ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 04-Jan-2024

Day Change Summary
	Previous	Current
	03-Jan-2024	04-Jan-2024	Change	Change %	Previous Week
Open	123-10	124-05	0-27	0.7%	123-31
High	124-10	124-05	-0-05	-0.1%	126-00
Low	122-28	122-21	-0-07	-0.2%	123-31
Close	124-05	122-28	-1-09	-1.0%	125-01
Range	1-14	1-16	0-02	4.3%	2-01
ATR	1-05	1-06	0-01	2.0%	0-00
Volume	72	41	-31	-43.1%	128

Daily Pivots for day following 04-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	127-23	126-26	123-22
R3	126-07	125-10	123-09
R2	124-23	124-23	123-05
R1	123-26	123-26	123-00	123-16
PP	123-07	123-07	123-07	123-03
S1	122-10	122-10	122-24	122-00
S2	121-23	121-23	122-19
S3	120-07	120-26	122-15
S4	118-23	119-10	122-02

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	125-30	122-21	3-09	2.7%	1-06	1.0%	7%	False	True	50
10	126-00	122-21	3-11	2.7%	1-03	0.9%	7%	False	True	57
20	126-00	118-17	7-15	6.1%	1-04	0.9%	58%	False	False	34
40	126-00	112-20	13-12	10.9%	0-27	0.7%	77%	False	False	26
60	126-00	108-00	18-00	14.6%	0-20	0.5%	83%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	130-17
2.618	128-03
1.618	126-19
1.000	125-21
0.618	125-03
HIGH	124-05
0.618	123-19
0.500	123-13
0.382	123-07
LOW	122-21
0.618	121-23
1.000	121-05
1.618	120-07
2.618	118-23
4.250	116-09

Fisher Pivots for day following 04-Jan-2024
Pivot	1 day	3 day
R1	123-13	123-20
PP	123-07	123-12
S1	123-02	123-04

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

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