ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
120-08 |
0-09 |
0.2% |
123-02 |
| High |
120-13 |
121-05 |
0-24 |
0.6% |
123-03 |
| Low |
119-10 |
120-04 |
0-26 |
0.7% |
119-10 |
| Close |
120-00 |
120-23 |
0-23 |
0.6% |
120-00 |
| Range |
1-03 |
1-01 |
-0-02 |
-5.7% |
3-25 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.3% |
0-00 |
| Volume |
403,169 |
320,882 |
-82,287 |
-20.4% |
2,012,869 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-24 |
123-09 |
121-09 |
|
| R3 |
122-23 |
122-08 |
121-00 |
|
| R2 |
121-22 |
121-22 |
120-29 |
|
| R1 |
121-07 |
121-07 |
120-26 |
121-14 |
| PP |
120-21 |
120-21 |
120-21 |
120-25 |
| S1 |
120-06 |
120-06 |
120-20 |
120-14 |
| S2 |
119-20 |
119-20 |
120-17 |
|
| S3 |
118-19 |
119-05 |
120-14 |
|
| S4 |
117-18 |
118-04 |
120-05 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-05 |
129-27 |
122-03 |
|
| R3 |
128-12 |
126-02 |
121-01 |
|
| R2 |
124-19 |
124-19 |
120-22 |
|
| R1 |
122-09 |
122-09 |
120-11 |
121-18 |
| PP |
120-26 |
120-26 |
120-26 |
120-14 |
| S1 |
118-16 |
118-16 |
119-21 |
117-24 |
| S2 |
117-01 |
117-01 |
119-10 |
|
| S3 |
113-08 |
114-23 |
118-31 |
|
| S4 |
109-15 |
110-30 |
117-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-03 |
119-10 |
3-25 |
3.1% |
1-13 |
1.2% |
37% |
False |
False |
466,750 |
| 10 |
123-15 |
119-10 |
4-05 |
3.4% |
1-11 |
1.1% |
34% |
False |
False |
454,223 |
| 20 |
125-30 |
119-10 |
6-20 |
5.5% |
1-10 |
1.1% |
21% |
False |
False |
421,500 |
| 40 |
125-30 |
114-17 |
11-13 |
9.4% |
1-12 |
1.1% |
54% |
False |
False |
456,350 |
| 60 |
125-30 |
107-27 |
18-03 |
15.0% |
1-16 |
1.2% |
71% |
False |
False |
311,179 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-18 |
1.3% |
72% |
False |
False |
233,448 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-13 |
1.2% |
72% |
False |
False |
186,768 |
| 120 |
125-30 |
107-03 |
18-27 |
15.6% |
1-06 |
1.0% |
72% |
False |
False |
155,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-17 |
|
2.618 |
123-27 |
|
1.618 |
122-26 |
|
1.000 |
122-06 |
|
0.618 |
121-25 |
|
HIGH |
121-05 |
|
0.618 |
120-24 |
|
0.500 |
120-20 |
|
0.382 |
120-17 |
|
LOW |
120-04 |
|
0.618 |
119-16 |
|
1.000 |
119-03 |
|
1.618 |
118-15 |
|
2.618 |
117-14 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
120-18 |
| PP |
120-21 |
120-13 |
| S1 |
120-20 |
120-08 |
|