ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
120-20 |
0-12 |
0.3% |
123-02 |
| High |
121-05 |
120-26 |
-0-11 |
-0.3% |
123-03 |
| Low |
120-04 |
119-20 |
-0-16 |
-0.4% |
119-10 |
| Close |
120-23 |
119-26 |
-0-29 |
-0.8% |
120-00 |
| Range |
1-01 |
1-06 |
0-05 |
15.2% |
3-25 |
| ATR |
1-13 |
1-12 |
0-00 |
-1.1% |
0-00 |
| Volume |
320,882 |
346,008 |
25,126 |
7.8% |
2,012,869 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
122-29 |
120-15 |
|
| R3 |
122-15 |
121-23 |
120-04 |
|
| R2 |
121-09 |
121-09 |
120-01 |
|
| R1 |
120-17 |
120-17 |
119-29 |
120-10 |
| PP |
120-03 |
120-03 |
120-03 |
119-31 |
| S1 |
119-11 |
119-11 |
119-23 |
119-04 |
| S2 |
118-29 |
118-29 |
119-19 |
|
| S3 |
117-23 |
118-05 |
119-16 |
|
| S4 |
116-17 |
116-31 |
119-05 |
|
|
| 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 |
121-18 |
119-10 |
2-08 |
1.9% |
1-06 |
1.0% |
22% |
False |
False |
411,155 |
| 10 |
123-15 |
119-10 |
4-05 |
3.5% |
1-10 |
1.1% |
12% |
False |
False |
444,091 |
| 20 |
125-30 |
119-10 |
6-20 |
5.5% |
1-10 |
1.1% |
8% |
False |
False |
418,877 |
| 40 |
125-30 |
114-17 |
11-13 |
9.5% |
1-13 |
1.2% |
46% |
False |
False |
454,661 |
| 60 |
125-30 |
107-27 |
18-03 |
15.1% |
1-16 |
1.2% |
66% |
False |
False |
316,933 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-18 |
1.3% |
67% |
False |
False |
237,773 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-14 |
1.2% |
67% |
False |
False |
190,228 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-06 |
1.0% |
67% |
False |
False |
158,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-28 |
|
2.618 |
123-29 |
|
1.618 |
122-23 |
|
1.000 |
122-00 |
|
0.618 |
121-17 |
|
HIGH |
120-26 |
|
0.618 |
120-11 |
|
0.500 |
120-07 |
|
0.382 |
120-03 |
|
LOW |
119-20 |
|
0.618 |
118-29 |
|
1.000 |
118-14 |
|
1.618 |
117-23 |
|
2.618 |
116-17 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-07 |
120-08 |
| PP |
120-03 |
120-03 |
| S1 |
119-30 |
119-30 |
|