ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	120-05	118-30	-1-07	-1.0%	117-29
High	120-05	119-07	-0-30	-0.8%	120-25
Low	118-29	118-17	-0-12	-0.3%	117-15
Close	119-07	119-07	0-00	0.0%	119-07
Range	1-08	0-22	-0-18	-45.0%	3-10
ATR	1-05	1-04	-0-01	-2.9%	0-00
Volume	12	23	11	91.7%	42

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	121-02	120-26	119-19
R3	120-12	120-04	119-13
R2	119-22	119-22	119-11
R1	119-14	119-14	119-09	119-18
PP	119-00	119-00	119-00	119-02
S1	118-24	118-24	119-05	118-28
S2	118-10	118-10	119-03
S3	117-20	118-02	119-01
S4	116-30	117-12	118-27

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	118-15	2-10	1.9%	1-02	0.9%	32%	False	False	12
10	120-25	116-07	4-18	3.8%	1-01	0.9%	66%	False	False	16
20	120-25	112-20	8-05	6.8%	0-23	0.6%	81%	False	False	21
40	120-25	108-00	12-25	10.7%	0-15	0.4%	88%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-04
2.618	121-01
1.618	120-11
1.000	119-29
0.618	119-21
HIGH	119-07
0.618	118-31
0.500	118-28
0.382	118-25
LOW	118-17
0.618	118-03
1.000	117-27
1.618	117-13
2.618	116-23
4.250	115-20

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	119-03	119-21
PP	119-00	119-16
S1	118-28	119-12

Download as Excel Spreadsheet

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

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