ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
125-19 |
125-02 |
-0-17 |
-0.4% |
123-29 |
| High |
125-28 |
125-09 |
-0-19 |
-0.5% |
125-30 |
| Low |
124-30 |
124-09 |
-0-21 |
-0.5% |
123-26 |
| Close |
125-04 |
124-30 |
-0-06 |
-0.1% |
124-30 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
2-04 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.1% |
0-00 |
| Volume |
336,627 |
427,020 |
90,393 |
26.9% |
1,162,755 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
127-12 |
125-16 |
|
| R3 |
126-27 |
126-12 |
125-07 |
|
| R2 |
125-27 |
125-27 |
125-04 |
|
| R1 |
125-12 |
125-12 |
125-01 |
125-04 |
| PP |
124-27 |
124-27 |
124-27 |
124-22 |
| S1 |
124-12 |
124-12 |
124-27 |
124-04 |
| S2 |
123-27 |
123-27 |
124-24 |
|
| S3 |
122-27 |
123-12 |
124-21 |
|
| S4 |
121-27 |
122-12 |
124-12 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-09 |
130-07 |
126-03 |
|
| R3 |
129-05 |
128-03 |
125-17 |
|
| R2 |
127-01 |
127-01 |
125-10 |
|
| R1 |
125-31 |
125-31 |
125-04 |
126-16 |
| PP |
124-29 |
124-29 |
124-29 |
125-05 |
| S1 |
123-27 |
123-27 |
124-24 |
124-12 |
| S2 |
122-25 |
122-25 |
124-18 |
|
| S3 |
120-21 |
121-23 |
124-11 |
|
| S4 |
118-17 |
119-19 |
123-25 |
|
|
| 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 |
1.9% |
1-03 |
0.9% |
57% |
False |
False |
285,532 |
| 10 |
125-30 |
123-00 |
2-30 |
2.4% |
1-04 |
0.9% |
66% |
False |
False |
356,589 |
| 20 |
125-30 |
116-13 |
9-17 |
7.6% |
1-12 |
1.1% |
90% |
False |
False |
431,496 |
| 40 |
125-30 |
110-30 |
15-00 |
12.0% |
1-16 |
1.2% |
93% |
False |
False |
301,532 |
| 60 |
125-30 |
107-03 |
18-27 |
15.1% |
1-19 |
1.3% |
95% |
False |
False |
201,173 |
| 80 |
125-30 |
107-03 |
18-27 |
15.1% |
1-15 |
1.2% |
95% |
False |
False |
150,910 |
| 100 |
125-30 |
107-03 |
18-27 |
15.1% |
1-07 |
1.0% |
95% |
False |
False |
120,729 |
| 120 |
128-00 |
107-03 |
20-29 |
16.7% |
1-01 |
0.8% |
85% |
False |
False |
100,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-17 |
|
2.618 |
127-29 |
|
1.618 |
126-29 |
|
1.000 |
126-09 |
|
0.618 |
125-29 |
|
HIGH |
125-09 |
|
0.618 |
124-29 |
|
0.500 |
124-25 |
|
0.382 |
124-21 |
|
LOW |
124-09 |
|
0.618 |
123-21 |
|
1.000 |
123-09 |
|
1.618 |
122-21 |
|
2.618 |
121-21 |
|
4.250 |
120-01 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-31 |
| PP |
124-27 |
124-31 |
| S1 |
124-25 |
124-30 |
|