ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-09 |
119-29 |
0-20 |
0.5% |
120-08 |
| High |
120-04 |
120-12 |
0-08 |
0.2% |
121-05 |
| Low |
119-00 |
119-12 |
0-12 |
0.3% |
119-00 |
| Close |
119-26 |
119-18 |
-0-08 |
-0.2% |
119-18 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
2-05 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.0% |
0-00 |
| Volume |
404,028 |
329,373 |
-74,655 |
-18.5% |
1,888,695 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-25 |
122-05 |
120-04 |
|
| R3 |
121-25 |
121-05 |
119-27 |
|
| R2 |
120-25 |
120-25 |
119-24 |
|
| R1 |
120-05 |
120-05 |
119-21 |
119-31 |
| PP |
119-25 |
119-25 |
119-25 |
119-22 |
| S1 |
119-05 |
119-05 |
119-15 |
118-31 |
| S2 |
118-25 |
118-25 |
119-12 |
|
| S3 |
117-25 |
118-05 |
119-09 |
|
| S4 |
116-25 |
117-05 |
119-00 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-04 |
120-24 |
|
| R3 |
124-07 |
122-31 |
120-05 |
|
| R2 |
122-02 |
122-02 |
119-31 |
|
| R1 |
120-26 |
120-26 |
119-24 |
120-12 |
| PP |
119-29 |
119-29 |
119-29 |
119-22 |
| S1 |
118-21 |
118-21 |
119-12 |
118-06 |
| S2 |
117-24 |
117-24 |
119-05 |
|
| S3 |
115-19 |
116-16 |
118-31 |
|
| S4 |
113-14 |
114-11 |
118-12 |
|
|
| 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% |
26% |
False |
False |
377,739 |
| 10 |
123-13 |
119-00 |
4-13 |
3.7% |
1-09 |
1.1% |
13% |
False |
False |
437,362 |
| 20 |
125-28 |
119-00 |
6-28 |
5.8% |
1-11 |
1.1% |
8% |
False |
False |
446,766 |
| 40 |
125-30 |
116-05 |
9-25 |
8.2% |
1-12 |
1.2% |
35% |
False |
False |
450,867 |
| 60 |
125-30 |
108-18 |
17-12 |
14.5% |
1-15 |
1.2% |
63% |
False |
False |
337,251 |
| 80 |
125-30 |
107-03 |
18-27 |
15.8% |
1-18 |
1.3% |
66% |
False |
False |
253,043 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-14 |
1.2% |
66% |
False |
False |
202,445 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-07 |
1.0% |
66% |
False |
False |
168,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-20 |
|
2.618 |
123-00 |
|
1.618 |
122-00 |
|
1.000 |
121-12 |
|
0.618 |
121-00 |
|
HIGH |
120-12 |
|
0.618 |
120-00 |
|
0.500 |
119-28 |
|
0.382 |
119-24 |
|
LOW |
119-12 |
|
0.618 |
118-24 |
|
1.000 |
118-12 |
|
1.618 |
117-24 |
|
2.618 |
116-24 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
119-26 |
| PP |
119-25 |
119-24 |
| S1 |
119-21 |
119-21 |
|