ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
119-31 |
-0-25 |
-0.6% |
123-02 |
| High |
121-03 |
120-13 |
-0-22 |
-0.6% |
123-03 |
| Low |
119-22 |
119-10 |
-0-12 |
-0.3% |
119-10 |
| Close |
119-29 |
120-00 |
0-03 |
0.1% |
120-00 |
| Range |
1-13 |
1-03 |
-0-10 |
-22.2% |
3-25 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.7% |
0-00 |
| Volume |
425,125 |
403,169 |
-21,956 |
-5.2% |
2,012,869 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-22 |
120-19 |
|
| R3 |
122-03 |
121-19 |
120-10 |
|
| R2 |
121-00 |
121-00 |
120-06 |
|
| R1 |
120-16 |
120-16 |
120-03 |
120-24 |
| PP |
119-29 |
119-29 |
119-29 |
120-01 |
| S1 |
119-13 |
119-13 |
119-29 |
119-21 |
| S2 |
118-26 |
118-26 |
119-26 |
|
| S3 |
117-23 |
118-10 |
119-22 |
|
| S4 |
116-20 |
117-07 |
119-13 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-05 |
129-27 |
122-03 |
|
| R3 |
128-12 |
126-02 |
121-01 |
|
| R2 |
124-19 |
124-19 |
120-22 |
|
| R1 |
122-09 |
122-09 |
120-11 |
121-18 |
| PP |
120-26 |
120-26 |
120-26 |
120-14 |
| S1 |
118-16 |
118-16 |
119-21 |
117-24 |
| S2 |
117-01 |
117-01 |
119-10 |
|
| S3 |
113-08 |
114-23 |
118-31 |
|
| S4 |
109-15 |
110-30 |
117-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-13 |
119-10 |
4-03 |
3.4% |
1-13 |
1.2% |
17% |
False |
True |
496,986 |
| 10 |
123-15 |
119-10 |
4-05 |
3.5% |
1-14 |
1.2% |
17% |
False |
True |
479,179 |
| 20 |
125-30 |
119-10 |
6-20 |
5.5% |
1-11 |
1.1% |
10% |
False |
True |
431,563 |
| 40 |
125-30 |
114-17 |
11-13 |
9.5% |
1-13 |
1.2% |
48% |
False |
False |
454,805 |
| 60 |
125-30 |
107-27 |
18-03 |
15.1% |
1-16 |
1.3% |
67% |
False |
False |
305,834 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-19 |
1.3% |
68% |
False |
False |
229,440 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-13 |
1.2% |
68% |
False |
False |
183,559 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-06 |
1.0% |
68% |
False |
False |
152,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
123-09 |
|
1.618 |
122-06 |
|
1.000 |
121-16 |
|
0.618 |
121-03 |
|
HIGH |
120-13 |
|
0.618 |
120-00 |
|
0.500 |
119-28 |
|
0.382 |
119-23 |
|
LOW |
119-10 |
|
0.618 |
118-20 |
|
1.000 |
118-07 |
|
1.618 |
117-17 |
|
2.618 |
116-14 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
120-14 |
| PP |
119-29 |
120-09 |
| S1 |
119-28 |
120-05 |
|