ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 119-00 118-12 -0-20 -0.5% 119-24
High 119-02 118-24 -0-10 -0.3% 120-23
Low 117-27 117-24 -0-03 -0.1% 117-27
Close 118-07 118-10 0-03 0.1% 118-07
Range 1-07 1-00 -0-07 -17.9% 2-28
ATR 1-11 1-10 -0-01 -1.8% 0-00
Volume 6,433 36,298 29,865 464.2% 22,240
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 121-09 120-25 118-28
R3 120-09 119-25 118-19
R2 119-09 119-09 118-16
R1 118-25 118-25 118-13 118-17
PP 118-09 118-09 118-09 118-04
S1 117-25 117-25 118-07 117-17
S2 117-09 117-09 118-04
S3 116-09 116-25 118-01
S4 115-09 115-25 117-24
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 127-18 125-24 119-26
R3 124-22 122-28 119-00
R2 121-26 121-26 118-24
R1 120-00 120-00 118-15 119-15
PP 118-30 118-30 118-30 118-21
S1 117-04 117-04 117-31 116-19
S2 116-02 116-02 117-22
S3 113-06 114-08 117-14
S4 110-10 111-12 116-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-23 117-24 2-31 2.5% 1-13 1.2% 19% False True 11,330
10 121-10 117-24 3-18 3.0% 1-06 1.0% 16% False True 6,408
20 124-24 117-24 7-00 5.9% 1-10 1.1% 8% False True 3,837
40 126-00 117-24 8-08 7.0% 1-08 1.1% 7% False True 2,013
60 126-00 114-29 11-03 9.4% 1-06 1.0% 31% False False 1,354
80 126-00 108-19 17-13 14.7% 0-29 0.8% 56% False False 1,016
100 126-00 108-00 18-00 15.2% 0-25 0.7% 57% False False 812
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-00
2.618 121-12
1.618 120-12
1.000 119-24
0.618 119-12
HIGH 118-24
0.618 118-12
0.500 118-08
0.382 118-04
LOW 117-24
0.618 117-04
1.000 116-24
1.618 116-04
2.618 115-04
4.250 113-16
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 118-09 118-22
PP 118-09 118-18
S1 118-08 118-14

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

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