ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
123-31 |
123-28 |
-0-03 |
-0.1% |
123-29 |
| High |
124-10 |
124-05 |
-0-05 |
-0.1% |
125-30 |
| Low |
122-25 |
122-18 |
-0-07 |
-0.2% |
123-26 |
| Close |
124-04 |
122-27 |
-1-09 |
-1.0% |
124-30 |
| Range |
1-17 |
1-19 |
0-02 |
4.1% |
2-04 |
| ATR |
1-13 |
1-14 |
0-00 |
0.9% |
0-00 |
| Volume |
540,281 |
452,215 |
-88,066 |
-16.3% |
1,162,755 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
127-00 |
123-23 |
|
| R3 |
126-12 |
125-13 |
123-09 |
|
| R2 |
124-25 |
124-25 |
123-04 |
|
| R1 |
123-26 |
123-26 |
123-00 |
123-16 |
| PP |
123-06 |
123-06 |
123-06 |
123-01 |
| S1 |
122-07 |
122-07 |
122-22 |
121-29 |
| S2 |
121-19 |
121-19 |
122-18 |
|
| S3 |
120-00 |
120-20 |
122-13 |
|
| S4 |
118-13 |
119-01 |
121-31 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-09 |
130-07 |
126-03 |
|
| R3 |
129-05 |
128-03 |
125-17 |
|
| R2 |
127-01 |
127-01 |
125-10 |
|
| R1 |
125-31 |
125-31 |
125-04 |
126-16 |
| PP |
124-29 |
124-29 |
124-29 |
125-05 |
| S1 |
123-27 |
123-27 |
124-24 |
124-12 |
| S2 |
122-25 |
122-25 |
124-18 |
|
| S3 |
120-21 |
121-23 |
124-11 |
|
| S4 |
118-17 |
119-19 |
123-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-28 |
122-18 |
3-10 |
2.7% |
1-09 |
1.1% |
8% |
False |
True |
450,968 |
| 10 |
125-30 |
122-18 |
3-12 |
2.7% |
1-08 |
1.0% |
8% |
False |
True |
383,948 |
| 20 |
125-30 |
118-09 |
7-21 |
6.2% |
1-12 |
1.1% |
60% |
False |
False |
430,768 |
| 40 |
125-30 |
112-12 |
13-18 |
11.0% |
1-15 |
1.2% |
77% |
False |
False |
338,680 |
| 60 |
125-30 |
107-03 |
18-27 |
15.3% |
1-19 |
1.3% |
84% |
False |
False |
226,022 |
| 80 |
125-30 |
107-03 |
18-27 |
15.3% |
1-17 |
1.2% |
84% |
False |
False |
169,550 |
| 100 |
125-30 |
107-03 |
18-27 |
15.3% |
1-08 |
1.0% |
84% |
False |
False |
135,641 |
| 120 |
128-00 |
107-03 |
20-29 |
17.0% |
1-02 |
0.9% |
75% |
False |
False |
113,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-30 |
|
2.618 |
128-11 |
|
1.618 |
126-24 |
|
1.000 |
125-24 |
|
0.618 |
125-05 |
|
HIGH |
124-05 |
|
0.618 |
123-18 |
|
0.500 |
123-12 |
|
0.382 |
123-05 |
|
LOW |
122-18 |
|
0.618 |
121-18 |
|
1.000 |
120-31 |
|
1.618 |
119-31 |
|
2.618 |
118-12 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-12 |
123-20 |
| PP |
123-06 |
123-11 |
| S1 |
123-00 |
123-03 |
|