ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
124-20 |
1-04 |
0.9% |
119-04 |
| High |
124-24 |
124-30 |
0-06 |
0.2% |
124-09 |
| Low |
123-15 |
123-28 |
0-13 |
0.3% |
118-09 |
| Close |
124-12 |
123-31 |
-0-13 |
-0.3% |
123-25 |
| Range |
1-09 |
1-02 |
-0-07 |
-17.1% |
6-00 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.2% |
0-00 |
| Volume |
522,150 |
398,470 |
-123,680 |
-23.7% |
2,581,790 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-25 |
124-18 |
|
| R3 |
126-12 |
125-23 |
124-08 |
|
| R2 |
125-10 |
125-10 |
124-05 |
|
| R1 |
124-21 |
124-21 |
124-02 |
124-14 |
| PP |
124-08 |
124-08 |
124-08 |
124-05 |
| S1 |
123-19 |
123-19 |
123-28 |
123-12 |
| S2 |
123-06 |
123-06 |
123-25 |
|
| S3 |
122-04 |
122-17 |
123-22 |
|
| S4 |
121-02 |
121-15 |
123-12 |
|
|
| 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 |
124-30 |
123-00 |
1-30 |
1.6% |
1-04 |
0.9% |
50% |
True |
False |
427,646 |
| 10 |
124-30 |
118-09 |
6-21 |
5.4% |
1-14 |
1.2% |
85% |
True |
False |
473,236 |
| 20 |
124-30 |
114-17 |
10-13 |
8.4% |
1-15 |
1.2% |
91% |
True |
False |
490,445 |
| 40 |
124-30 |
107-27 |
17-03 |
13.8% |
1-18 |
1.3% |
94% |
True |
False |
265,961 |
| 60 |
124-30 |
107-03 |
17-27 |
14.4% |
1-21 |
1.3% |
95% |
True |
False |
177,404 |
| 80 |
124-30 |
107-03 |
17-27 |
14.4% |
1-14 |
1.2% |
95% |
True |
False |
133,065 |
| 100 |
124-30 |
107-03 |
17-27 |
14.4% |
1-06 |
0.9% |
95% |
True |
False |
106,452 |
| 120 |
128-00 |
107-03 |
20-29 |
16.9% |
1-00 |
0.8% |
81% |
False |
False |
88,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-14 |
|
2.618 |
127-23 |
|
1.618 |
126-21 |
|
1.000 |
126-00 |
|
0.618 |
125-19 |
|
HIGH |
124-30 |
|
0.618 |
124-17 |
|
0.500 |
124-13 |
|
0.382 |
124-09 |
|
LOW |
123-28 |
|
0.618 |
123-07 |
|
1.000 |
122-26 |
|
1.618 |
122-05 |
|
2.618 |
121-03 |
|
4.250 |
119-12 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-13 |
124-04 |
| PP |
124-08 |
124-03 |
| S1 |
124-04 |
124-01 |
|