ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-29 |
124-03 |
0-06 |
0.2% |
123-28 |
| High |
124-10 |
125-30 |
1-20 |
1.3% |
124-30 |
| Low |
123-26 |
124-00 |
0-06 |
0.2% |
123-00 |
| Close |
124-08 |
125-28 |
1-20 |
1.3% |
123-25 |
| Range |
0-16 |
1-30 |
1-14 |
287.5% |
1-30 |
| ATR |
1-13 |
1-14 |
0-01 |
2.7% |
0-00 |
| Volume |
119,155 |
279,953 |
160,798 |
134.9% |
1,893,269 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-03 |
130-13 |
126-30 |
|
| R3 |
129-05 |
128-15 |
126-13 |
|
| R2 |
127-07 |
127-07 |
126-07 |
|
| R1 |
126-17 |
126-17 |
126-02 |
126-28 |
| PP |
125-09 |
125-09 |
125-09 |
125-14 |
| S1 |
124-19 |
124-19 |
125-22 |
124-30 |
| S2 |
123-11 |
123-11 |
125-17 |
|
| S3 |
121-13 |
122-21 |
125-11 |
|
| S4 |
119-15 |
120-23 |
124-26 |
|
|
| 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 |
125-30 |
123-15 |
2-15 |
2.0% |
1-06 |
0.9% |
97% |
True |
False |
316,927 |
| 10 |
125-30 |
119-13 |
6-17 |
5.2% |
1-12 |
1.1% |
99% |
True |
False |
409,729 |
| 20 |
125-30 |
116-05 |
9-25 |
7.8% |
1-14 |
1.1% |
99% |
True |
False |
454,969 |
| 40 |
125-30 |
108-18 |
17-12 |
13.8% |
1-18 |
1.2% |
100% |
True |
False |
282,494 |
| 60 |
125-30 |
107-03 |
18-27 |
15.0% |
1-20 |
1.3% |
100% |
True |
False |
188,468 |
| 80 |
125-30 |
107-03 |
18-27 |
15.0% |
1-15 |
1.2% |
100% |
True |
False |
141,365 |
| 100 |
125-30 |
107-03 |
18-27 |
15.0% |
1-07 |
1.0% |
100% |
True |
False |
113,092 |
| 120 |
128-00 |
107-03 |
20-29 |
16.6% |
1-01 |
0.8% |
90% |
False |
False |
94,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-06 |
|
2.618 |
131-00 |
|
1.618 |
129-02 |
|
1.000 |
127-28 |
|
0.618 |
127-04 |
|
HIGH |
125-30 |
|
0.618 |
125-06 |
|
0.500 |
124-31 |
|
0.382 |
124-24 |
|
LOW |
124-00 |
|
0.618 |
122-26 |
|
1.000 |
122-02 |
|
1.618 |
120-28 |
|
2.618 |
118-30 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-16 |
| PP |
125-09 |
125-05 |
| S1 |
124-31 |
124-25 |
|