ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	115-28	115-05	-0-23	-0.6%	116-04
High	115-31	116-11	0-12	0.3%	116-15
Low	115-01	114-29	-0-04	-0.1%	115-01
Close	115-05	116-11	1-06	1.0%	115-05
Range	0-30	1-14	0-16	53.3%	1-14
ATR	0-31	1-00	0-01	3.3%	0-00
Volume	88	170	82	93.2%	90

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-06	119-22	117-04
R3	118-24	118-08	116-24
R2	117-10	117-10	116-19
R1	116-26	116-26	116-15	117-02
PP	115-28	115-28	115-28	116-00
S1	115-12	115-12	116-07	115-20
S2	114-14	114-14	116-03
S3	113-00	113-30	115-30
S4	111-18	112-16	115-18

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	114-29	1-18	1.3%	0-17	0.5%	92%	False	True	52
10	116-15	112-20	3-27	3.3%	0-13	0.3%	97%	False	False	26
20	116-15	109-15	7-00	6.0%	0-07	0.2%	98%	False	False	13
40	116-15	108-00	8-15	7.3%	0-07	0.2%	99%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	122-14
2.618	120-03
1.618	118-21
1.000	117-25
0.618	117-07
HIGH	116-11
0.618	115-25
0.500	115-20
0.382	115-15
LOW	114-29
0.618	114-01
1.000	113-15
1.618	112-19
2.618	111-05
4.250	108-26

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	116-03	116-04
PP	115-28	115-29
S1	115-20	115-22

Download as Excel Spreadsheet

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

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