ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-03 |
118-20 |
0-17 |
0.4% |
121-30 |
| High |
118-26 |
119-20 |
0-26 |
0.7% |
121-31 |
| Low |
117-26 |
118-18 |
0-24 |
0.6% |
119-15 |
| Close |
118-17 |
118-28 |
0-11 |
0.3% |
119-20 |
| Range |
1-00 |
1-02 |
0-02 |
6.3% |
2-16 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.8% |
0-00 |
| Volume |
438,850 |
390,896 |
-47,954 |
-10.9% |
2,018,826 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-07 |
121-19 |
119-15 |
|
| R3 |
121-05 |
120-17 |
119-05 |
|
| R2 |
120-03 |
120-03 |
119-02 |
|
| R1 |
119-15 |
119-15 |
118-31 |
119-25 |
| PP |
119-01 |
119-01 |
119-01 |
119-06 |
| S1 |
118-13 |
118-13 |
118-25 |
118-23 |
| S2 |
117-31 |
117-31 |
118-22 |
|
| S3 |
116-29 |
117-11 |
118-19 |
|
| S4 |
115-27 |
116-09 |
118-09 |
|
|
| 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 |
120-28 |
117-26 |
3-02 |
2.6% |
1-11 |
1.1% |
35% |
False |
False |
375,330 |
| 10 |
124-00 |
117-26 |
6-06 |
5.2% |
1-14 |
1.2% |
17% |
False |
False |
425,072 |
| 20 |
124-24 |
117-26 |
6-30 |
5.8% |
1-12 |
1.2% |
15% |
False |
False |
444,327 |
| 40 |
125-30 |
117-26 |
8-04 |
6.8% |
1-11 |
1.1% |
13% |
False |
False |
436,462 |
| 60 |
125-30 |
114-17 |
11-13 |
9.6% |
1-13 |
1.2% |
38% |
False |
False |
446,093 |
| 80 |
125-30 |
107-03 |
18-27 |
15.9% |
1-16 |
1.3% |
63% |
False |
False |
335,426 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-18 |
1.3% |
63% |
False |
False |
268,388 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-13 |
1.2% |
63% |
False |
False |
223,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
122-13 |
|
1.618 |
121-11 |
|
1.000 |
120-22 |
|
0.618 |
120-09 |
|
HIGH |
119-20 |
|
0.618 |
119-07 |
|
0.500 |
119-03 |
|
0.382 |
118-31 |
|
LOW |
118-18 |
|
0.618 |
117-29 |
|
1.000 |
117-16 |
|
1.618 |
116-27 |
|
2.618 |
115-25 |
|
4.250 |
114-02 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-03 |
119-11 |
| PP |
119-01 |
119-06 |
| S1 |
118-30 |
119-01 |
|