ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	108-19	110-02	1-15	1.4%	111-17
High	108-19	110-02	1-15	1.4%	111-17
Low	108-19	110-02	1-15	1.4%	108-01
Close	108-19	110-02	1-15	1.4%	108-18
Range
ATR	1-03	1-04	0-01	2.4%	0-00
Volume

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-02	110-02	110-02
R3	110-02	110-02	110-02
R2	110-02	110-02	110-02
R1	110-02	110-02	110-02	110-02
PP	110-02	110-02	110-02	110-02
S1	110-02	110-02	110-02	110-02
S2	110-02	110-02	110-02
S3	110-02	110-02	110-02
S4	110-02	110-02	110-02

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	119-28	117-23	110-16
R3	116-12	114-07	109-17
R2	112-28	112-28	109-07
R1	110-23	110-23	108-28	110-02
PP	109-12	109-12	109-12	109-01
S1	107-07	107-07	108-08	106-18
S2	105-28	105-28	107-29
S3	102-12	103-23	107-19
S4	98-28	100-07	106-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-06	108-00	2-06	2.0%	0-19	0.5%	94%	False	False
10	113-03	108-00	5-03	4.6%	0-12	0.3%	40%	False	False
20	114-03	108-00	6-03	5.5%	0-06	0.2%	34%	False	False

Crabel Price Patterns
NR	False
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	0-02

Fibonacci Retracements and Extensions
4.250	110-02
2.618	110-02
1.618	110-02
1.000	110-02
0.618	110-02
HIGH	110-02
0.618	110-02
0.500	110-02
0.382	110-02
LOW	110-02
0.618	110-02
1.000	110-02
1.618	110-02
2.618	110-02
4.250	110-02

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	110-02	109-27
PP	110-02	109-20
S1	110-02	109-12

Download as Excel Spreadsheet

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

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