ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	123-31	124-21	0-22	0.6%	124-07
High	124-11	126-00	1-21	1.3%	124-29
Low	123-31	124-05	0-06	0.2%	123-09
Close	124-09	125-30	1-21	1.3%	123-26
Range	0-12	1-27	1-15	391.7%	1-20
ATR	1-03	1-05	0-02	4.9%	0-00
Volume	10	31	21	210.0%	293

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	130-29	130-08	126-30
R3	129-02	128-13	126-14
R2	127-07	127-07	126-09
R1	126-18	126-18	126-03	126-28
PP	125-12	125-12	125-12	125-17
S1	124-23	124-23	125-25	125-02
S2	123-17	123-17	125-19
S3	121-22	122-28	125-14
S4	119-27	121-01	124-30

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	126-00	123-22	2-10	1.8%	1-01	0.8%	97%	True	False	64
10	126-00	119-20	6-12	5.1%	1-04	0.9%	99%	True	False	38
20	126-00	116-13	9-19	7.6%	1-04	0.9%	99%	True	False	27
40	126-00	109-20	16-12	13.0%	0-22	0.5%	100%	True	False	20
60	126-00	108-00	18-00	14.3%	0-17	0.4%	100%	True	False	13

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	0-07
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	133-27
2.618	130-26
1.618	128-31
1.000	127-27
0.618	127-04
HIGH	126-00
0.618	125-09
0.500	125-02
0.382	124-28
LOW	124-05
0.618	123-01
1.000	122-10
1.618	121-06
2.618	119-11
4.250	116-10

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	125-21	125-19
PP	125-12	125-07
S1	125-02	124-28

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

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