We propose a new class of approximate local DtN boundary conditions to be applied on elliptical-shaped exterior boundaries when solving acoustic scattering problems by elongated obstacles. These conditions are : (a) exact for the first modes, (b) easy to implement and to parallelize, (c) compatible with the local structure of the computational finite element scheme, and (d) applicable to exterior elliptical-shaped boundaries that are more suitable in terms of cost-effectiveness for surrounding elongated scatterers. We investigate analytically and numerically the effect of the frequency regime and the slenderness of the boundary on the accuracy of these conditions. We also compare their performance to the second order absorbing boundary condition (BGT2) designed by Bayliss, Gunzburger and Turkel when expressed in elliptical coordinates. The analysis reveals that, in the low frequency regime, the new second order DtN condition (DtN2) retains a good level of accuracy regardless of the slenderness of the boundary. In addition, the DtN2 boundary condition outperforms the BGT2 condition. Such superiority is clearly noticeable for large eccentricity values.