ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
124-01 |
123-29 |
-0-04 |
-0.1% |
123-28 |
| High |
124-23 |
124-10 |
-0-13 |
-0.3% |
124-30 |
| Low |
123-20 |
123-26 |
0-06 |
0.2% |
123-00 |
| Close |
123-25 |
124-08 |
0-15 |
0.4% |
123-25 |
| Range |
1-03 |
0-16 |
-0-19 |
-54.3% |
1-30 |
| ATR |
1-15 |
1-13 |
-0-02 |
-4.6% |
0-00 |
| Volume |
264,909 |
119,155 |
-145,754 |
-55.0% |
1,893,269 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-20 |
125-14 |
124-17 |
|
| R3 |
125-04 |
124-30 |
124-12 |
|
| R2 |
124-20 |
124-20 |
124-11 |
|
| R1 |
124-14 |
124-14 |
124-09 |
124-17 |
| PP |
124-04 |
124-04 |
124-04 |
124-06 |
| S1 |
123-30 |
123-30 |
124-07 |
124-01 |
| S2 |
123-20 |
123-20 |
124-05 |
|
| S3 |
123-04 |
123-14 |
124-04 |
|
| S4 |
122-20 |
122-30 |
123-31 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-22 |
124-27 |
|
| R3 |
127-25 |
126-24 |
124-10 |
|
| R2 |
125-27 |
125-27 |
124-04 |
|
| R1 |
124-26 |
124-26 |
123-31 |
124-12 |
| PP |
123-29 |
123-29 |
123-29 |
123-22 |
| S1 |
122-28 |
122-28 |
123-19 |
122-14 |
| S2 |
121-31 |
121-31 |
123-14 |
|
| S3 |
120-01 |
120-30 |
123-08 |
|
| S4 |
118-03 |
119-00 |
122-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-30 |
123-11 |
1-19 |
1.3% |
0-30 |
0.8% |
57% |
False |
False |
329,706 |
| 10 |
124-30 |
118-25 |
6-05 |
5.0% |
1-11 |
1.1% |
89% |
False |
False |
428,585 |
| 20 |
124-30 |
115-20 |
9-10 |
7.5% |
1-12 |
1.1% |
93% |
False |
False |
467,508 |
| 40 |
124-30 |
108-15 |
16-15 |
13.3% |
1-17 |
1.2% |
96% |
False |
False |
275,544 |
| 60 |
124-30 |
107-03 |
17-27 |
14.4% |
1-20 |
1.3% |
96% |
False |
False |
183,803 |
| 80 |
124-30 |
107-03 |
17-27 |
14.4% |
1-15 |
1.2% |
96% |
False |
False |
137,866 |
| 100 |
124-30 |
107-03 |
17-27 |
14.4% |
1-06 |
1.0% |
96% |
False |
False |
110,293 |
| 120 |
128-00 |
107-03 |
20-29 |
16.8% |
1-00 |
0.8% |
82% |
False |
False |
91,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-14 |
|
2.618 |
125-20 |
|
1.618 |
125-04 |
|
1.000 |
124-26 |
|
0.618 |
124-20 |
|
HIGH |
124-10 |
|
0.618 |
124-04 |
|
0.500 |
124-02 |
|
0.382 |
124-00 |
|
LOW |
123-26 |
|
0.618 |
123-16 |
|
1.000 |
123-10 |
|
1.618 |
123-00 |
|
2.618 |
122-16 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-06 |
124-09 |
| PP |
124-04 |
124-09 |
| S1 |
124-02 |
124-08 |
|