ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 29-Feb-2024
Day Change Summary
Previous Current
28-Feb-2024 29-Feb-2024 Change Change % Previous Week
Open 118-14 118-27 0-13 0.3% 118-12
High 118-30 119-17 0-19 0.5% 119-09
Low 118-08 118-06 -0-02 -0.1% 117-11
Close 118-24 119-08 0-16 0.4% 119-03
Range 0-22 1-11 0-21 95.5% 1-30
ATR 1-07 1-08 0-00 0.7% 0-00
Volume 442,507 774,241 331,734 75.0% 1,044,137
Daily Pivots for day following 29-Feb-2024
Classic Woodie Camarilla DeMark
R4 123-01 122-15 120-00
R3 121-22 121-04 119-20
R2 120-11 120-11 119-16
R1 119-25 119-25 119-12 120-02
PP 119-00 119-00 119-00 119-04
S1 118-14 118-14 119-04 118-23
S2 117-21 117-21 119-00
S3 116-10 117-03 118-28
S4 114-31 115-24 118-16
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 124-12 123-22 120-05
R3 122-14 121-24 119-20
R2 120-16 120-16 119-14
R1 119-26 119-26 119-09 120-05
PP 118-18 118-18 118-18 118-24
S1 117-28 117-28 118-29 118-07
S2 116-20 116-20 118-24
S3 114-22 115-30 118-18
S4 112-24 114-00 118-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-23 117-25 1-30 1.6% 1-06 1.0% 76% False False 626,701
10 119-23 117-11 2-12 2.0% 1-04 0.9% 80% False False 370,187
20 124-24 117-11 7-13 6.2% 1-10 1.1% 26% False False 186,186
40 124-24 117-11 7-13 6.2% 1-09 1.1% 26% False False 93,278
60 126-00 117-11 8-21 7.3% 1-07 1.0% 22% False False 62,195
80 126-00 112-20 13-12 11.2% 1-01 0.9% 50% False False 46,651
100 126-00 108-00 18-00 15.1% 0-27 0.7% 63% False False 37,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-08
2.618 123-02
1.618 121-23
1.000 120-28
0.618 120-12
HIGH 119-17
0.618 119-01
0.500 118-28
0.382 118-22
LOW 118-06
0.618 117-11
1.000 116-27
1.618 116-00
2.618 114-21
4.250 112-15
Fisher Pivots for day following 29-Feb-2024
Pivot 1 day 3 day
R1 119-04 119-04
PP 119-00 119-00
S1 118-28 118-28

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

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