ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
124-15 |
123-31 |
-0-16 |
-0.4% |
123-29 |
| High |
124-21 |
124-10 |
-0-11 |
-0.3% |
125-30 |
| Low |
123-08 |
122-25 |
-0-15 |
-0.4% |
123-26 |
| Close |
123-26 |
124-04 |
0-10 |
0.3% |
124-30 |
| Range |
1-13 |
1-17 |
0-04 |
8.9% |
2-04 |
| ATR |
1-13 |
1-13 |
0-00 |
0.7% |
0-00 |
| Volume |
498,700 |
540,281 |
41,581 |
8.3% |
1,162,755 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
127-24 |
124-31 |
|
| R3 |
126-26 |
126-07 |
124-17 |
|
| R2 |
125-09 |
125-09 |
124-13 |
|
| R1 |
124-22 |
124-22 |
124-08 |
125-00 |
| PP |
123-24 |
123-24 |
123-24 |
123-28 |
| S1 |
123-05 |
123-05 |
124-00 |
123-14 |
| S2 |
122-07 |
122-07 |
123-27 |
|
| S3 |
120-22 |
121-20 |
123-23 |
|
| S4 |
119-05 |
120-03 |
123-09 |
|
|
| 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 |
122-25 |
3-05 |
2.5% |
1-12 |
1.1% |
43% |
False |
True |
416,516 |
| 10 |
125-30 |
122-25 |
3-05 |
2.5% |
1-05 |
0.9% |
43% |
False |
True |
373,111 |
| 20 |
125-30 |
117-27 |
8-03 |
6.5% |
1-12 |
1.1% |
78% |
False |
False |
433,209 |
| 40 |
125-30 |
112-12 |
13-18 |
10.9% |
1-15 |
1.2% |
87% |
False |
False |
327,389 |
| 60 |
125-30 |
107-03 |
18-27 |
15.2% |
1-19 |
1.3% |
90% |
False |
False |
218,486 |
| 80 |
125-30 |
107-03 |
18-27 |
15.2% |
1-16 |
1.2% |
90% |
False |
False |
163,897 |
| 100 |
125-30 |
107-03 |
18-27 |
15.2% |
1-08 |
1.0% |
90% |
False |
False |
131,119 |
| 120 |
128-00 |
107-03 |
20-29 |
16.8% |
1-02 |
0.9% |
81% |
False |
False |
109,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
128-10 |
|
1.618 |
126-25 |
|
1.000 |
125-27 |
|
0.618 |
125-08 |
|
HIGH |
124-10 |
|
0.618 |
123-23 |
|
0.500 |
123-18 |
|
0.382 |
123-12 |
|
LOW |
122-25 |
|
0.618 |
121-27 |
|
1.000 |
121-08 |
|
1.618 |
120-10 |
|
2.618 |
118-25 |
|
4.250 |
116-09 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-03 |
| PP |
123-24 |
124-02 |
| S1 |
123-18 |
124-01 |
|