ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
123-23 |
121-30 |
-1-25 |
-1.4% |
119-29 |
| High |
124-00 |
121-31 |
-2-01 |
-1.6% |
124-24 |
| Low |
121-19 |
119-30 |
-1-21 |
-1.4% |
119-23 |
| Close |
121-29 |
120-04 |
-1-25 |
-1.5% |
121-29 |
| Range |
2-13 |
2-01 |
-0-12 |
-15.6% |
5-01 |
| ATR |
1-17 |
1-18 |
0-01 |
2.4% |
0-00 |
| Volume |
667,930 |
502,868 |
-165,062 |
-24.7% |
3,011,880 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-25 |
125-15 |
121-08 |
|
| R3 |
124-24 |
123-14 |
120-22 |
|
| R2 |
122-23 |
122-23 |
120-16 |
|
| R1 |
121-13 |
121-13 |
120-10 |
121-02 |
| PP |
120-22 |
120-22 |
120-22 |
120-16 |
| S1 |
119-12 |
119-12 |
119-30 |
119-00 |
| S2 |
118-21 |
118-21 |
119-24 |
|
| S3 |
116-20 |
117-11 |
119-18 |
|
| S4 |
114-19 |
115-10 |
119-00 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
134-19 |
124-22 |
|
| R3 |
132-06 |
129-18 |
123-09 |
|
| R2 |
127-05 |
127-05 |
122-27 |
|
| R1 |
124-17 |
124-17 |
122-12 |
125-27 |
| PP |
122-04 |
122-04 |
122-04 |
122-25 |
| S1 |
119-16 |
119-16 |
121-14 |
120-26 |
| S2 |
117-03 |
117-03 |
120-31 |
|
| S3 |
112-02 |
114-15 |
120-17 |
|
| S4 |
107-01 |
109-14 |
119-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
119-30 |
4-26 |
4.0% |
1-28 |
1.6% |
4% |
False |
True |
628,685 |
| 10 |
124-24 |
119-00 |
5-24 |
4.8% |
1-18 |
1.3% |
20% |
False |
False |
508,256 |
| 20 |
124-24 |
119-00 |
5-24 |
4.8% |
1-14 |
1.2% |
20% |
False |
False |
481,239 |
| 40 |
125-30 |
118-09 |
7-21 |
6.4% |
1-13 |
1.2% |
24% |
False |
False |
457,923 |
| 60 |
125-30 |
112-12 |
13-18 |
11.3% |
1-15 |
1.2% |
57% |
False |
False |
395,694 |
| 80 |
125-30 |
107-03 |
18-27 |
15.7% |
1-18 |
1.3% |
69% |
False |
False |
296,953 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-17 |
1.3% |
69% |
False |
False |
237,592 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-10 |
1.1% |
69% |
False |
False |
197,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-19 |
|
2.618 |
127-09 |
|
1.618 |
125-08 |
|
1.000 |
124-00 |
|
0.618 |
123-07 |
|
HIGH |
121-31 |
|
0.618 |
121-06 |
|
0.500 |
120-30 |
|
0.382 |
120-23 |
|
LOW |
119-30 |
|
0.618 |
118-22 |
|
1.000 |
117-29 |
|
1.618 |
116-21 |
|
2.618 |
114-20 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-30 |
122-11 |
| PP |
120-22 |
121-19 |
| S1 |
120-13 |
120-28 |
|