ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
117-28 |
118-04 |
0-08 |
0.2% |
118-11 |
| High |
118-09 |
119-08 |
0-31 |
0.8% |
119-08 |
| Low |
117-11 |
117-25 |
0-14 |
0.4% |
117-11 |
| Close |
118-02 |
119-02 |
1-00 |
0.8% |
119-02 |
| Range |
0-30 |
1-15 |
0-17 |
56.7% |
1-29 |
| ATR |
1-11 |
1-11 |
0-00 |
0.7% |
0-00 |
| Volume |
849,520 |
854,312 |
4,792 |
0.6% |
2,598,496 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-03 |
122-18 |
119-28 |
|
| R3 |
121-20 |
121-03 |
119-15 |
|
| R2 |
120-05 |
120-05 |
119-11 |
|
| R1 |
119-20 |
119-20 |
119-06 |
119-28 |
| PP |
118-22 |
118-22 |
118-22 |
118-27 |
| S1 |
118-05 |
118-05 |
118-30 |
118-14 |
| S2 |
117-07 |
117-07 |
118-25 |
|
| S3 |
115-24 |
116-22 |
118-21 |
|
| S4 |
114-09 |
115-07 |
118-08 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-18 |
120-04 |
|
| R3 |
122-12 |
121-21 |
119-19 |
|
| R2 |
120-15 |
120-15 |
119-13 |
|
| R1 |
119-24 |
119-24 |
119-08 |
120-04 |
| PP |
118-18 |
118-18 |
118-18 |
118-23 |
| S1 |
117-27 |
117-27 |
118-28 |
118-06 |
| S2 |
116-21 |
116-21 |
118-23 |
|
| S3 |
114-24 |
115-30 |
118-17 |
|
| S4 |
112-27 |
114-01 |
118-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-08 |
117-11 |
1-29 |
1.6% |
1-05 |
1.0% |
90% |
True |
False |
590,593 |
| 10 |
120-28 |
117-11 |
3-17 |
3.0% |
1-08 |
1.0% |
49% |
False |
False |
482,961 |
| 20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-12 |
1.2% |
23% |
False |
False |
493,850 |
| 40 |
125-30 |
117-11 |
8-19 |
7.2% |
1-12 |
1.2% |
20% |
False |
False |
469,073 |
| 60 |
125-30 |
115-20 |
10-10 |
8.7% |
1-12 |
1.2% |
33% |
False |
False |
468,551 |
| 80 |
125-30 |
108-15 |
17-15 |
14.7% |
1-15 |
1.2% |
61% |
False |
False |
372,308 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-17 |
1.3% |
64% |
False |
False |
297,911 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-14 |
1.2% |
64% |
False |
False |
248,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-16 |
|
2.618 |
123-03 |
|
1.618 |
121-20 |
|
1.000 |
120-23 |
|
0.618 |
120-05 |
|
HIGH |
119-08 |
|
0.618 |
118-22 |
|
0.500 |
118-16 |
|
0.382 |
118-11 |
|
LOW |
117-25 |
|
0.618 |
116-28 |
|
1.000 |
116-10 |
|
1.618 |
115-13 |
|
2.618 |
113-30 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
118-26 |
| PP |
118-22 |
118-18 |
| S1 |
118-16 |
118-10 |
|