ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-05 |
122-29 |
0-24 |
0.6% |
122-01 |
| High |
123-15 |
123-13 |
-0-02 |
-0.1% |
123-15 |
| Low |
121-15 |
122-09 |
0-26 |
0.7% |
121-15 |
| Close |
122-23 |
122-28 |
0-05 |
0.1% |
122-28 |
| Range |
2-00 |
1-04 |
-0-28 |
-43.8% |
2-00 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.5% |
0-00 |
| Volume |
557,825 |
472,063 |
-85,762 |
-15.4% |
2,208,487 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-22 |
123-16 |
|
| R3 |
125-03 |
124-18 |
123-06 |
|
| R2 |
123-31 |
123-31 |
123-03 |
|
| R1 |
123-14 |
123-14 |
122-31 |
123-04 |
| PP |
122-27 |
122-27 |
122-27 |
122-23 |
| S1 |
122-10 |
122-10 |
122-25 |
122-00 |
| S2 |
121-23 |
121-23 |
122-21 |
|
| S3 |
120-19 |
121-06 |
122-18 |
|
| S4 |
119-15 |
120-02 |
122-08 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-19 |
127-24 |
123-31 |
|
| R3 |
126-19 |
125-24 |
123-14 |
|
| R2 |
124-19 |
124-19 |
123-08 |
|
| R1 |
123-24 |
123-24 |
123-02 |
124-06 |
| PP |
122-19 |
122-19 |
122-19 |
122-26 |
| S1 |
121-24 |
121-24 |
122-22 |
122-06 |
| S2 |
120-19 |
120-19 |
122-16 |
|
| S3 |
118-19 |
119-24 |
122-10 |
|
| S4 |
116-19 |
117-24 |
121-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-15 |
121-15 |
2-00 |
1.6% |
1-09 |
1.0% |
70% |
False |
False |
441,697 |
| 10 |
125-09 |
121-09 |
4-00 |
3.3% |
1-12 |
1.1% |
40% |
False |
False |
469,714 |
| 20 |
125-30 |
121-09 |
4-21 |
3.8% |
1-10 |
1.1% |
34% |
False |
False |
429,848 |
| 40 |
125-30 |
113-30 |
12-00 |
9.8% |
1-12 |
1.1% |
74% |
False |
False |
407,835 |
| 60 |
125-30 |
107-03 |
18-27 |
15.3% |
1-17 |
1.2% |
84% |
False |
False |
272,310 |
| 80 |
125-30 |
107-03 |
18-27 |
15.3% |
1-19 |
1.3% |
84% |
False |
False |
204,286 |
| 100 |
125-30 |
107-03 |
18-27 |
15.3% |
1-11 |
1.1% |
84% |
False |
False |
163,430 |
| 120 |
126-16 |
107-03 |
19-13 |
15.8% |
1-05 |
0.9% |
81% |
False |
False |
136,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-06 |
|
2.618 |
126-11 |
|
1.618 |
125-07 |
|
1.000 |
124-17 |
|
0.618 |
124-03 |
|
HIGH |
123-13 |
|
0.618 |
122-31 |
|
0.500 |
122-27 |
|
0.382 |
122-23 |
|
LOW |
122-09 |
|
0.618 |
121-19 |
|
1.000 |
121-05 |
|
1.618 |
120-15 |
|
2.618 |
119-11 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-28 |
122-24 |
| PP |
122-27 |
122-19 |
| S1 |
122-27 |
122-15 |
|