ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
119-09 |
-0-24 |
-0.6% |
123-02 |
| High |
120-21 |
120-04 |
-0-17 |
-0.4% |
123-03 |
| Low |
119-04 |
119-00 |
-0-04 |
-0.1% |
119-10 |
| Close |
119-07 |
119-26 |
0-19 |
0.5% |
120-00 |
| Range |
1-17 |
1-04 |
-0-13 |
-26.5% |
3-25 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
488,404 |
404,028 |
-84,376 |
-17.3% |
2,012,869 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-17 |
120-14 |
|
| R3 |
121-29 |
121-13 |
120-04 |
|
| R2 |
120-25 |
120-25 |
120-01 |
|
| R1 |
120-09 |
120-09 |
119-29 |
120-17 |
| PP |
119-21 |
119-21 |
119-21 |
119-24 |
| S1 |
119-05 |
119-05 |
119-23 |
119-13 |
| S2 |
118-17 |
118-17 |
119-19 |
|
| S3 |
117-13 |
118-01 |
119-16 |
|
| S4 |
116-09 |
116-29 |
119-06 |
|
|
| 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 |
119-00 |
2-05 |
1.8% |
1-06 |
1.0% |
38% |
False |
True |
392,498 |
| 10 |
123-15 |
119-00 |
4-15 |
3.7% |
1-13 |
1.2% |
18% |
False |
True |
460,207 |
| 20 |
125-30 |
119-00 |
6-30 |
5.8% |
1-12 |
1.2% |
12% |
False |
True |
444,295 |
| 40 |
125-30 |
115-20 |
10-10 |
8.6% |
1-12 |
1.2% |
41% |
False |
False |
455,902 |
| 60 |
125-30 |
108-15 |
17-15 |
14.6% |
1-15 |
1.2% |
65% |
False |
False |
331,794 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-18 |
1.3% |
67% |
False |
False |
248,926 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-14 |
1.2% |
67% |
False |
False |
199,152 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-07 |
1.0% |
67% |
False |
False |
165,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-29 |
|
2.618 |
123-02 |
|
1.618 |
121-30 |
|
1.000 |
121-08 |
|
0.618 |
120-26 |
|
HIGH |
120-04 |
|
0.618 |
119-22 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-00 |
|
0.618 |
118-10 |
|
1.000 |
117-28 |
|
1.618 |
117-06 |
|
2.618 |
116-02 |
|
4.250 |
114-07 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-23 |
119-29 |
| PP |
119-21 |
119-28 |
| S1 |
119-18 |
119-27 |
|