ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-29 |
119-29 |
0-00 |
0.0% |
120-08 |
| High |
120-12 |
121-01 |
0-21 |
0.5% |
121-05 |
| Low |
119-12 |
119-23 |
0-11 |
0.3% |
119-00 |
| Close |
119-18 |
120-17 |
0-31 |
0.8% |
119-18 |
| Range |
1-00 |
1-10 |
0-10 |
31.3% |
2-05 |
| ATR |
1-11 |
1-11 |
0-00 |
0.6% |
0-00 |
| Volume |
329,373 |
371,321 |
41,948 |
12.7% |
1,888,695 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-24 |
121-08 |
|
| R3 |
123-02 |
122-14 |
120-29 |
|
| R2 |
121-24 |
121-24 |
120-25 |
|
| R1 |
121-04 |
121-04 |
120-21 |
121-14 |
| PP |
120-14 |
120-14 |
120-14 |
120-18 |
| S1 |
119-26 |
119-26 |
120-13 |
120-04 |
| S2 |
119-04 |
119-04 |
120-09 |
|
| S3 |
117-26 |
118-16 |
120-05 |
|
| S4 |
116-16 |
117-06 |
119-26 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-04 |
120-24 |
|
| R3 |
124-07 |
122-31 |
120-05 |
|
| R2 |
122-02 |
122-02 |
119-31 |
|
| R1 |
120-26 |
120-26 |
119-24 |
120-12 |
| PP |
119-29 |
119-29 |
119-29 |
119-22 |
| S1 |
118-21 |
118-21 |
119-12 |
118-06 |
| S2 |
117-24 |
117-24 |
119-05 |
|
| S3 |
115-19 |
116-16 |
118-31 |
|
| S4 |
113-14 |
114-11 |
118-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-01 |
119-00 |
2-01 |
1.7% |
1-07 |
1.0% |
75% |
True |
False |
387,826 |
| 10 |
123-03 |
119-00 |
4-03 |
3.4% |
1-10 |
1.1% |
37% |
False |
False |
427,288 |
| 20 |
125-09 |
119-00 |
6-09 |
5.2% |
1-11 |
1.1% |
24% |
False |
False |
448,501 |
| 40 |
125-30 |
116-05 |
9-25 |
8.1% |
1-12 |
1.1% |
45% |
False |
False |
445,787 |
| 60 |
125-30 |
108-18 |
17-12 |
14.4% |
1-15 |
1.2% |
69% |
False |
False |
343,431 |
| 80 |
125-30 |
107-03 |
18-27 |
15.6% |
1-18 |
1.3% |
71% |
False |
False |
257,674 |
| 100 |
125-30 |
107-03 |
18-27 |
15.6% |
1-14 |
1.2% |
71% |
False |
False |
206,158 |
| 120 |
125-30 |
107-03 |
18-27 |
15.6% |
1-08 |
1.0% |
71% |
False |
False |
171,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-15 |
|
1.618 |
123-05 |
|
1.000 |
122-11 |
|
0.618 |
121-27 |
|
HIGH |
121-01 |
|
0.618 |
120-17 |
|
0.500 |
120-12 |
|
0.382 |
120-07 |
|
LOW |
119-23 |
|
0.618 |
118-29 |
|
1.000 |
118-13 |
|
1.618 |
117-19 |
|
2.618 |
116-09 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-15 |
120-12 |
| PP |
120-14 |
120-06 |
| S1 |
120-12 |
120-00 |
|