ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
120-02 |
119-24 |
-0-10 |
-0.3% |
121-30 |
| High |
120-14 |
120-04 |
-0-10 |
-0.3% |
121-31 |
| Low |
119-15 |
119-13 |
-0-02 |
-0.1% |
119-15 |
| Close |
119-20 |
119-27 |
0-07 |
0.2% |
119-20 |
| Range |
0-31 |
0-23 |
-0-08 |
-25.8% |
2-16 |
| ATR |
1-14 |
1-12 |
-0-02 |
-3.6% |
0-00 |
| Volume |
312,682 |
240,152 |
-72,530 |
-23.2% |
2,018,826 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-20 |
120-08 |
|
| R3 |
121-07 |
120-29 |
120-01 |
|
| R2 |
120-16 |
120-16 |
119-31 |
|
| R1 |
120-06 |
120-06 |
119-29 |
120-11 |
| PP |
119-25 |
119-25 |
119-25 |
119-28 |
| S1 |
119-15 |
119-15 |
119-25 |
119-20 |
| S2 |
119-02 |
119-02 |
119-23 |
|
| S3 |
118-11 |
118-24 |
119-21 |
|
| S4 |
117-20 |
118-01 |
119-14 |
|
|
| 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 |
121-10 |
119-13 |
1-29 |
1.6% |
1-00 |
0.8% |
23% |
False |
True |
351,222 |
| 10 |
124-24 |
119-13 |
5-11 |
4.5% |
1-14 |
1.2% |
8% |
False |
True |
489,953 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-12 |
1.2% |
15% |
False |
False |
458,621 |
| 40 |
125-30 |
119-00 |
6-30 |
5.8% |
1-11 |
1.1% |
12% |
False |
False |
444,234 |
| 60 |
125-30 |
113-30 |
12-00 |
10.0% |
1-12 |
1.2% |
49% |
False |
False |
424,763 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-16 |
1.2% |
68% |
False |
False |
318,888 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-17 |
1.3% |
68% |
False |
False |
255,153 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-11 |
1.1% |
68% |
False |
False |
212,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
122-00 |
|
1.618 |
121-09 |
|
1.000 |
120-27 |
|
0.618 |
120-18 |
|
HIGH |
120-04 |
|
0.618 |
119-27 |
|
0.500 |
119-24 |
|
0.382 |
119-22 |
|
LOW |
119-13 |
|
0.618 |
118-31 |
|
1.000 |
118-22 |
|
1.618 |
118-08 |
|
2.618 |
117-17 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
120-04 |
| PP |
119-25 |
120-01 |
| S1 |
119-24 |
119-30 |
|