ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
124-03 |
125-19 |
1-16 |
1.2% |
123-28 |
| High |
125-30 |
125-28 |
-0-02 |
0.0% |
124-30 |
| Low |
124-00 |
124-30 |
0-30 |
0.8% |
123-00 |
| Close |
125-28 |
125-04 |
-0-24 |
-0.6% |
123-25 |
| Range |
1-30 |
0-30 |
-1-00 |
-51.6% |
1-30 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
279,953 |
336,627 |
56,674 |
20.2% |
1,893,269 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
127-18 |
125-20 |
|
| R3 |
127-06 |
126-20 |
125-12 |
|
| R2 |
126-08 |
126-08 |
125-10 |
|
| R1 |
125-22 |
125-22 |
125-07 |
125-16 |
| PP |
125-10 |
125-10 |
125-10 |
125-07 |
| S1 |
124-24 |
124-24 |
125-01 |
124-18 |
| S2 |
124-12 |
124-12 |
124-30 |
|
| S3 |
123-14 |
123-26 |
124-28 |
|
| S4 |
122-16 |
122-28 |
124-20 |
|
|
| 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 |
123-20 |
2-10 |
1.8% |
1-03 |
0.9% |
65% |
False |
False |
279,822 |
| 10 |
125-30 |
121-23 |
4-07 |
3.4% |
1-08 |
1.0% |
81% |
False |
False |
389,983 |
| 20 |
125-30 |
116-05 |
9-25 |
7.8% |
1-13 |
1.1% |
92% |
False |
False |
443,073 |
| 40 |
125-30 |
108-18 |
17-12 |
13.9% |
1-17 |
1.2% |
95% |
False |
False |
290,895 |
| 60 |
125-30 |
107-03 |
18-27 |
15.1% |
1-20 |
1.3% |
96% |
False |
False |
194,065 |
| 80 |
125-30 |
107-03 |
18-27 |
15.1% |
1-15 |
1.2% |
96% |
False |
False |
145,572 |
| 100 |
125-30 |
107-03 |
18-27 |
15.1% |
1-07 |
1.0% |
96% |
False |
False |
116,459 |
| 120 |
128-00 |
107-03 |
20-29 |
16.7% |
1-01 |
0.8% |
86% |
False |
False |
97,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-28 |
|
2.618 |
128-11 |
|
1.618 |
127-13 |
|
1.000 |
126-26 |
|
0.618 |
126-15 |
|
HIGH |
125-28 |
|
0.618 |
125-17 |
|
0.500 |
125-13 |
|
0.382 |
125-09 |
|
LOW |
124-30 |
|
0.618 |
124-11 |
|
1.000 |
124-00 |
|
1.618 |
123-13 |
|
2.618 |
122-15 |
|
4.250 |
120-30 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-13 |
125-01 |
| PP |
125-10 |
124-31 |
| S1 |
125-07 |
124-28 |
|