ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-28 |
123-17 |
-0-11 |
-0.3% |
119-04 |
| High |
124-08 |
124-05 |
-0-03 |
-0.1% |
124-09 |
| Low |
123-00 |
123-11 |
0-11 |
0.3% |
118-09 |
| Close |
123-08 |
123-21 |
0-13 |
0.3% |
123-25 |
| Range |
1-08 |
0-26 |
-0-14 |
-35.0% |
6-00 |
| ATR |
1-19 |
1-18 |
-0-02 |
-3.1% |
0-00 |
| Volume |
363,892 |
343,848 |
-20,044 |
-5.5% |
2,581,790 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-23 |
124-03 |
|
| R3 |
125-11 |
124-29 |
123-28 |
|
| R2 |
124-17 |
124-17 |
123-26 |
|
| R1 |
124-03 |
124-03 |
123-23 |
124-10 |
| PP |
123-23 |
123-23 |
123-23 |
123-26 |
| S1 |
123-09 |
123-09 |
123-19 |
123-16 |
| S2 |
122-29 |
122-29 |
123-16 |
|
| S3 |
122-03 |
122-15 |
123-14 |
|
| S4 |
121-09 |
121-21 |
123-07 |
|
|
| 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 |
119-13 |
4-28 |
3.9% |
1-19 |
1.3% |
87% |
False |
False |
502,532 |
| 10 |
124-09 |
118-09 |
6-00 |
4.9% |
1-16 |
1.2% |
90% |
False |
False |
477,588 |
| 20 |
124-09 |
114-17 |
9-24 |
7.9% |
1-14 |
1.2% |
94% |
False |
False |
478,046 |
| 40 |
124-09 |
107-27 |
16-14 |
13.3% |
1-19 |
1.3% |
96% |
False |
False |
242,969 |
| 60 |
124-09 |
107-03 |
17-06 |
13.9% |
1-21 |
1.3% |
96% |
False |
False |
162,065 |
| 80 |
124-09 |
107-03 |
17-06 |
13.9% |
1-13 |
1.1% |
96% |
False |
False |
121,558 |
| 100 |
124-24 |
107-03 |
17-21 |
14.3% |
1-05 |
0.9% |
94% |
False |
False |
97,246 |
| 120 |
128-00 |
107-03 |
20-29 |
16.9% |
0-31 |
0.8% |
79% |
False |
False |
81,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-20 |
|
2.618 |
126-09 |
|
1.618 |
125-15 |
|
1.000 |
124-31 |
|
0.618 |
124-21 |
|
HIGH |
124-05 |
|
0.618 |
123-27 |
|
0.500 |
123-24 |
|
0.382 |
123-21 |
|
LOW |
123-11 |
|
0.618 |
122-27 |
|
1.000 |
122-17 |
|
1.618 |
122-01 |
|
2.618 |
121-07 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-24 |
123-21 |
| PP |
123-23 |
123-21 |
| S1 |
123-22 |
123-20 |
|