ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
118-11 |
-0-23 |
-0.6% |
119-24 |
| High |
119-02 |
118-24 |
-0-10 |
-0.3% |
120-28 |
| Low |
117-27 |
117-22 |
-0-05 |
-0.1% |
117-26 |
| Close |
118-07 |
118-10 |
0-03 |
0.1% |
118-07 |
| Range |
1-07 |
1-02 |
-0-05 |
-12.8% |
3-02 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.8% |
0-00 |
| Volume |
354,470 |
380,372 |
25,902 |
7.3% |
1,918,441 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-30 |
118-29 |
|
| R3 |
120-12 |
119-28 |
118-19 |
|
| R2 |
119-10 |
119-10 |
118-16 |
|
| R1 |
118-26 |
118-26 |
118-13 |
118-17 |
| PP |
118-08 |
118-08 |
118-08 |
118-04 |
| S1 |
117-24 |
117-24 |
118-07 |
117-15 |
| S2 |
117-06 |
117-06 |
118-04 |
|
| S3 |
116-04 |
116-22 |
118-01 |
|
| S4 |
115-02 |
115-20 |
117-23 |
|
|
| 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 |
117-22 |
3-06 |
2.7% |
1-15 |
1.2% |
20% |
False |
True |
411,732 |
| 10 |
121-10 |
117-22 |
3-20 |
3.1% |
1-08 |
1.0% |
17% |
False |
True |
381,477 |
| 20 |
124-24 |
117-22 |
7-02 |
6.0% |
1-13 |
1.2% |
9% |
False |
True |
444,866 |
| 40 |
125-30 |
117-22 |
8-08 |
7.0% |
1-11 |
1.1% |
8% |
False |
True |
433,183 |
| 60 |
125-30 |
114-17 |
11-13 |
9.6% |
1-12 |
1.2% |
33% |
False |
False |
452,522 |
| 80 |
125-30 |
107-27 |
18-03 |
15.3% |
1-15 |
1.2% |
58% |
False |
False |
344,601 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-17 |
1.3% |
60% |
False |
False |
275,732 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-13 |
1.2% |
60% |
False |
False |
229,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-08 |
|
2.618 |
121-17 |
|
1.618 |
120-15 |
|
1.000 |
119-26 |
|
0.618 |
119-13 |
|
HIGH |
118-24 |
|
0.618 |
118-11 |
|
0.500 |
118-07 |
|
0.382 |
118-03 |
|
LOW |
117-22 |
|
0.618 |
117-01 |
|
1.000 |
116-20 |
|
1.618 |
115-31 |
|
2.618 |
114-29 |
|
4.250 |
113-06 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-09 |
118-21 |
| PP |
118-08 |
118-17 |
| S1 |
118-07 |
118-14 |
|