ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	115-31	116-06	0-07	0.2%	113-16
High	115-31	116-15	0-16	0.4%	115-31
Low	115-30	116-06	0-08	0.2%	112-20
Close	115-30	116-06	0-08	0.2%	115-22
Range	0-01	0-09	0-08	800.0%	3-11
ATR	1-00	0-31	-0-01	-3.4%	0-00
Volume	1	1	0	0.0%	0

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-04	116-30	116-11
R3	116-27	116-21	116-08
R2	116-18	116-18	116-08
R1	116-12	116-12	116-07	116-10
PP	116-09	116-09	116-09	116-08
S1	116-03	116-03	116-05	116-02
S2	116-00	116-00	116-04
S3	115-23	115-26	116-04
S4	115-14	115-17	116-01

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	124-25	123-19	117-17
R3	121-14	120-08	116-19
R2	118-03	118-03	116-10
R1	116-29	116-29	116-00	117-16
PP	114-24	114-24	114-24	115-02
S1	113-18	113-18	115-12	114-05
S2	111-13	111-13	115-02
S3	108-02	110-07	114-25
S4	104-23	106-28	113-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-15	115-19	0-28	0.8%	0-04	0.1%	68%	True	False
10	116-15	112-20	3-27	3.3%	0-07	0.2%	93%	True	False
20	116-15	109-15	7-00	6.0%	0-04	0.1%	96%	True	False
40	116-15	108-00	8-15	7.3%	0-05	0.1%	97%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-00
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-21
2.618	117-07
1.618	116-30
1.000	116-24
0.618	116-21
HIGH	116-15
0.618	116-12
0.500	116-10
0.382	116-09
LOW	116-06
0.618	116-00
1.000	115-29
1.618	115-23
2.618	115-14
4.250	115-00

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	116-10	116-06
PP	116-09	116-06
S1	116-08	116-06

Download as Excel Spreadsheet

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

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