ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
120-22 |
120-02 |
-0-20 |
-0.5% |
121-30 |
| High |
120-28 |
120-14 |
-0-14 |
-0.4% |
121-31 |
| Low |
119-20 |
119-15 |
-0-05 |
-0.1% |
119-15 |
| Close |
119-22 |
119-20 |
-0-02 |
-0.1% |
119-20 |
| Range |
1-08 |
0-31 |
-0-09 |
-22.5% |
2-16 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.4% |
0-00 |
| Volume |
401,263 |
312,682 |
-88,581 |
-22.1% |
2,018,826 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
122-05 |
120-05 |
|
| R3 |
121-25 |
121-06 |
119-29 |
|
| R2 |
120-26 |
120-26 |
119-26 |
|
| R1 |
120-07 |
120-07 |
119-23 |
120-01 |
| PP |
119-27 |
119-27 |
119-27 |
119-24 |
| S1 |
119-08 |
119-08 |
119-17 |
119-02 |
| S2 |
118-28 |
118-28 |
119-14 |
|
| S3 |
117-29 |
118-09 |
119-11 |
|
| S4 |
116-30 |
117-10 |
119-03 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
126-08 |
121-00 |
|
| R3 |
125-11 |
123-24 |
120-10 |
|
| R2 |
122-27 |
122-27 |
120-03 |
|
| R1 |
121-08 |
121-08 |
119-27 |
120-26 |
| PP |
120-11 |
120-11 |
120-11 |
120-04 |
| S1 |
118-24 |
118-24 |
119-13 |
118-10 |
| S2 |
117-27 |
117-27 |
119-05 |
|
| S3 |
115-11 |
116-08 |
118-30 |
|
| S4 |
112-27 |
113-24 |
118-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-31 |
119-15 |
2-16 |
2.1% |
1-09 |
1.1% |
6% |
False |
True |
403,765 |
| 10 |
124-24 |
119-15 |
5-09 |
4.4% |
1-16 |
1.3% |
3% |
False |
True |
503,070 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-13 |
1.2% |
11% |
False |
False |
470,216 |
| 40 |
125-30 |
119-00 |
6-30 |
5.8% |
1-13 |
1.2% |
9% |
False |
False |
451,583 |
| 60 |
125-30 |
112-30 |
13-00 |
10.9% |
1-13 |
1.2% |
51% |
False |
False |
420,827 |
| 80 |
125-30 |
107-03 |
18-27 |
15.8% |
1-16 |
1.3% |
67% |
False |
False |
315,887 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-17 |
1.3% |
67% |
False |
False |
252,752 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-11 |
1.1% |
67% |
False |
False |
210,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
122-31 |
|
1.618 |
122-00 |
|
1.000 |
121-13 |
|
0.618 |
121-01 |
|
HIGH |
120-14 |
|
0.618 |
120-02 |
|
0.500 |
119-30 |
|
0.382 |
119-27 |
|
LOW |
119-15 |
|
0.618 |
118-28 |
|
1.000 |
118-16 |
|
1.618 |
117-29 |
|
2.618 |
116-30 |
|
4.250 |
115-11 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
120-12 |
| PP |
119-27 |
120-04 |
| S1 |
119-24 |
119-28 |
|