ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	122-06	123-14	1-08	1.0%	118-30
High	123-28	124-05	0-09	0.2%	124-05
Low	122-06	123-09	1-03	0.9%	118-17
Close	123-20	123-31	0-11	0.3%	123-31
Range	1-22	0-28	-0-26	-48.1%	5-20
ATR	1-08	1-07	-0-01	-2.2%	0-00
Volume	29	7	-22	-75.9%	77

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	126-14	126-02	124-14
R3	125-18	125-06	124-07
R2	124-22	124-22	124-04
R1	124-10	124-10	124-02	124-16
PP	123-26	123-26	123-26	123-28
S1	123-14	123-14	123-28	123-20
S2	122-30	122-30	123-26
S3	122-02	122-18	123-23
S4	121-06	121-22	123-16

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	139-03	137-05	127-02
R3	133-15	131-17	125-16
R2	127-27	127-27	125-00
R1	125-29	125-29	124-16	126-28
PP	122-07	122-07	122-07	122-22
S1	120-09	120-09	123-14	121-08
S2	116-19	116-19	122-30
S3	110-31	114-21	122-14
S4	105-11	109-01	120-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-05	118-17	5-20	4.5%	1-10	1.1%	97%	True	False	15
10	124-05	117-15	6-22	5.4%	1-06	1.0%	97%	True	False	11
20	124-05	114-29	9-08	7.5%	0-30	0.8%	98%	True	False	23
40	124-05	108-00	16-05	13.0%	0-19	0.5%	99%	True	False	12
60	124-05	108-00	16-05	13.0%	0-14	0.3%	99%	True	False	8

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	127-28
2.618	126-14
1.618	125-18
1.000	125-01
0.618	124-22
HIGH	124-05
0.618	123-26
0.500	123-23
0.382	123-20
LOW	123-09
0.618	122-24
1.000	122-13
1.618	121-28
2.618	121-00
4.250	119-18

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	123-28	123-09
PP	123-26	122-19
S1	123-23	121-28

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

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