ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	125-13	124-19	-0-26	-0.6%	123-31
High	125-13	124-19	-0-26	-0.6%	126-00
Low	124-12	123-15	-0-29	-0.7%	123-31
Close	125-01	123-28	-1-05	-0.9%	125-01
Range	1-01	1-04	0-03	9.1%	2-01
ATR	1-04	1-05	0-01	2.9%	0-00
Volume	60	54	-6	-10.0%	128

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	127-11	126-24	124-16
R3	126-07	125-20	124-06
R2	125-03	125-03	124-03
R1	124-16	124-16	123-31	124-08
PP	123-31	123-31	123-31	123-27
S1	123-12	123-12	123-25	123-04
S2	122-27	122-27	123-21
S3	121-23	122-08	123-18
S4	120-19	121-04	123-08

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	123-15	2-17	2.0%	1-01	0.8%	16%	False	True	36
10	126-00	123-09	2-23	2.2%	0-30	0.8%	22%	False	False	47
20	126-00	117-15	8-17	6.9%	1-02	0.9%	75%	False	False	29
40	126-00	112-20	13-12	10.8%	0-24	0.6%	84%	False	False	23
60	126-00	108-00	18-00	14.5%	0-18	0.5%	88%	False	False	16

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 3 trading days

Fibonacci Retracements and Extensions
4.250	129-12
2.618	127-17
1.618	126-13
1.000	125-23
0.618	125-09
HIGH	124-19
0.618	124-05
0.500	124-01
0.382	123-29
LOW	123-15
0.618	122-25
1.000	122-11
1.618	121-21
2.618	120-17
4.250	118-22

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	124-01	124-22
PP	123-31	124-14
S1	123-30	124-05

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols