ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 29-Jan-2024
Day Change Summary
Previous Current
26-Jan-2024 29-Jan-2024 Change Change % Previous Week
Open 120-00 119-28 -0-04 -0.1% 120-03
High 120-09 121-00 0-23 0.6% 121-02
Low 119-11 119-28 0-17 0.4% 118-31
Close 119-17 120-16 0-31 0.8% 119-17
Range 0-30 1-04 0-06 20.0% 2-03
ATR 1-06 1-07 0-01 1.6% 0-00
Volume 93 1,006 913 981.7% 1,685
Daily Pivots for day following 29-Jan-2024
Classic Woodie Camarilla DeMark
R4 123-27 123-09 121-04
R3 122-23 122-05 120-26
R2 121-19 121-19 120-23
R1 121-01 121-01 120-19 121-10
PP 120-15 120-15 120-15 120-19
S1 119-29 119-29 120-13 120-06
S2 119-11 119-11 120-09
S3 118-07 118-25 120-06
S4 117-03 117-21 119-28
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 126-04 124-30 120-22
R3 124-01 122-27 120-03
R2 121-30 121-30 119-29
R1 120-24 120-24 119-23 120-10
PP 119-27 119-27 119-27 119-20
S1 118-21 118-21 119-11 118-06
S2 117-24 117-24 119-05
S3 115-21 116-18 118-31
S4 113-18 114-15 118-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 118-31 2-01 1.7% 1-05 1.0% 75% True False 404
10 123-01 118-31 4-02 3.4% 1-07 1.0% 38% False False 469
20 125-13 118-31 6-14 5.3% 1-07 1.0% 24% False False 285
40 126-00 116-13 9-19 8.0% 1-05 1.0% 43% False False 155
60 126-00 110-19 15-13 12.8% 0-28 0.7% 64% False False 109
80 126-00 108-00 18-00 14.9% 0-23 0.6% 69% False False 81
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 True
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-25
2.618 123-30
1.618 122-26
1.000 122-04
0.618 121-22
HIGH 121-00
0.618 120-18
0.500 120-14
0.382 120-10
LOW 119-28
0.618 119-06
1.000 118-24
1.618 118-02
2.618 116-30
4.250 115-03
Fisher Pivots for day following 29-Jan-2024
Pivot 1 day 3 day
R1 120-15 120-10
PP 120-15 120-05
S1 120-14 120-00

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

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