ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-07 |
122-14 |
0-07 |
0.2% |
124-15 |
| High |
122-24 |
122-30 |
0-06 |
0.2% |
124-21 |
| Low |
121-26 |
121-30 |
0-04 |
0.1% |
121-09 |
| Close |
122-13 |
122-05 |
-0-08 |
-0.2% |
122-01 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
3-12 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.1% |
0-00 |
| Volume |
359,001 |
372,262 |
13,261 |
3.7% |
2,061,635 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-11 |
124-24 |
122-23 |
|
| R3 |
124-11 |
123-24 |
122-14 |
|
| R2 |
123-11 |
123-11 |
122-11 |
|
| R1 |
122-24 |
122-24 |
122-08 |
122-18 |
| PP |
122-11 |
122-11 |
122-11 |
122-08 |
| S1 |
121-24 |
121-24 |
122-02 |
121-18 |
| S2 |
121-11 |
121-11 |
121-31 |
|
| S3 |
120-11 |
120-24 |
121-28 |
|
| S4 |
119-11 |
119-24 |
121-19 |
|
|
| 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 |
124-05 |
121-09 |
2-28 |
2.4% |
1-12 |
1.1% |
30% |
False |
False |
440,250 |
| 10 |
125-30 |
121-09 |
4-21 |
3.8% |
1-12 |
1.1% |
19% |
False |
False |
428,383 |
| 20 |
125-30 |
118-25 |
7-05 |
5.9% |
1-11 |
1.1% |
47% |
False |
False |
428,484 |
| 40 |
125-30 |
112-12 |
13-18 |
11.1% |
1-13 |
1.1% |
72% |
False |
False |
382,220 |
| 60 |
125-30 |
107-03 |
18-27 |
15.4% |
1-17 |
1.3% |
80% |
False |
False |
255,160 |
| 80 |
125-30 |
107-03 |
18-27 |
15.4% |
1-18 |
1.3% |
80% |
False |
False |
191,413 |
| 100 |
125-30 |
107-03 |
18-27 |
15.4% |
1-10 |
1.1% |
80% |
False |
False |
153,131 |
| 120 |
126-24 |
107-03 |
19-21 |
16.1% |
1-04 |
0.9% |
77% |
False |
False |
127,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-06 |
|
2.618 |
125-18 |
|
1.618 |
124-18 |
|
1.000 |
123-30 |
|
0.618 |
123-18 |
|
HIGH |
122-30 |
|
0.618 |
122-18 |
|
0.500 |
122-14 |
|
0.382 |
122-10 |
|
LOW |
121-30 |
|
0.618 |
121-10 |
|
1.000 |
120-30 |
|
1.618 |
120-10 |
|
2.618 |
119-10 |
|
4.250 |
117-22 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-14 |
122-10 |
| PP |
122-11 |
122-08 |
| S1 |
122-08 |
122-07 |
|