ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
123-28 |
122-22 |
-1-06 |
-1.0% |
124-15 |
| High |
124-05 |
123-07 |
-0-30 |
-0.8% |
124-21 |
| Low |
122-18 |
121-09 |
-1-09 |
-1.0% |
121-09 |
| Close |
122-27 |
122-01 |
-0-26 |
-0.7% |
122-01 |
| Range |
1-19 |
1-30 |
0-11 |
21.6% |
3-12 |
| ATR |
1-14 |
1-15 |
0-01 |
2.6% |
0-00 |
| Volume |
452,215 |
570,439 |
118,224 |
26.1% |
2,061,635 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-00 |
126-30 |
123-03 |
|
| R3 |
126-02 |
125-00 |
122-18 |
|
| R2 |
124-04 |
124-04 |
122-12 |
|
| R1 |
123-02 |
123-02 |
122-07 |
122-20 |
| PP |
122-06 |
122-06 |
122-06 |
121-30 |
| S1 |
121-04 |
121-04 |
121-27 |
120-22 |
| S2 |
120-08 |
120-08 |
121-22 |
|
| S3 |
118-10 |
119-06 |
121-16 |
|
| S4 |
116-12 |
117-08 |
120-31 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-25 |
130-25 |
123-28 |
|
| R3 |
129-13 |
127-13 |
122-31 |
|
| R2 |
126-01 |
126-01 |
122-21 |
|
| R1 |
124-01 |
124-01 |
122-11 |
123-11 |
| PP |
122-21 |
122-21 |
122-21 |
122-10 |
| S1 |
120-21 |
120-21 |
121-23 |
119-31 |
| S2 |
119-09 |
119-09 |
121-13 |
|
| S3 |
115-29 |
117-09 |
121-03 |
|
| S4 |
112-17 |
113-29 |
120-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-09 |
121-09 |
4-00 |
3.3% |
1-16 |
1.2% |
19% |
False |
True |
497,731 |
| 10 |
125-30 |
121-09 |
4-21 |
3.8% |
1-10 |
1.1% |
16% |
False |
True |
388,776 |
| 20 |
125-30 |
118-09 |
7-21 |
6.3% |
1-12 |
1.1% |
49% |
False |
False |
434,607 |
| 40 |
125-30 |
112-12 |
13-18 |
11.1% |
1-15 |
1.2% |
71% |
False |
False |
352,921 |
| 60 |
125-30 |
107-03 |
18-27 |
15.4% |
1-19 |
1.3% |
79% |
False |
False |
235,524 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-18 |
1.3% |
79% |
False |
False |
176,680 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-09 |
1.1% |
79% |
False |
False |
141,345 |
| 120 |
128-00 |
107-03 |
20-29 |
17.1% |
1-03 |
0.9% |
71% |
False |
False |
117,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-14 |
|
2.618 |
128-09 |
|
1.618 |
126-11 |
|
1.000 |
125-05 |
|
0.618 |
124-13 |
|
HIGH |
123-07 |
|
0.618 |
122-15 |
|
0.500 |
122-08 |
|
0.382 |
122-01 |
|
LOW |
121-09 |
|
0.618 |
120-03 |
|
1.000 |
119-11 |
|
1.618 |
118-05 |
|
2.618 |
116-07 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-08 |
122-26 |
| PP |
122-06 |
122-17 |
| S1 |
122-03 |
122-09 |
|