ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-17 |
123-16 |
-0-01 |
0.0% |
119-04 |
| High |
124-05 |
124-24 |
0-19 |
0.5% |
124-09 |
| Low |
123-11 |
123-15 |
0-04 |
0.1% |
118-09 |
| Close |
123-21 |
124-12 |
0-23 |
0.6% |
123-25 |
| Range |
0-26 |
1-09 |
0-15 |
57.7% |
6-00 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.3% |
0-00 |
| Volume |
343,848 |
522,150 |
178,302 |
51.9% |
2,581,790 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-01 |
127-16 |
125-03 |
|
| R3 |
126-24 |
126-07 |
124-23 |
|
| R2 |
125-15 |
125-15 |
124-20 |
|
| R1 |
124-30 |
124-30 |
124-16 |
125-06 |
| PP |
124-06 |
124-06 |
124-06 |
124-11 |
| S1 |
123-21 |
123-21 |
124-08 |
123-30 |
| S2 |
122-29 |
122-29 |
124-04 |
|
| S3 |
121-20 |
122-12 |
124-01 |
|
| S4 |
120-11 |
121-03 |
123-21 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-04 |
137-30 |
127-03 |
|
| R3 |
134-04 |
131-30 |
125-14 |
|
| R2 |
128-04 |
128-04 |
124-28 |
|
| R1 |
125-30 |
125-30 |
124-11 |
127-01 |
| PP |
122-04 |
122-04 |
122-04 |
122-21 |
| S1 |
119-30 |
119-30 |
123-07 |
121-01 |
| S2 |
116-04 |
116-04 |
122-22 |
|
| S3 |
110-04 |
113-30 |
122-04 |
|
| S4 |
104-04 |
107-30 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
121-23 |
3-01 |
2.4% |
1-12 |
1.1% |
88% |
True |
False |
500,143 |
| 10 |
124-24 |
118-09 |
6-15 |
5.2% |
1-14 |
1.2% |
94% |
True |
False |
480,438 |
| 20 |
124-24 |
114-17 |
10-07 |
8.2% |
1-15 |
1.2% |
96% |
True |
False |
491,201 |
| 40 |
124-24 |
107-27 |
16-29 |
13.6% |
1-19 |
1.3% |
98% |
True |
False |
256,019 |
| 60 |
124-24 |
107-03 |
17-21 |
14.2% |
1-21 |
1.3% |
98% |
True |
False |
170,764 |
| 80 |
124-24 |
107-03 |
17-21 |
14.2% |
1-14 |
1.2% |
98% |
True |
False |
128,084 |
| 100 |
124-24 |
107-03 |
17-21 |
14.2% |
1-05 |
0.9% |
98% |
True |
False |
102,468 |
| 120 |
128-00 |
107-03 |
20-29 |
16.8% |
0-31 |
0.8% |
83% |
False |
False |
85,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-06 |
|
2.618 |
128-03 |
|
1.618 |
126-26 |
|
1.000 |
126-01 |
|
0.618 |
125-17 |
|
HIGH |
124-24 |
|
0.618 |
124-08 |
|
0.500 |
124-04 |
|
0.382 |
123-31 |
|
LOW |
123-15 |
|
0.618 |
122-22 |
|
1.000 |
122-06 |
|
1.618 |
121-13 |
|
2.618 |
120-04 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-09 |
124-07 |
| PP |
124-06 |
124-01 |
| S1 |
124-04 |
123-28 |
|