ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	124-07	123-31	-0-08	-0.2%	124-07
High	124-23	124-11	-0-12	-0.3%	124-29
Low	123-24	123-31	0-07	0.2%	123-09
Close	123-26	124-09	0-15	0.4%	123-26
Range	0-31	0-12	-0-19	-61.3%	1-20
ATR	1-04	1-03	-0-01	-3.8%	0-00
Volume	14	10	-4	-28.6%	293

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	125-10	125-06	124-16
R3	124-30	124-26	124-12
R2	124-18	124-18	124-11
R1	124-14	124-14	124-10	124-16
PP	124-06	124-06	124-06	124-08
S1	124-02	124-02	124-08	124-04
S2	123-26	123-26	124-07
S3	123-14	123-22	124-06
S4	123-02	123-10	124-02

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-28	127-31	124-23
R3	127-08	126-11	124-08
R2	125-20	125-20	124-04
R1	124-23	124-23	123-31	124-12
PP	124-00	124-00	124-00	123-26
S1	123-03	123-03	123-21	122-24
S2	122-12	122-12	123-16
S3	120-24	121-15	123-12
S4	119-04	119-27	122-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-29	123-22	1-07	1.0%	0-23	0.6%	49%	False	False	59
10	124-29	119-00	5-29	4.8%	1-02	0.8%	89%	False	False	35
20	124-29	116-07	8-22	7.0%	1-01	0.8%	93%	False	False	26
40	124-29	109-15	15-14	12.4%	0-20	0.5%	96%	False	False	19
60	124-29	108-00	16-29	13.6%	0-16	0.4%	96%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	125-30
2.618	125-10
1.618	124-30
1.000	124-23
0.618	124-18
HIGH	124-11
0.618	124-06
0.500	124-05
0.382	124-04
LOW	123-31
0.618	123-24
1.000	123-19
1.618	123-12
2.618	123-00
4.250	122-12

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	124-08	124-10
PP	124-06	124-10
S1	124-05	124-10

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

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