	True
20	117-09	109-14	7-27	7.2%	0-02	0.1%	0%	False	True

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	0-01
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	113-07
2.618	112-01
1.618	111-10
1.000	110-28
0.618	110-19
HIGH	110-05
0.618	109-28
0.500	109-26
0.382	109-23
LOW	109-14
0.618	109-00
1.000	108-23
1.618	108-09
2.618	107-18
4.250	106-12

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	109-26	110-16
PP	109-22	110-04
S1	109-18	109-25

Download as Excel Spreadsheet

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

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