ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	119-01	120-00	0-31	0.8%	117-29
High	119-30	122-01	2-03	1.7%	120-25
Low	119-00	119-20	0-20	0.5%	117-15
Close	119-23	121-27	2-04	1.8%	119-07
Range	0-30	2-13	1-15	156.7%	3-10
ATR	1-03	1-06	0-03	8.4%	0-00
Volume	6	12	6	100.0%	42

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-12	127-17	123-05
R3	125-31	125-04	122-16
R2	123-18	123-18	122-09
R1	122-23	122-23	122-02	123-04
PP	121-05	121-05	121-05	121-12
S1	120-10	120-10	121-20	120-24
S2	118-24	118-24	121-13
S3	116-11	117-29	121-06
S4	113-30	115-16	120-17

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	122-01	118-17	3-16	2.9%	1-07	1.0%	95%	True	False	12
10	122-01	116-13	5-20	4.6%	1-08	1.0%	97%	True	False	10
20	122-01	114-16	7-17	6.2%	0-27	0.7%	98%	True	False	22
40	122-01	108-00	14-01	11.5%	0-18	0.5%	99%	True	False	11

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	0-06
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	132-08
2.618	128-11
1.618	125-30
1.000	124-14
0.618	123-17
HIGH	122-01
0.618	121-04
0.500	120-26
0.382	120-17
LOW	119-20
0.618	118-04
1.000	117-07
1.618	115-23
2.618	113-10
4.250	109-13

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	121-16	121-10
PP	121-05	120-26
S1	120-26	120-09

Download as Excel Spreadsheet

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

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