ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-29 |
123-02 |
0-05 |
0.1% |
122-01 |
| High |
123-13 |
123-03 |
-0-10 |
-0.3% |
123-15 |
| Low |
122-09 |
120-27 |
-1-14 |
-1.2% |
121-15 |
| Close |
122-28 |
121-02 |
-1-26 |
-1.5% |
122-28 |
| Range |
1-04 |
2-08 |
1-04 |
100.0% |
2-00 |
| ATR |
1-13 |
1-15 |
0-02 |
4.3% |
0-00 |
| Volume |
472,063 |
623,981 |
151,918 |
32.2% |
2,208,487 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-13 |
127-00 |
122-10 |
|
| R3 |
126-05 |
124-24 |
121-22 |
|
| R2 |
123-29 |
123-29 |
121-15 |
|
| R1 |
122-16 |
122-16 |
121-09 |
122-02 |
| PP |
121-21 |
121-21 |
121-21 |
121-15 |
| S1 |
120-08 |
120-08 |
120-27 |
119-26 |
| S2 |
119-13 |
119-13 |
120-21 |
|
| S3 |
117-05 |
118-00 |
120-14 |
|
| S4 |
114-29 |
115-24 |
119-26 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-19 |
127-24 |
123-31 |
|
| R3 |
126-19 |
125-24 |
123-14 |
|
| R2 |
124-19 |
124-19 |
123-08 |
|
| R1 |
123-24 |
123-24 |
123-02 |
124-06 |
| PP |
122-19 |
122-19 |
122-19 |
122-26 |
| S1 |
121-24 |
121-24 |
122-22 |
122-06 |
| S2 |
120-19 |
120-19 |
122-16 |
|
| S3 |
118-19 |
119-24 |
122-10 |
|
| S4 |
116-19 |
117-24 |
121-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-15 |
120-27 |
2-20 |
2.2% |
1-15 |
1.2% |
8% |
False |
True |
477,026 |
| 10 |
124-21 |
120-27 |
3-26 |
3.1% |
1-16 |
1.3% |
6% |
False |
True |
489,410 |
| 20 |
125-30 |
120-27 |
5-03 |
4.2% |
1-10 |
1.1% |
4% |
False |
True |
423,000 |
| 40 |
125-30 |
114-10 |
11-20 |
9.6% |
1-13 |
1.2% |
58% |
False |
False |
423,329 |
| 60 |
125-30 |
107-03 |
18-27 |
15.6% |
1-17 |
1.3% |
74% |
False |
False |
282,705 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-19 |
1.3% |
74% |
False |
False |
212,086 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-12 |
1.1% |
74% |
False |
False |
169,670 |
| 120 |
126-16 |
107-03 |
19-13 |
16.0% |
1-05 |
1.0% |
72% |
False |
False |
141,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-21 |
|
2.618 |
128-31 |
|
1.618 |
126-23 |
|
1.000 |
125-11 |
|
0.618 |
124-15 |
|
HIGH |
123-03 |
|
0.618 |
122-07 |
|
0.500 |
121-31 |
|
0.382 |
121-23 |
|
LOW |
120-27 |
|
0.618 |
119-15 |
|
1.000 |
118-19 |
|
1.618 |
117-07 |
|
2.618 |
114-31 |
|
4.250 |
111-09 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-31 |
122-05 |
| PP |
121-21 |
121-25 |
| S1 |
121-12 |
121-14 |
|