ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 05-Jan-2024

Day Change Summary
	Previous	Current
	04-Jan-2024	05-Jan-2024	Change	Change %	Previous Week
Open	124-05	122-27	-1-10	-1.1%	124-19
High	124-05	123-07	-0-30	-0.8%	124-19
Low	122-21	121-15	-1-06	-1.0%	121-15
Close	122-28	122-02	-0-26	-0.7%	122-02
Range	1-16	1-24	0-08	16.7%	3-04
ATR	1-06	1-07	0-01	3.4%	0-00
Volume	41	196	155	378.0%	363

Daily Pivots for day following 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	127-16	126-17	123-01
R3	125-24	124-25	122-17
R2	124-00	124-00	122-12
R1	123-01	123-01	122-07	122-20
PP	122-08	122-08	122-08	122-02
S1	121-09	121-09	121-29	120-28
S2	120-16	120-16	121-24
S3	118-24	119-17	121-19
S4	117-00	117-25	121-03

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	132-03	130-06	123-25
R3	128-31	127-02	122-30
R2	125-27	125-27	122-20
R1	123-30	123-30	122-11	123-10
PP	122-23	122-23	122-23	122-13
S1	120-26	120-26	121-25	120-06
S2	119-19	119-19	121-16
S3	116-15	117-22	121-06
S4	113-11	114-18	120-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-13	121-15	3-30	3.2%	1-12	1.1%	15%	False	True	84
10	126-00	121-15	4-17	3.7%	1-06	1.0%	13%	False	True	52
20	126-00	118-17	7-15	6.1%	1-04	0.9%	47%	False	False	44
40	126-00	112-20	13-12	11.0%	0-28	0.7%	71%	False	False	31
60	126-00	108-00	18-00	14.7%	0-21	0.5%	78%	False	False	21

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 6 trading days

Fibonacci Retracements and Extensions
4.250	130-21
2.618	127-26
1.618	126-02
1.000	124-31
0.618	124-10
HIGH	123-07
0.618	122-18
0.500	122-11
0.382	122-04
LOW	121-15
0.618	120-12
1.000	119-23
1.618	118-20
2.618	116-28
4.250	114-01

Fisher Pivots for day following 05-Jan-2024
Pivot	1 day	3 day
R1	122-11	122-28
PP	122-08	122-20
S1	122-05	122-11

Download as Excel Spreadsheet

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

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