ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
121-30 |
120-06 |
-1-24 |
-1.4% |
119-29 |
| High |
121-31 |
121-06 |
-0-25 |
-0.6% |
124-24 |
| Low |
119-30 |
120-00 |
0-02 |
0.1% |
119-23 |
| Close |
120-04 |
121-00 |
0-28 |
0.7% |
121-29 |
| Range |
2-01 |
1-06 |
-0-27 |
-41.5% |
5-01 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.7% |
0-00 |
| Volume |
502,868 |
399,517 |
-103,351 |
-20.6% |
3,011,880 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-27 |
121-21 |
|
| R3 |
123-03 |
122-21 |
121-10 |
|
| R2 |
121-29 |
121-29 |
121-07 |
|
| R1 |
121-15 |
121-15 |
121-03 |
121-22 |
| PP |
120-23 |
120-23 |
120-23 |
120-27 |
| S1 |
120-09 |
120-09 |
120-29 |
120-16 |
| S2 |
119-17 |
119-17 |
120-25 |
|
| S3 |
118-11 |
119-03 |
120-22 |
|
| S4 |
117-05 |
117-29 |
120-11 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
134-19 |
124-22 |
|
| R3 |
132-06 |
129-18 |
123-09 |
|
| R2 |
127-05 |
127-05 |
122-27 |
|
| R1 |
124-17 |
124-17 |
122-12 |
125-27 |
| PP |
122-04 |
122-04 |
122-04 |
122-25 |
| S1 |
119-16 |
119-16 |
121-14 |
120-26 |
| S2 |
117-03 |
117-03 |
120-31 |
|
| S3 |
112-02 |
114-15 |
120-17 |
|
| S4 |
107-01 |
109-14 |
119-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
119-30 |
4-26 |
4.0% |
1-30 |
1.6% |
22% |
False |
False |
623,794 |
| 10 |
124-24 |
119-00 |
5-24 |
4.8% |
1-18 |
1.3% |
35% |
False |
False |
513,607 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-14 |
1.2% |
35% |
False |
False |
478,849 |
| 40 |
125-30 |
118-09 |
7-21 |
6.3% |
1-13 |
1.2% |
36% |
False |
False |
456,149 |
| 60 |
125-30 |
112-12 |
13-18 |
11.2% |
1-15 |
1.2% |
64% |
False |
False |
402,319 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-18 |
1.3% |
74% |
False |
False |
301,944 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-17 |
1.3% |
74% |
False |
False |
241,587 |
| 120 |
125-30 |
107-03 |
18-27 |
15.6% |
1-10 |
1.1% |
74% |
False |
False |
201,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-08 |
|
2.618 |
124-09 |
|
1.618 |
123-03 |
|
1.000 |
122-12 |
|
0.618 |
121-29 |
|
HIGH |
121-06 |
|
0.618 |
120-23 |
|
0.500 |
120-19 |
|
0.382 |
120-15 |
|
LOW |
120-00 |
|
0.618 |
119-09 |
|
1.000 |
118-26 |
|
1.618 |
118-03 |
|
2.618 |
116-29 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
121-31 |
| PP |
120-23 |
121-21 |
| S1 |
120-19 |
121-10 |
|