ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 108-17 108-00 -0-17 -0.5% 111-17
High 108-30 110-04 1-06 1.1% 111-17
Low 108-05 108-00 -0-05 -0.1% 108-01
Close 108-18 110-04 1-18 1.4% 108-18
Range 0-25 2-04 1-11 172.0% 3-16
ATR 1-02 1-05 0-02 7.1% 0-00
Volume 3 1 -2 -66.7% 7
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 115-25 115-03 111-09
R3 113-21 112-31 110-23
R2 111-17 111-17 110-16
R1 110-27 110-27 110-10 111-06
PP 109-13 109-13 109-13 109-19
S1 108-23 108-23 109-30 109-02
S2 107-09 107-09 109-24
S3 105-05 106-19 109-17
S4 103-01 104-15 108-31
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 119-28 117-23 110-16
R3 116-12 114-07 109-17
R2 112-28 112-28 109-07
R1 110-23 110-23 108-28 110-02
PP 109-12 109-12 109-12 109-01
S1 107-07 107-07 108-08 106-18
S2 105-28 105-28 107-29
S3 102-12 103-23 107-19
S4 98-28 100-07 106-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-05 108-00 2-05 2.0% 0-23 0.7% 99% False True 1
10 113-22 108-00 5-22 5.2% 0-12 0.3% 37% False True
20 115-08 108-00 7-08 6.6% 0-07 0.2% 29% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 119-05
2.618 115-22
1.618 113-18
1.000 112-08
0.618 111-14
HIGH 110-04
0.618 109-10
0.500 109-02
0.382 108-26
LOW 108-00
0.618 106-22
1.000 105-28
1.618 104-18
2.618 102-14
4.250 98-31
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 109-25 109-25
PP 109-13 109-13
S1 109-02 109-02

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

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