ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-29 |
120-24 |
0-27 |
0.7% |
120-08 |
| High |
121-01 |
121-19 |
0-18 |
0.5% |
121-05 |
| Low |
119-23 |
120-19 |
0-28 |
0.7% |
119-00 |
| Close |
120-17 |
121-08 |
0-23 |
0.6% |
119-18 |
| Range |
1-10 |
1-00 |
-0-10 |
-23.8% |
2-05 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.6% |
0-00 |
| Volume |
371,321 |
423,973 |
52,652 |
14.2% |
1,888,695 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-05 |
123-22 |
121-26 |
|
| R3 |
123-05 |
122-22 |
121-17 |
|
| R2 |
122-05 |
122-05 |
121-14 |
|
| R1 |
121-22 |
121-22 |
121-11 |
121-30 |
| PP |
121-05 |
121-05 |
121-05 |
121-08 |
| S1 |
120-22 |
120-22 |
121-05 |
120-30 |
| S2 |
120-05 |
120-05 |
121-02 |
|
| S3 |
119-05 |
119-22 |
120-31 |
|
| S4 |
118-05 |
118-22 |
120-22 |
|
|
| 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 |
121-19 |
119-00 |
2-19 |
2.1% |
1-06 |
1.0% |
87% |
True |
False |
403,419 |
| 10 |
121-19 |
119-00 |
2-19 |
2.1% |
1-06 |
1.0% |
87% |
True |
False |
407,287 |
| 20 |
124-21 |
119-00 |
5-21 |
4.7% |
1-11 |
1.1% |
40% |
False |
False |
448,349 |
| 40 |
125-30 |
116-13 |
9-17 |
7.9% |
1-12 |
1.1% |
51% |
False |
False |
439,922 |
| 60 |
125-30 |
110-30 |
15-00 |
12.4% |
1-14 |
1.2% |
69% |
False |
False |
350,471 |
| 80 |
125-30 |
107-03 |
18-27 |
15.5% |
1-17 |
1.3% |
75% |
False |
False |
262,967 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
75% |
False |
False |
210,398 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-08 |
1.0% |
75% |
False |
False |
175,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
124-07 |
|
1.618 |
123-07 |
|
1.000 |
122-19 |
|
0.618 |
122-07 |
|
HIGH |
121-19 |
|
0.618 |
121-07 |
|
0.500 |
121-03 |
|
0.382 |
120-31 |
|
LOW |
120-19 |
|
0.618 |
119-31 |
|
1.000 |
119-19 |
|
1.618 |
118-31 |
|
2.618 |
117-31 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
121-00 |
| PP |
121-05 |
120-24 |
| S1 |
121-03 |
120-16 |
|