ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-20 |
120-01 |
-0-19 |
-0.5% |
123-02 |
| High |
120-26 |
120-21 |
-0-05 |
-0.1% |
123-03 |
| Low |
119-20 |
119-04 |
-0-16 |
-0.4% |
119-10 |
| Close |
119-26 |
119-07 |
-0-19 |
-0.5% |
120-00 |
| Range |
1-06 |
1-17 |
0-11 |
28.9% |
3-25 |
| ATR |
1-12 |
1-13 |
0-00 |
0.7% |
0-00 |
| Volume |
346,008 |
488,404 |
142,396 |
41.2% |
2,012,869 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
123-09 |
120-02 |
|
| R3 |
122-23 |
121-24 |
119-20 |
|
| R2 |
121-06 |
121-06 |
119-16 |
|
| R1 |
120-07 |
120-07 |
119-11 |
119-30 |
| PP |
119-21 |
119-21 |
119-21 |
119-17 |
| S1 |
118-22 |
118-22 |
119-03 |
118-13 |
| S2 |
118-04 |
118-04 |
118-30 |
|
| S3 |
116-19 |
117-05 |
118-26 |
|
| S4 |
115-02 |
115-20 |
118-12 |
|
|
| 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 |
121-05 |
119-04 |
2-01 |
1.7% |
1-08 |
1.0% |
5% |
False |
True |
396,717 |
| 10 |
123-15 |
119-04 |
4-11 |
3.6% |
1-12 |
1.2% |
2% |
False |
True |
457,031 |
| 20 |
125-30 |
119-04 |
6-26 |
5.7% |
1-11 |
1.1% |
1% |
False |
True |
430,052 |
| 40 |
125-30 |
114-17 |
11-13 |
9.6% |
1-13 |
1.2% |
41% |
False |
False |
462,573 |
| 60 |
125-30 |
108-15 |
17-15 |
14.7% |
1-15 |
1.2% |
62% |
False |
False |
325,068 |
| 80 |
125-30 |
107-03 |
18-27 |
15.8% |
1-18 |
1.3% |
64% |
False |
False |
243,877 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-14 |
1.2% |
64% |
False |
False |
195,112 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-07 |
1.0% |
64% |
False |
False |
162,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-05 |
|
2.618 |
124-21 |
|
1.618 |
123-04 |
|
1.000 |
122-06 |
|
0.618 |
121-19 |
|
HIGH |
120-21 |
|
0.618 |
120-02 |
|
0.500 |
119-28 |
|
0.382 |
119-23 |
|
LOW |
119-04 |
|
0.618 |
118-06 |
|
1.000 |
117-19 |
|
1.618 |
116-21 |
|
2.618 |
115-04 |
|
4.250 |
112-20 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
120-04 |
| PP |
119-21 |
119-27 |
| S1 |
119-14 |
119-17 |
|