ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
121-18 |
123-01 |
1-15 |
1.2% |
120-08 |
| High |
123-04 |
124-24 |
1-20 |
1.3% |
121-05 |
| Low |
121-13 |
122-15 |
1-02 |
0.9% |
119-00 |
| Close |
122-11 |
124-01 |
1-22 |
1.4% |
119-18 |
| Range |
1-23 |
2-09 |
0-18 |
32.7% |
2-05 |
| ATR |
1-12 |
1-14 |
0-02 |
5.3% |
0-00 |
| Volume |
811,288 |
737,368 |
-73,920 |
-9.1% |
1,888,695 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-19 |
129-19 |
125-09 |
|
| R3 |
128-10 |
127-10 |
124-21 |
|
| R2 |
126-01 |
126-01 |
124-14 |
|
| R1 |
125-01 |
125-01 |
124-08 |
125-17 |
| PP |
123-24 |
123-24 |
123-24 |
124-00 |
| S1 |
122-24 |
122-24 |
123-26 |
123-08 |
| S2 |
121-15 |
121-15 |
123-20 |
|
| S3 |
119-06 |
120-15 |
123-13 |
|
| S4 |
116-29 |
118-06 |
122-25 |
|
|
| 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 |
124-24 |
119-12 |
5-12 |
4.3% |
1-15 |
1.2% |
87% |
True |
False |
534,664 |
| 10 |
124-24 |
119-00 |
5-24 |
4.6% |
1-10 |
1.1% |
88% |
True |
False |
463,581 |
| 20 |
124-24 |
119-00 |
5-24 |
4.6% |
1-13 |
1.1% |
88% |
True |
False |
473,832 |
| 40 |
125-30 |
117-27 |
8-03 |
6.5% |
1-12 |
1.1% |
76% |
False |
False |
453,521 |
| 60 |
125-30 |
112-12 |
13-18 |
10.9% |
1-14 |
1.2% |
86% |
False |
False |
376,204 |
| 80 |
125-30 |
107-03 |
18-27 |
15.2% |
1-17 |
1.2% |
90% |
False |
False |
282,323 |
| 100 |
125-30 |
107-03 |
18-27 |
15.2% |
1-16 |
1.2% |
90% |
False |
False |
225,884 |
| 120 |
125-30 |
107-03 |
18-27 |
15.2% |
1-09 |
1.0% |
90% |
False |
False |
188,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-14 |
|
2.618 |
130-23 |
|
1.618 |
128-14 |
|
1.000 |
127-01 |
|
0.618 |
126-05 |
|
HIGH |
124-24 |
|
0.618 |
123-28 |
|
0.500 |
123-20 |
|
0.382 |
123-11 |
|
LOW |
122-15 |
|
0.618 |
121-02 |
|
1.000 |
120-06 |
|
1.618 |
118-25 |
|
2.618 |
116-16 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-28 |
123-18 |
| PP |
123-24 |
123-04 |
| S1 |
123-20 |
122-22 |
|