ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-20 |
123-28 |
0-08 |
0.2% |
119-04 |
| High |
124-09 |
124-08 |
-0-01 |
0.0% |
124-09 |
| Low |
123-01 |
123-00 |
-0-01 |
0.0% |
118-09 |
| Close |
123-25 |
123-08 |
-0-17 |
-0.4% |
123-25 |
| Range |
1-08 |
1-08 |
0-00 |
0.0% |
6-00 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.7% |
0-00 |
| Volume |
509,874 |
363,892 |
-145,982 |
-28.6% |
2,581,790 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-08 |
126-16 |
123-30 |
|
| R3 |
126-00 |
125-08 |
123-19 |
|
| R2 |
124-24 |
124-24 |
123-15 |
|
| R1 |
124-00 |
124-00 |
123-12 |
123-24 |
| PP |
123-16 |
123-16 |
123-16 |
123-12 |
| S1 |
122-24 |
122-24 |
123-04 |
122-16 |
| S2 |
122-08 |
122-08 |
123-01 |
|
| S3 |
121-00 |
121-16 |
122-29 |
|
| S4 |
119-24 |
120-08 |
122-18 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-04 |
137-30 |
127-03 |
|
| R3 |
134-04 |
131-30 |
125-14 |
|
| R2 |
128-04 |
128-04 |
124-28 |
|
| R1 |
125-30 |
125-30 |
124-11 |
127-01 |
| PP |
122-04 |
122-04 |
122-04 |
122-21 |
| S1 |
119-30 |
119-30 |
123-07 |
121-01 |
| S2 |
116-04 |
116-04 |
122-22 |
|
| S3 |
110-04 |
113-30 |
122-04 |
|
| S4 |
104-04 |
107-30 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-09 |
118-25 |
5-16 |
4.5% |
1-24 |
1.4% |
81% |
False |
False |
527,465 |
| 10 |
124-09 |
117-27 |
6-14 |
5.2% |
1-19 |
1.3% |
84% |
False |
False |
493,308 |
| 20 |
124-09 |
114-17 |
9-24 |
7.9% |
1-15 |
1.2% |
89% |
False |
False |
465,356 |
| 40 |
124-09 |
107-03 |
17-06 |
13.9% |
1-21 |
1.3% |
94% |
False |
False |
234,390 |
| 60 |
124-09 |
107-03 |
17-06 |
13.9% |
1-22 |
1.4% |
94% |
False |
False |
156,339 |
| 80 |
124-09 |
107-03 |
17-06 |
13.9% |
1-13 |
1.1% |
94% |
False |
False |
117,260 |
| 100 |
124-24 |
107-03 |
17-21 |
14.3% |
1-05 |
0.9% |
92% |
False |
False |
93,808 |
| 120 |
128-00 |
107-03 |
20-29 |
17.0% |
0-31 |
0.8% |
77% |
False |
False |
78,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-18 |
|
2.618 |
127-17 |
|
1.618 |
126-09 |
|
1.000 |
125-16 |
|
0.618 |
125-01 |
|
HIGH |
124-08 |
|
0.618 |
123-25 |
|
0.500 |
123-20 |
|
0.382 |
123-15 |
|
LOW |
123-00 |
|
0.618 |
122-07 |
|
1.000 |
121-24 |
|
1.618 |
120-31 |
|
2.618 |
119-23 |
|
4.250 |
117-22 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-20 |
123-05 |
| PP |
123-16 |
123-03 |
| S1 |
123-12 |
123-00 |
|