ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	125-24	125-13	-0-11	-0.3%	123-31
High	125-30	125-13	-0-17	-0.4%	126-00
Low	125-04	124-12	-0-24	-0.6%	123-31
Close	125-08	125-01	-0-07	-0.2%	125-01
Range	0-26	1-01	0-07	26.9%	2-01
ATR	1-04	1-04	0-00	-0.6%	0-00
Volume	27	60	33	122.2%	128

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-01	127-18	125-19
R3	127-00	126-17	125-10
R2	125-31	125-31	125-07
R1	125-16	125-16	125-04	125-07
PP	124-30	124-30	124-30	124-26
S1	124-15	124-15	124-30	124-06
S2	123-29	123-29	124-27
S3	122-28	123-14	124-24
S4	121-27	122-13	124-15

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	131-03	130-03	126-05
R3	129-02	128-02	125-19
R2	127-01	127-01	125-13
R1	126-01	126-01	125-07	126-17
PP	125-00	125-00	125-00	125-08
S1	124-00	124-00	124-27	124-16
S2	122-31	122-31	124-21
S3	120-30	121-31	124-15
S4	118-29	119-30	123-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-00	123-24	2-08	1.8%	1-00	0.8%	57%	False	False	28
10	126-00	123-09	2-23	2.2%	0-29	0.7%	64%	False	False	42
20	126-00	116-21	9-11	7.5%	1-03	0.9%	90%	False	False	27
40	126-00	112-20	13-12	10.7%	0-23	0.6%	93%	False	False	22
60	126-00	108-00	18-00	14.4%	0-18	0.4%	95%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-25
2.618	128-03
1.618	127-02
1.000	126-14
0.618	126-01
HIGH	125-13
0.618	125-00
0.500	124-28
0.382	124-25
LOW	124-12
0.618	123-24
1.000	123-11
1.618	122-23
2.618	121-22
4.250	120-00

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	125-00	125-02
PP	124-30	125-02
S1	124-28	125-02

Download as Excel Spreadsheet

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

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