ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
124-20 |
124-01 |
-0-19 |
-0.5% |
123-28 |
| High |
124-30 |
124-23 |
-0-07 |
-0.2% |
124-30 |
| Low |
123-28 |
123-20 |
-0-08 |
-0.2% |
123-00 |
| Close |
123-31 |
123-25 |
-0-06 |
-0.2% |
123-25 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
1-30 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.9% |
0-00 |
| Volume |
398,470 |
264,909 |
-133,561 |
-33.5% |
1,893,269 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
126-21 |
124-12 |
|
| R3 |
126-07 |
125-18 |
124-03 |
|
| R2 |
125-04 |
125-04 |
123-31 |
|
| R1 |
124-15 |
124-15 |
123-28 |
124-08 |
| PP |
124-01 |
124-01 |
124-01 |
123-30 |
| S1 |
123-12 |
123-12 |
123-22 |
123-05 |
| S2 |
122-30 |
122-30 |
123-19 |
|
| S3 |
121-27 |
122-09 |
123-15 |
|
| S4 |
120-24 |
121-06 |
123-06 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-22 |
124-27 |
|
| R3 |
127-25 |
126-24 |
124-10 |
|
| R2 |
125-27 |
125-27 |
124-04 |
|
| R1 |
124-26 |
124-26 |
123-31 |
124-12 |
| PP |
123-29 |
123-29 |
123-29 |
123-22 |
| S1 |
122-28 |
122-28 |
123-19 |
122-14 |
| S2 |
121-31 |
121-31 |
123-14 |
|
| S3 |
120-01 |
120-30 |
123-08 |
|
| S4 |
118-03 |
119-00 |
122-23 |
|
|
| 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% |
1-03 |
0.9% |
40% |
False |
False |
378,653 |
| 10 |
124-30 |
118-09 |
6-21 |
5.4% |
1-12 |
1.1% |
83% |
False |
False |
447,505 |
| 20 |
124-30 |
114-17 |
10-13 |
8.4% |
1-14 |
1.2% |
89% |
False |
False |
495,094 |
| 40 |
124-30 |
108-15 |
16-15 |
13.3% |
1-17 |
1.2% |
93% |
False |
False |
272,576 |
| 60 |
124-30 |
107-03 |
17-27 |
14.4% |
1-21 |
1.3% |
94% |
False |
False |
181,819 |
| 80 |
124-30 |
107-03 |
17-27 |
14.4% |
1-15 |
1.2% |
94% |
False |
False |
136,377 |
| 100 |
124-30 |
107-03 |
17-27 |
14.4% |
1-06 |
1.0% |
94% |
False |
False |
109,101 |
| 120 |
128-00 |
107-03 |
20-29 |
16.9% |
1-00 |
0.8% |
80% |
False |
False |
90,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-12 |
|
2.618 |
127-19 |
|
1.618 |
126-16 |
|
1.000 |
125-26 |
|
0.618 |
125-13 |
|
HIGH |
124-23 |
|
0.618 |
124-10 |
|
0.500 |
124-06 |
|
0.382 |
124-01 |
|
LOW |
123-20 |
|
0.618 |
122-30 |
|
1.000 |
122-17 |
|
1.618 |
121-27 |
|
2.618 |
120-24 |
|
4.250 |
118-31 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-06 |
124-06 |
| PP |
124-01 |
124-02 |
| S1 |
123-29 |
123-30 |
|