ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
123-02 |
121-04 |
-1-30 |
-1.6% |
122-01 |
| High |
123-03 |
121-18 |
-1-17 |
-1.2% |
123-15 |
| Low |
120-27 |
120-12 |
-0-15 |
-0.4% |
121-15 |
| Close |
121-02 |
120-25 |
-0-09 |
-0.2% |
122-28 |
| Range |
2-08 |
1-06 |
-1-02 |
-47.2% |
2-00 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
623,981 |
560,594 |
-63,387 |
-10.2% |
2,208,487 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-26 |
121-14 |
|
| R3 |
123-09 |
122-20 |
121-03 |
|
| R2 |
122-03 |
122-03 |
121-00 |
|
| R1 |
121-14 |
121-14 |
120-28 |
121-06 |
| PP |
120-29 |
120-29 |
120-29 |
120-25 |
| S1 |
120-08 |
120-08 |
120-22 |
120-00 |
| S2 |
119-23 |
119-23 |
120-18 |
|
| S3 |
118-17 |
119-02 |
120-15 |
|
| S4 |
117-11 |
117-28 |
120-04 |
|
|
| 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 |
120-12 |
3-03 |
2.6% |
1-16 |
1.3% |
13% |
False |
True |
517,345 |
| 10 |
124-10 |
120-12 |
3-30 |
3.3% |
1-16 |
1.2% |
10% |
False |
True |
495,599 |
| 20 |
125-30 |
120-12 |
5-18 |
4.6% |
1-10 |
1.1% |
7% |
False |
True |
425,536 |
| 40 |
125-30 |
114-17 |
11-13 |
9.4% |
1-13 |
1.2% |
55% |
False |
False |
437,021 |
| 60 |
125-30 |
107-03 |
18-27 |
15.6% |
1-17 |
1.3% |
73% |
False |
False |
292,044 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-19 |
1.3% |
73% |
False |
False |
219,091 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-12 |
1.1% |
73% |
False |
False |
175,276 |
| 120 |
125-30 |
107-03 |
18-27 |
15.6% |
1-05 |
1.0% |
73% |
False |
False |
146,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-21 |
|
1.618 |
123-15 |
|
1.000 |
122-24 |
|
0.618 |
122-09 |
|
HIGH |
121-18 |
|
0.618 |
121-03 |
|
0.500 |
120-31 |
|
0.382 |
120-27 |
|
LOW |
120-12 |
|
0.618 |
119-21 |
|
1.000 |
119-06 |
|
1.618 |
118-15 |
|
2.618 |
117-09 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-31 |
121-28 |
| PP |
120-29 |
121-17 |
| S1 |
120-27 |
121-05 |
|