ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	116-06	115-28	-0-10	-0.3%	116-04
High	116-15	115-31	-0-16	-0.4%	116-15
Low	116-06	115-01	-1-05	-1.0%	115-01
Close	116-06	115-05	-1-01	-0.9%	115-05
Range	0-09	0-30	0-21	233.3%	1-14
ATR	0-31	0-31	0-00	1.4%	0-00
Volume	1	88	87	8,700.0%	90

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	118-06	117-20	115-22
R3	117-08	116-22	115-13
R2	116-10	116-10	115-10
R1	115-24	115-24	115-08	115-18
PP	115-12	115-12	115-12	115-10
S1	114-26	114-26	115-02	114-20
S2	114-14	114-14	115-00
S3	113-16	113-28	114-29
S4	112-18	112-30	114-20

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	119-28	118-30	115-30
R3	118-14	117-16	115-18
R2	117-00	117-00	115-13
R1	116-02	116-02	115-09	115-26
PP	115-18	115-18	115-18	115-14
S1	114-20	114-20	115-01	114-12
S2	114-04	114-04	114-29
S3	112-22	113-06	114-24
S4	111-08	111-24	114-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-15	115-01	1-14	1.2%	0-08	0.2%	9%	False	True	18
10	116-15	112-20	3-27	3.3%	0-10	0.3%	66%	False	False	9
20	116-15	109-15	7-00	6.1%	0-05	0.1%	81%	False	False	4
40	116-15	108-00	8-15	7.4%	0-06	0.2%	85%	False	False	2

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	119-30
2.618	118-14
1.618	117-16
1.000	116-29
0.618	116-18
HIGH	115-31
0.618	115-20
0.500	115-16
0.382	115-12
LOW	115-01
0.618	114-14
1.000	114-03
1.618	113-16
2.618	112-18
4.250	111-02

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	115-16	115-24
PP	115-12	115-18
S1	115-09	115-11

Download as Excel Spreadsheet

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

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