ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-22 |
122-01 |
-0-21 |
-0.5% |
124-15 |
| High |
123-07 |
123-00 |
-0-07 |
-0.2% |
124-21 |
| Low |
121-09 |
121-20 |
0-11 |
0.3% |
121-09 |
| Close |
122-01 |
122-17 |
0-16 |
0.4% |
122-01 |
| Range |
1-30 |
1-12 |
-0-18 |
-29.0% |
3-12 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.4% |
0-00 |
| Volume |
570,439 |
447,336 |
-123,103 |
-21.6% |
2,061,635 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-16 |
125-29 |
123-09 |
|
| R3 |
125-04 |
124-17 |
122-29 |
|
| R2 |
123-24 |
123-24 |
122-25 |
|
| R1 |
123-05 |
123-05 |
122-21 |
123-14 |
| PP |
122-12 |
122-12 |
122-12 |
122-17 |
| S1 |
121-25 |
121-25 |
122-13 |
122-02 |
| S2 |
121-00 |
121-00 |
122-09 |
|
| S3 |
119-20 |
120-13 |
122-05 |
|
| S4 |
118-08 |
119-01 |
121-25 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-25 |
130-25 |
123-28 |
|
| R3 |
129-13 |
127-13 |
122-31 |
|
| R2 |
126-01 |
126-01 |
122-21 |
|
| R1 |
124-01 |
124-01 |
122-11 |
123-11 |
| PP |
122-21 |
122-21 |
122-21 |
122-10 |
| S1 |
120-21 |
120-21 |
121-23 |
119-31 |
| S2 |
119-09 |
119-09 |
121-13 |
|
| S3 |
115-29 |
117-09 |
121-03 |
|
| S4 |
112-17 |
113-29 |
120-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-21 |
121-09 |
3-12 |
2.8% |
1-18 |
1.3% |
37% |
False |
False |
501,794 |
| 10 |
125-30 |
121-09 |
4-21 |
3.8% |
1-11 |
1.1% |
27% |
False |
False |
393,663 |
| 20 |
125-30 |
118-09 |
7-21 |
6.2% |
1-12 |
1.1% |
56% |
False |
False |
433,449 |
| 40 |
125-30 |
112-12 |
13-18 |
11.1% |
1-15 |
1.2% |
75% |
False |
False |
364,055 |
| 60 |
125-30 |
107-03 |
18-27 |
15.4% |
1-19 |
1.3% |
82% |
False |
False |
242,976 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-18 |
1.3% |
82% |
False |
False |
182,272 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-09 |
1.1% |
82% |
False |
False |
145,819 |
| 120 |
128-00 |
107-03 |
20-29 |
17.1% |
1-03 |
0.9% |
74% |
False |
False |
121,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
126-19 |
|
1.618 |
125-07 |
|
1.000 |
124-12 |
|
0.618 |
123-27 |
|
HIGH |
123-00 |
|
0.618 |
122-15 |
|
0.500 |
122-10 |
|
0.382 |
122-05 |
|
LOW |
121-20 |
|
0.618 |
120-25 |
|
1.000 |
120-08 |
|
1.618 |
119-13 |
|
2.618 |
118-01 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-15 |
122-23 |
| PP |
122-12 |
122-21 |
| S1 |
122-10 |
122-19 |
|