ECBOT 30 Year Treasury Bond Future June 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	122-08	122-26	0-18	0.5%	122-03
High	122-30	123-12	0-14	0.4%	123-12
Low	121-17	122-12	0-27	0.7%	121-17
Close	122-24	122-29	0-05	0.1%	122-29
Range	1-13	1-00	-0-13	-28.9%	1-27
ATR	1-06	1-06	0-00	-1.2%	0-00
Volume	67	119	52	77.6%	589

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	125-28	125-13	123-15
R3	124-28	124-13	123-06
R2	123-28	123-28	123-03
R1	123-13	123-13	123-00	123-20
PP	122-28	122-28	122-28	123-00
S1	122-13	122-13	122-26	122-20
S2	121-28	121-28	122-23
S3	120-28	121-13	122-20
S4	119-28	120-13	122-11

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	128-04	127-12	123-29
R3	126-09	125-17	123-13
R2	124-14	124-14	123-08
R1	123-22	123-22	123-02	124-02
PP	122-19	122-19	122-19	122-26
S1	121-27	121-27	122-24	122-07
S2	120-24	120-24	122-18
S3	118-29	120-00	122-13
S4	117-02	118-05	121-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-12	121-17	1-27	1.5%	1-03	0.9%	75%	True	False	117
10	125-13	121-15	3-30	3.2%	1-07	1.0%	37%	False	False	101
20	126-00	121-15	4-17	3.7%	1-03	0.9%	32%	False	False	70
40	126-00	114-16	11-16	9.4%	0-31	0.8%	73%	False	False	46
60	126-00	108-00	18-00	14.6%	0-24	0.6%	83%	False	False	31

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-20
2.618	126-00
1.618	125-00
1.000	124-12
0.618	124-00
HIGH	123-12
0.618	123-00
0.500	122-28
0.382	122-24
LOW	122-12
0.618	121-24
1.000	121-12
1.618	120-24
2.618	119-24
4.250	118-04

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	122-29	122-24
PP	122-28	122-19
S1	122-28	122-14

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

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