ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	120-00	122-06	2-06	1.8%	117-29
High	122-01	123-28	1-27	1.5%	120-25
Low	119-20	122-06	2-18	2.1%	117-15
Close	121-27	123-20	1-25	1.5%	119-07
Range	2-13	1-22	-0-23	-29.9%	3-10
ATR	1-06	1-08	0-02	5.0%	0-00
Volume	12	29	17	141.7%	42

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-09	127-21	124-18
R3	126-19	125-31	124-03
R2	124-29	124-29	123-30
R1	124-09	124-09	123-25	124-19
PP	123-07	123-07	123-07	123-12
S1	122-19	122-19	123-15	122-29
S2	121-17	121-17	123-10
S3	119-27	120-29	123-05
S4	118-05	119-07	122-22

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	123-28	118-17	5-11	4.3%	1-13	1.1%	95%	True	False	16
10	123-28	116-21	7-07	5.8%	1-09	1.0%	97%	True	False	11
20	123-28	114-29	8-31	7.3%	0-30	0.7%	97%	True	False	23
40	123-28	108-00	15-28	12.8%	0-18	0.5%	98%	True	False	11
60	123-28	108-00	15-28	12.8%	0-13	0.3%	98%	True	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	131-02
2.618	128-09
1.618	126-19
1.000	125-18
0.618	124-29
HIGH	123-28
0.618	123-07
0.500	123-01
0.382	122-27
LOW	122-06
0.618	121-05
1.000	120-16
1.618	119-15
2.618	117-25
4.250	115-00

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	123-14	122-29
PP	123-07	122-05
S1	123-01	121-14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols