ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
120-28 |
0-22 |
0.6% |
119-29 |
| High |
121-06 |
121-10 |
0-04 |
0.1% |
124-24 |
| Low |
120-00 |
120-12 |
0-12 |
0.3% |
119-23 |
| Close |
121-00 |
120-27 |
-0-05 |
-0.1% |
121-29 |
| Range |
1-06 |
0-30 |
-0-08 |
-21.1% |
5-01 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.8% |
0-00 |
| Volume |
399,517 |
402,496 |
2,979 |
0.7% |
3,011,880 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
123-06 |
121-12 |
|
| R3 |
122-23 |
122-08 |
121-03 |
|
| R2 |
121-25 |
121-25 |
121-00 |
|
| R1 |
121-10 |
121-10 |
120-30 |
121-02 |
| PP |
120-27 |
120-27 |
120-27 |
120-23 |
| S1 |
120-12 |
120-12 |
120-24 |
120-04 |
| S2 |
119-29 |
119-29 |
120-22 |
|
| S3 |
118-31 |
119-14 |
120-19 |
|
| S4 |
118-01 |
118-16 |
120-10 |
|
|
| 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% |
1-25 |
1.5% |
19% |
False |
False |
542,035 |
| 10 |
124-24 |
119-00 |
5-24 |
4.8% |
1-16 |
1.2% |
32% |
False |
False |
505,016 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-14 |
1.2% |
32% |
False |
False |
481,023 |
| 40 |
125-30 |
118-09 |
7-21 |
6.3% |
1-13 |
1.2% |
33% |
False |
False |
453,156 |
| 60 |
125-30 |
112-12 |
13-18 |
11.2% |
1-13 |
1.2% |
62% |
False |
False |
408,980 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-17 |
1.3% |
73% |
False |
False |
306,974 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-17 |
1.3% |
73% |
False |
False |
245,612 |
| 120 |
125-30 |
107-03 |
18-27 |
15.6% |
1-10 |
1.1% |
73% |
False |
False |
204,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-10 |
|
2.618 |
123-25 |
|
1.618 |
122-27 |
|
1.000 |
122-08 |
|
0.618 |
121-29 |
|
HIGH |
121-10 |
|
0.618 |
120-31 |
|
0.500 |
120-27 |
|
0.382 |
120-23 |
|
LOW |
120-12 |
|
0.618 |
119-25 |
|
1.000 |
119-14 |
|
1.618 |
118-27 |
|
2.618 |
117-29 |
|
4.250 |
116-12 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-27 |
120-30 |
| PP |
120-27 |
120-29 |
| S1 |
120-27 |
120-28 |
|