ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
120-28 |
120-22 |
-0-06 |
-0.2% |
119-29 |
| High |
121-10 |
120-28 |
-0-14 |
-0.4% |
124-24 |
| Low |
120-12 |
119-20 |
-0-24 |
-0.6% |
119-23 |
| Close |
120-27 |
119-22 |
-1-05 |
-1.0% |
121-29 |
| Range |
0-30 |
1-08 |
0-10 |
33.3% |
5-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.1% |
0-00 |
| Volume |
402,496 |
401,263 |
-1,233 |
-0.3% |
3,011,880 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-00 |
120-12 |
|
| R3 |
122-18 |
121-24 |
120-01 |
|
| R2 |
121-10 |
121-10 |
119-29 |
|
| R1 |
120-16 |
120-16 |
119-26 |
120-09 |
| PP |
120-02 |
120-02 |
120-02 |
119-30 |
| S1 |
119-08 |
119-08 |
119-18 |
119-01 |
| S2 |
118-26 |
118-26 |
119-15 |
|
| S3 |
117-18 |
118-00 |
119-11 |
|
| S4 |
116-10 |
116-24 |
119-00 |
|
|
| 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 |
124-00 |
119-20 |
4-12 |
3.7% |
1-18 |
1.3% |
1% |
False |
True |
474,814 |
| 10 |
124-24 |
119-12 |
5-12 |
4.5% |
1-16 |
1.3% |
6% |
False |
False |
504,739 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-14 |
1.2% |
12% |
False |
False |
482,473 |
| 40 |
125-30 |
118-25 |
7-05 |
6.0% |
1-13 |
1.2% |
13% |
False |
False |
455,479 |
| 60 |
125-30 |
112-12 |
13-18 |
11.3% |
1-13 |
1.2% |
54% |
False |
False |
415,637 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-17 |
1.3% |
67% |
False |
False |
311,989 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-17 |
1.3% |
67% |
False |
False |
249,625 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-11 |
1.1% |
67% |
False |
False |
208,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-06 |
|
2.618 |
124-05 |
|
1.618 |
122-29 |
|
1.000 |
122-04 |
|
0.618 |
121-21 |
|
HIGH |
120-28 |
|
0.618 |
120-13 |
|
0.500 |
120-08 |
|
0.382 |
120-03 |
|
LOW |
119-20 |
|
0.618 |
118-27 |
|
1.000 |
118-12 |
|
1.618 |
117-19 |
|
2.618 |
116-11 |
|
4.250 |
114-10 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-15 |
| PP |
120-02 |
120-07 |
| S1 |
119-28 |
119-30 |
|