ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	124-02	124-19	0-17	0.4%	118-30
High	124-23	124-29	0-06	0.2%	124-05
Low	123-22	124-00	0-10	0.3%	118-17
Close	124-13	124-00	-0-13	-0.3%	123-31
Range	1-01	0-29	-0-04	-12.1%	5-20
ATR	1-05	1-05	-0-01	-1.6%	0-00
Volume	252	16	-236	-93.7%	77

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	127-01	126-13	124-16
R3	126-04	125-16	124-08
R2	125-07	125-07	124-05
R1	124-19	124-19	124-03	124-14
PP	124-10	124-10	124-10	124-07
S1	123-22	123-22	123-29	123-18
S2	123-13	123-13	123-27
S3	122-16	122-25	123-24
S4	121-19	121-28	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	124-29	123-09	1-20	1.3%	0-26	0.7%	44%	True	False	57
10	124-29	118-17	6-12	5.1%	1-03	0.9%	86%	True	False	36
20	124-29	114-29	10-00	8.1%	1-03	0.9%	91%	True	False	37
40	124-29	109-15	15-14	12.4%	0-19	0.5%	94%	True	False	18
60	124-29	108-00	16-29	13.6%	0-15	0.4%	95%	True	False	12

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	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-24
2.618	127-09
1.618	126-12
1.000	125-26
0.618	125-15
HIGH	124-29
0.618	124-18
0.500	124-14
0.382	124-11
LOW	124-00
0.618	123-14
1.000	123-03
1.618	122-17
2.618	121-20
4.250	120-05

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	124-14	124-10
PP	124-10	124-06
S1	124-05	124-03

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

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