ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 124-19 123-10 -1-09 -1.0% 123-31
High 124-19 124-10 -0-09 -0.2% 126-00
Low 123-15 122-28 -0-19 -0.5% 123-31
Close 123-28 124-05 0-09 0.2% 125-01
Range 1-04 1-14 0-10 27.8% 2-01
ATR 1-05 1-05 0-01 1.8% 0-00
Volume 54 72 18 33.3% 128
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 128-03 127-18 124-30
R3 126-21 126-04 124-18
R2 125-07 125-07 124-13
R1 124-22 124-22 124-09 124-30
PP 123-25 123-25 123-25 123-29
S1 123-08 123-08 124-01 123-16
S2 122-11 122-11 123-29
S3 120-29 121-26 123-24
S4 119-15 120-12 123-12
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
5 126-00 122-28 3-04 2.5% 1-08 1.0% 41% False True 48
10 126-00 122-28 3-04 2.5% 1-00 0.8% 41% False True 53
20 126-00 118-15 7-17 6.1% 1-03 0.9% 76% False False 33
40 126-00 112-20 13-12 10.8% 0-25 0.6% 86% False False 25
60 126-00 108-00 18-00 14.5% 0-19 0.5% 90% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-14
2.618 128-02
1.618 126-20
1.000 125-24
0.618 125-06
HIGH 124-10
0.618 123-24
0.500 123-19
0.382 123-14
LOW 122-28
0.618 122-00
1.000 121-14
1.618 120-18
2.618 119-04
4.250 116-24
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 123-31 124-05
PP 123-25 124-05
S1 123-19 124-04

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

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