ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
121-04 |
120-24 |
-0-12 |
-0.3% |
122-01 |
| High |
121-18 |
121-03 |
-0-15 |
-0.4% |
123-15 |
| Low |
120-12 |
119-22 |
-0-22 |
-0.6% |
121-15 |
| Close |
120-25 |
119-29 |
-0-28 |
-0.7% |
122-28 |
| Range |
1-06 |
1-13 |
0-07 |
18.4% |
2-00 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.2% |
0-00 |
| Volume |
560,594 |
425,125 |
-135,469 |
-24.2% |
2,208,487 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-19 |
120-22 |
|
| R3 |
123-01 |
122-06 |
120-09 |
|
| R2 |
121-20 |
121-20 |
120-05 |
|
| R1 |
120-25 |
120-25 |
120-01 |
120-16 |
| PP |
120-07 |
120-07 |
120-07 |
120-03 |
| S1 |
119-12 |
119-12 |
119-25 |
119-03 |
| S2 |
118-26 |
118-26 |
119-21 |
|
| S3 |
117-13 |
117-31 |
119-17 |
|
| S4 |
116-00 |
116-18 |
119-04 |
|
|
| 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 |
119-22 |
3-25 |
3.2% |
1-19 |
1.3% |
6% |
False |
True |
527,917 |
| 10 |
124-05 |
119-22 |
4-15 |
3.7% |
1-15 |
1.2% |
5% |
False |
True |
484,084 |
| 20 |
125-30 |
119-22 |
6-08 |
5.2% |
1-10 |
1.1% |
4% |
False |
True |
428,597 |
| 40 |
125-30 |
114-17 |
11-13 |
9.5% |
1-13 |
1.2% |
47% |
False |
False |
446,976 |
| 60 |
125-30 |
107-03 |
18-27 |
15.7% |
1-17 |
1.3% |
68% |
False |
False |
299,126 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-19 |
1.3% |
68% |
False |
False |
224,404 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-13 |
1.2% |
68% |
False |
False |
179,527 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-05 |
1.0% |
68% |
False |
False |
149,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-02 |
|
2.618 |
124-25 |
|
1.618 |
123-12 |
|
1.000 |
122-16 |
|
0.618 |
121-31 |
|
HIGH |
121-03 |
|
0.618 |
120-18 |
|
0.500 |
120-12 |
|
0.382 |
120-07 |
|
LOW |
119-22 |
|
0.618 |
118-26 |
|
1.000 |
118-09 |
|
1.618 |
117-13 |
|
2.618 |
116-00 |
|
4.250 |
113-23 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
121-12 |
| PP |
120-07 |
120-29 |
| S1 |
120-02 |
120-13 |
|