ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
118-12 |
0-01 |
0.0% |
119-24 |
| High |
118-24 |
118-22 |
-0-02 |
-0.1% |
120-28 |
| Low |
117-22 |
117-20 |
-0-02 |
-0.1% |
117-26 |
| Close |
118-10 |
117-23 |
-0-19 |
-0.5% |
118-07 |
| Range |
1-02 |
1-02 |
0-00 |
0.0% |
3-02 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.7% |
0-00 |
| Volume |
380,372 |
514,292 |
133,920 |
35.2% |
1,918,441 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-17 |
118-10 |
|
| R3 |
120-04 |
119-15 |
118-00 |
|
| R2 |
119-02 |
119-02 |
117-29 |
|
| R1 |
118-13 |
118-13 |
117-26 |
118-06 |
| PP |
118-00 |
118-00 |
118-00 |
117-29 |
| S1 |
117-11 |
117-11 |
117-20 |
117-04 |
| S2 |
116-30 |
116-30 |
117-17 |
|
| S3 |
115-28 |
116-09 |
117-14 |
|
| S4 |
114-26 |
115-07 |
117-04 |
|
|
| 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 |
119-20 |
117-20 |
2-00 |
1.7% |
1-03 |
0.9% |
5% |
False |
True |
415,776 |
| 10 |
121-10 |
117-20 |
3-22 |
3.1% |
1-07 |
1.0% |
3% |
False |
True |
392,954 |
| 20 |
124-24 |
117-20 |
7-04 |
6.1% |
1-12 |
1.2% |
1% |
False |
True |
453,280 |
| 40 |
125-30 |
117-20 |
8-10 |
7.1% |
1-11 |
1.2% |
1% |
False |
True |
436,079 |
| 60 |
125-30 |
114-17 |
11-13 |
9.7% |
1-13 |
1.2% |
28% |
False |
False |
454,201 |
| 80 |
125-30 |
107-27 |
18-03 |
15.4% |
1-15 |
1.2% |
55% |
False |
False |
351,020 |
| 100 |
125-30 |
107-03 |
18-27 |
16.0% |
1-17 |
1.3% |
56% |
False |
False |
280,874 |
| 120 |
125-30 |
107-03 |
18-27 |
16.0% |
1-13 |
1.2% |
56% |
False |
False |
234,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
121-15 |
|
1.618 |
120-13 |
|
1.000 |
119-24 |
|
0.618 |
119-11 |
|
HIGH |
118-22 |
|
0.618 |
118-09 |
|
0.500 |
118-05 |
|
0.382 |
118-01 |
|
LOW |
117-20 |
|
0.618 |
116-31 |
|
1.000 |
116-18 |
|
1.618 |
115-29 |
|
2.618 |
114-27 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-05 |
118-11 |
| PP |
118-00 |
118-04 |
| S1 |
117-28 |
117-30 |
|