ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	120-16	120-05	-0-11	-0.3%	117-29
High	120-25	120-05	-0-20	-0.5%	120-25
Low	119-31	118-29	-1-02	-0.9%	117-15
Close	120-15	119-07	-1-08	-1.0%	119-07
Range	0-26	1-08	0-14	53.8%	3-10
ATR	1-04	1-05	0-01	2.8%	0-00
Volume	11	12	1	9.1%	42

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	123-06	122-14	119-29
R3	121-30	121-06	119-18
R2	120-22	120-22	119-14
R1	119-30	119-30	119-11	119-22
PP	119-14	119-14	119-14	119-10
S1	118-22	118-22	119-03	118-14
S2	118-06	118-06	119-00
S3	116-30	117-14	118-28
S4	115-22	116-06	118-17

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	129-03	127-15	121-01
R3	125-25	124-05	120-04
R2	122-15	122-15	119-26
R1	120-27	120-27	119-17	121-21
PP	119-05	119-05	119-05	119-18
S1	117-17	117-17	118-29	118-11
S2	115-27	115-27	118-20
S3	112-17	114-07	118-10
S4	109-07	110-29	117-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-25	117-15	3-10	2.8%	1-01	0.9%	53%	False	False	8
10	120-25	114-29	5-28	4.9%	1-04	0.9%	73%	False	False	31
20	120-25	112-20	8-05	6.8%	0-23	0.6%	81%	False	False	20
40	120-25	108-00	12-25	10.7%	0-14	0.4%	88%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-15
2.618	123-14
1.618	122-06
1.000	121-13
0.618	120-30
HIGH	120-05
0.618	119-22
0.500	119-17
0.382	119-12
LOW	118-29
0.618	118-04
1.000	117-21
1.618	116-28
2.618	115-20
4.250	113-19

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	119-17	119-27
PP	119-14	119-20
S1	119-10	119-14

Download as Excel Spreadsheet

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

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