ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	117-20	116-28	-0-24	-0.6%	115-05
High	117-24	118-16	0-24	0.6%	118-16
Low	116-13	116-21	0-08	0.2%	114-29
Close	116-21	118-12	1-23	1.5%	118-12
Range	1-11	1-27	0-16	37.2%	3-19
ATR	1-00	1-02	0-02	5.9%	0-00
Volume	17	7	-10	-58.8%	270

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	123-12	122-23	119-12
R3	121-17	120-28	118-28
R2	119-22	119-22	118-23
R1	119-01	119-01	118-17	119-12
PP	117-27	117-27	117-27	118-00
S1	117-06	117-06	118-07	117-16
S2	116-00	116-00	118-01
S3	114-05	115-11	117-28
S4	112-10	113-16	117-12

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-01	126-26	120-11
R3	124-14	123-07	119-12
R2	120-27	120-27	119-01
R1	119-20	119-20	118-23	120-08
PP	117-08	117-08	117-08	117-18
S1	116-01	116-01	118-01	116-20
S2	113-21	113-21	117-23
S3	110-02	112-14	117-12
S4	106-15	108-27	116-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-16	114-29	3-19	3.0%	1-06	1.0%	97%	True	False	54
10	118-16	114-29	3-19	3.0%	0-23	0.6%	97%	True	False	36
20	118-16	112-20	5-28	5.0%	0-15	0.4%	98%	True	False	18
40	118-16	108-00	10-16	8.9%	0-10	0.3%	99%	True	False	9

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	0-03
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	126-11
2.618	123-10
1.618	121-15
1.000	120-11
0.618	119-20
HIGH	118-16
0.618	117-25
0.500	117-18
0.382	117-12
LOW	116-21
0.618	115-17
1.000	114-26
1.618	113-22
2.618	111-27
4.250	108-26

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	118-04	118-02
PP	117-27	117-24
S1	117-18	117-14

Download as Excel Spreadsheet

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

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