ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 116-28 117-29 1-01 0.9% 115-05
High 118-16 118-00 -0-16 -0.4% 118-16
Low 116-21 117-15 0-26 0.7% 114-29
Close 118-12 117-25 -0-19 -0.5% 118-12
Range 1-27 0-17 -1-10 -71.2% 3-19
ATR 1-02 1-02 0-00 -1.1% 0-00
Volume 7 4 -3 -42.9% 270
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 119-11 119-03 118-02
R3 118-26 118-18 117-30
R2 118-09 118-09 117-28
R1 118-01 118-01 117-27 117-28
PP 117-24 117-24 117-24 117-22
S1 117-16 117-16 117-23 117-12
S2 117-07 117-07 117-22
S3 116-22 116-31 117-20
S4 116-05 116-14 117-16
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
5 118-16 116-07 2-09 1.9% 1-00 0.9% 68% False False 20
10 118-16 114-29 3-19 3.1% 0-25 0.7% 80% False False 36
20 118-16 112-20 5-28 5.0% 0-16 0.4% 88% False False 18
40 118-16 108-00 10-16 8.9% 0-11 0.3% 93% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-08
2.618 119-13
1.618 118-28
1.000 118-17
0.618 118-11
HIGH 118-00
0.618 117-26
0.500 117-24
0.382 117-21
LOW 117-15
0.618 117-04
1.000 116-30
1.618 116-19
2.618 116-02
4.250 115-07
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 117-24 117-22
PP 117-24 117-18
S1 117-24 117-14

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

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