ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
117-28 |
-0-16 |
-0.4% |
119-24 |
| High |
118-22 |
118-09 |
-0-13 |
-0.3% |
120-28 |
| Low |
117-20 |
117-11 |
-0-09 |
-0.2% |
117-26 |
| Close |
117-23 |
118-02 |
0-11 |
0.3% |
118-07 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
3-02 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
514,292 |
849,520 |
335,228 |
65.2% |
1,918,441 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-10 |
118-18 |
|
| R3 |
119-25 |
119-12 |
118-10 |
|
| R2 |
118-27 |
118-27 |
118-08 |
|
| R1 |
118-14 |
118-14 |
118-05 |
118-20 |
| PP |
117-29 |
117-29 |
117-29 |
118-00 |
| S1 |
117-16 |
117-16 |
117-31 |
117-22 |
| S2 |
116-31 |
116-31 |
117-28 |
|
| S3 |
116-01 |
116-18 |
117-26 |
|
| S4 |
115-03 |
115-20 |
117-18 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
126-08 |
119-29 |
|
| R3 |
125-03 |
123-06 |
119-02 |
|
| R2 |
122-01 |
122-01 |
118-25 |
|
| R1 |
120-04 |
120-04 |
118-16 |
119-18 |
| PP |
118-31 |
118-31 |
118-31 |
118-22 |
| S1 |
117-02 |
117-02 |
117-30 |
116-16 |
| S2 |
115-29 |
115-29 |
117-21 |
|
| S3 |
112-27 |
114-00 |
117-12 |
|
| S4 |
109-25 |
110-30 |
116-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-20 |
117-11 |
2-09 |
1.9% |
1-02 |
0.9% |
32% |
False |
True |
497,910 |
| 10 |
120-28 |
117-11 |
3-17 |
3.0% |
1-07 |
1.0% |
20% |
False |
True |
437,657 |
| 20 |
124-24 |
117-11 |
7-13 |
6.3% |
1-12 |
1.2% |
10% |
False |
True |
471,336 |
| 40 |
125-30 |
117-11 |
8-19 |
7.3% |
1-11 |
1.1% |
8% |
False |
True |
450,694 |
| 60 |
125-30 |
114-17 |
11-13 |
9.7% |
1-12 |
1.2% |
31% |
False |
False |
465,494 |
| 80 |
125-30 |
108-15 |
17-15 |
14.8% |
1-14 |
1.2% |
55% |
False |
False |
361,635 |
| 100 |
125-30 |
107-03 |
18-27 |
16.0% |
1-17 |
1.3% |
58% |
False |
False |
289,369 |
| 120 |
125-30 |
107-03 |
18-27 |
16.0% |
1-13 |
1.2% |
58% |
False |
False |
241,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-24 |
|
1.618 |
119-26 |
|
1.000 |
119-07 |
|
0.618 |
118-28 |
|
HIGH |
118-09 |
|
0.618 |
117-30 |
|
0.500 |
117-26 |
|
0.382 |
117-22 |
|
LOW |
117-11 |
|
0.618 |
116-24 |
|
1.000 |
116-13 |
|
1.618 |
115-26 |
|
2.618 |
114-28 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
118-02 |
| PP |
117-29 |
118-02 |
| S1 |
117-26 |
118-02 |
|