ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-14 |
122-05 |
-0-09 |
-0.2% |
124-15 |
| High |
122-30 |
123-15 |
0-17 |
0.4% |
124-21 |
| Low |
121-30 |
121-15 |
-0-15 |
-0.4% |
121-09 |
| Close |
122-05 |
122-23 |
0-18 |
0.5% |
122-01 |
| Range |
1-00 |
2-00 |
1-00 |
100.0% |
3-12 |
| ATR |
1-12 |
1-14 |
0-01 |
3.2% |
0-00 |
| Volume |
372,262 |
557,825 |
185,563 |
49.8% |
2,061,635 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
127-20 |
123-26 |
|
| R3 |
126-18 |
125-20 |
123-09 |
|
| R2 |
124-18 |
124-18 |
123-03 |
|
| R1 |
123-20 |
123-20 |
122-29 |
124-03 |
| PP |
122-18 |
122-18 |
122-18 |
122-25 |
| S1 |
121-20 |
121-20 |
122-17 |
122-03 |
| S2 |
120-18 |
120-18 |
122-11 |
|
| S3 |
118-18 |
119-20 |
122-05 |
|
| S4 |
116-18 |
117-20 |
121-20 |
|
|
| 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 |
123-15 |
121-09 |
2-06 |
1.8% |
1-14 |
1.2% |
66% |
True |
False |
461,372 |
| 10 |
125-28 |
121-09 |
4-19 |
3.7% |
1-12 |
1.1% |
31% |
False |
False |
456,170 |
| 20 |
125-30 |
119-13 |
6-17 |
5.3% |
1-12 |
1.1% |
51% |
False |
False |
432,950 |
| 40 |
125-30 |
112-30 |
13-00 |
10.6% |
1-14 |
1.2% |
75% |
False |
False |
396,133 |
| 60 |
125-30 |
107-03 |
18-27 |
15.4% |
1-17 |
1.3% |
83% |
False |
False |
264,444 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-19 |
1.3% |
83% |
False |
False |
198,386 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-11 |
1.1% |
83% |
False |
False |
158,709 |
| 120 |
126-16 |
107-03 |
19-13 |
15.8% |
1-04 |
0.9% |
81% |
False |
False |
132,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
128-23 |
|
1.618 |
126-23 |
|
1.000 |
125-15 |
|
0.618 |
124-23 |
|
HIGH |
123-15 |
|
0.618 |
122-23 |
|
0.500 |
122-15 |
|
0.382 |
122-07 |
|
LOW |
121-15 |
|
0.618 |
120-07 |
|
1.000 |
119-15 |
|
1.618 |
118-07 |
|
2.618 |
116-07 |
|
4.250 |
112-31 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
122-20 |
| PP |
122-18 |
122-18 |
| S1 |
122-15 |
122-15 |
|