ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
119-02 |
0-14 |
0.4% |
119-24 |
| High |
119-20 |
119-02 |
-0-18 |
-0.5% |
120-28 |
| Low |
118-18 |
117-27 |
-0-23 |
-0.6% |
117-26 |
| Close |
118-28 |
118-07 |
-0-21 |
-0.6% |
118-07 |
| Range |
1-02 |
1-07 |
0-05 |
14.7% |
3-02 |
| ATR |
1-14 |
1-13 |
0-00 |
-1.1% |
0-00 |
| Volume |
390,896 |
354,470 |
-36,426 |
-9.3% |
1,918,441 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
121-11 |
118-28 |
|
| R3 |
120-26 |
120-04 |
118-18 |
|
| R2 |
119-19 |
119-19 |
118-14 |
|
| R1 |
118-29 |
118-29 |
118-11 |
118-20 |
| PP |
118-12 |
118-12 |
118-12 |
118-08 |
| S1 |
117-22 |
117-22 |
118-03 |
117-14 |
| S2 |
117-05 |
117-05 |
118-00 |
|
| S3 |
115-30 |
116-15 |
117-28 |
|
| S4 |
114-23 |
115-08 |
117-18 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
126-08 |
119-29 |
|
| R3 |
125-03 |
123-06 |
119-02 |
|
| R2 |
122-01 |
122-01 |
118-25 |
|
| R1 |
120-04 |
120-04 |
118-16 |
119-18 |
| PP |
118-31 |
118-31 |
118-31 |
118-22 |
| S1 |
117-02 |
117-02 |
117-30 |
116-16 |
| S2 |
115-29 |
115-29 |
117-21 |
|
| S3 |
112-27 |
114-00 |
117-12 |
|
| S4 |
109-25 |
110-30 |
116-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-28 |
117-26 |
3-02 |
2.6% |
1-12 |
1.2% |
13% |
False |
False |
383,688 |
| 10 |
121-31 |
117-26 |
4-05 |
3.5% |
1-11 |
1.1% |
10% |
False |
False |
393,726 |
| 20 |
124-24 |
117-26 |
6-30 |
5.9% |
1-13 |
1.2% |
6% |
False |
False |
441,892 |
| 40 |
125-30 |
117-26 |
8-04 |
6.9% |
1-12 |
1.2% |
5% |
False |
False |
436,727 |
| 60 |
125-30 |
114-17 |
11-13 |
9.6% |
1-13 |
1.2% |
32% |
False |
False |
450,500 |
| 80 |
125-30 |
107-27 |
18-03 |
15.3% |
1-15 |
1.3% |
57% |
False |
False |
339,848 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-17 |
1.3% |
59% |
False |
False |
271,930 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-13 |
1.2% |
59% |
False |
False |
226,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
122-08 |
|
1.618 |
121-01 |
|
1.000 |
120-09 |
|
0.618 |
119-26 |
|
HIGH |
119-02 |
|
0.618 |
118-19 |
|
0.500 |
118-14 |
|
0.382 |
118-10 |
|
LOW |
117-27 |
|
0.618 |
117-03 |
|
1.000 |
116-20 |
|
1.618 |
115-28 |
|
2.618 |
114-21 |
|
4.250 |
112-21 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-23 |
| PP |
118-12 |
118-18 |
| S1 |
118-10 |
118-12 |
|