ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
121-18 |
0-26 |
0.7% |
120-08 |
| High |
121-19 |
123-04 |
1-17 |
1.3% |
121-05 |
| Low |
120-19 |
121-13 |
0-26 |
0.7% |
119-00 |
| Close |
121-08 |
122-11 |
1-03 |
0.9% |
119-18 |
| Range |
1-00 |
1-23 |
0-23 |
71.9% |
2-05 |
| ATR |
1-11 |
1-12 |
0-01 |
2.9% |
0-00 |
| Volume |
423,973 |
811,288 |
387,315 |
91.4% |
1,888,695 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-20 |
123-09 |
|
| R3 |
125-23 |
124-29 |
122-26 |
|
| R2 |
124-00 |
124-00 |
122-21 |
|
| R1 |
123-06 |
123-06 |
122-16 |
123-19 |
| PP |
122-09 |
122-09 |
122-09 |
122-16 |
| S1 |
121-15 |
121-15 |
122-06 |
121-28 |
| S2 |
120-18 |
120-18 |
122-01 |
|
| S3 |
118-27 |
119-24 |
121-28 |
|
| S4 |
117-04 |
118-01 |
121-13 |
|
|
| 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 |
123-04 |
119-00 |
4-04 |
3.4% |
1-07 |
1.0% |
81% |
True |
False |
467,996 |
| 10 |
123-04 |
119-00 |
4-04 |
3.4% |
1-08 |
1.0% |
81% |
True |
False |
432,357 |
| 20 |
124-10 |
119-00 |
5-10 |
4.3% |
1-12 |
1.1% |
63% |
False |
False |
463,978 |
| 40 |
125-30 |
117-09 |
8-21 |
7.1% |
1-12 |
1.1% |
58% |
False |
False |
445,557 |
| 60 |
125-30 |
112-12 |
13-18 |
11.1% |
1-14 |
1.2% |
74% |
False |
False |
363,924 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-17 |
1.3% |
81% |
False |
False |
273,107 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-15 |
1.2% |
81% |
False |
False |
218,511 |
| 120 |
125-30 |
107-03 |
18-27 |
15.4% |
1-08 |
1.0% |
81% |
False |
False |
182,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-14 |
|
2.618 |
127-20 |
|
1.618 |
125-29 |
|
1.000 |
124-27 |
|
0.618 |
124-06 |
|
HIGH |
123-04 |
|
0.618 |
122-15 |
|
0.500 |
122-08 |
|
0.382 |
122-02 |
|
LOW |
121-13 |
|
0.618 |
120-11 |
|
1.000 |
119-22 |
|
1.618 |
118-20 |
|
2.618 |
116-29 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-10 |
122-01 |
| PP |
122-09 |
121-23 |
| S1 |
122-08 |
121-14 |
|