ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-01 |
122-07 |
0-06 |
0.2% |
124-15 |
| High |
123-00 |
122-24 |
-0-08 |
-0.2% |
124-21 |
| Low |
121-20 |
121-26 |
0-06 |
0.2% |
121-09 |
| Close |
122-17 |
122-13 |
-0-04 |
-0.1% |
122-01 |
| Range |
1-12 |
0-30 |
-0-14 |
-31.8% |
3-12 |
| ATR |
1-15 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
447,336 |
359,001 |
-88,335 |
-19.7% |
2,061,635 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-23 |
122-30 |
|
| R3 |
124-06 |
123-25 |
122-21 |
|
| R2 |
123-08 |
123-08 |
122-18 |
|
| R1 |
122-27 |
122-27 |
122-16 |
123-02 |
| PP |
122-10 |
122-10 |
122-10 |
122-14 |
| S1 |
121-29 |
121-29 |
122-10 |
122-04 |
| S2 |
121-12 |
121-12 |
122-08 |
|
| S3 |
120-14 |
120-31 |
122-05 |
|
| S4 |
119-16 |
120-01 |
121-28 |
|
|
| 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 |
124-10 |
121-09 |
3-01 |
2.5% |
1-15 |
1.2% |
37% |
False |
False |
473,854 |
| 10 |
125-30 |
121-09 |
4-21 |
3.8% |
1-10 |
1.1% |
24% |
False |
False |
403,072 |
| 20 |
125-30 |
118-09 |
7-21 |
6.3% |
1-11 |
1.1% |
54% |
False |
False |
425,289 |
| 40 |
125-30 |
112-12 |
13-18 |
11.1% |
1-13 |
1.2% |
74% |
False |
False |
372,958 |
| 60 |
125-30 |
107-03 |
18-27 |
15.4% |
1-18 |
1.3% |
81% |
False |
False |
248,957 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-18 |
1.3% |
81% |
False |
False |
186,760 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-10 |
1.1% |
81% |
False |
False |
149,409 |
| 120 |
126-24 |
107-03 |
19-21 |
16.1% |
1-03 |
0.9% |
78% |
False |
False |
124,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-24 |
|
2.618 |
125-07 |
|
1.618 |
124-09 |
|
1.000 |
123-22 |
|
0.618 |
123-11 |
|
HIGH |
122-24 |
|
0.618 |
122-13 |
|
0.500 |
122-09 |
|
0.382 |
122-05 |
|
LOW |
121-26 |
|
0.618 |
121-07 |
|
1.000 |
120-28 |
|
1.618 |
120-09 |
|
2.618 |
119-11 |
|
4.250 |
117-26 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-12 |
122-11 |
| PP |
122-10 |
122-10 |
| S1 |
122-09 |
122-08 |
|