ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
125-02 |
124-15 |
-0-19 |
-0.5% |
123-29 |
| High |
125-09 |
124-21 |
-0-20 |
-0.5% |
125-30 |
| Low |
124-09 |
123-08 |
-1-01 |
-0.8% |
123-26 |
| Close |
124-30 |
123-26 |
-1-04 |
-0.9% |
124-30 |
| Range |
1-00 |
1-13 |
0-13 |
40.6% |
2-04 |
| ATR |
1-12 |
1-13 |
0-01 |
1.6% |
0-00 |
| Volume |
427,020 |
498,700 |
71,680 |
16.8% |
1,162,755 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
127-12 |
124-19 |
|
| R3 |
126-23 |
125-31 |
124-06 |
|
| R2 |
125-10 |
125-10 |
124-02 |
|
| R1 |
124-18 |
124-18 |
123-30 |
124-08 |
| PP |
123-29 |
123-29 |
123-29 |
123-24 |
| S1 |
123-05 |
123-05 |
123-22 |
122-26 |
| S2 |
122-16 |
122-16 |
123-18 |
|
| S3 |
121-03 |
121-24 |
123-14 |
|
| S4 |
119-22 |
120-11 |
123-01 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-09 |
130-07 |
126-03 |
|
| R3 |
129-05 |
128-03 |
125-17 |
|
| R2 |
127-01 |
127-01 |
125-10 |
|
| R1 |
125-31 |
125-31 |
125-04 |
126-16 |
| PP |
124-29 |
124-29 |
124-29 |
125-05 |
| S1 |
123-27 |
123-27 |
124-24 |
124-12 |
| S2 |
122-25 |
122-25 |
124-18 |
|
| S3 |
120-21 |
121-23 |
124-11 |
|
| S4 |
118-17 |
119-19 |
123-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-30 |
123-08 |
2-22 |
2.2% |
1-05 |
0.9% |
21% |
False |
True |
332,291 |
| 10 |
125-30 |
123-00 |
2-30 |
2.4% |
1-04 |
0.9% |
28% |
False |
False |
355,472 |
| 20 |
125-30 |
117-09 |
8-21 |
7.0% |
1-11 |
1.1% |
75% |
False |
False |
427,137 |
| 40 |
125-30 |
112-12 |
13-18 |
11.0% |
1-15 |
1.2% |
84% |
False |
False |
313,897 |
| 60 |
125-30 |
107-03 |
18-27 |
15.2% |
1-19 |
1.3% |
89% |
False |
False |
209,484 |
| 80 |
125-30 |
107-03 |
18-27 |
15.2% |
1-16 |
1.2% |
89% |
False |
False |
157,144 |
| 100 |
125-30 |
107-03 |
18-27 |
15.2% |
1-08 |
1.0% |
89% |
False |
False |
125,716 |
| 120 |
128-00 |
107-03 |
20-29 |
16.9% |
1-01 |
0.8% |
80% |
False |
False |
104,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-20 |
|
2.618 |
128-11 |
|
1.618 |
126-30 |
|
1.000 |
126-02 |
|
0.618 |
125-17 |
|
HIGH |
124-21 |
|
0.618 |
124-04 |
|
0.500 |
123-30 |
|
0.382 |
123-25 |
|
LOW |
123-08 |
|
0.618 |
122-12 |
|
1.000 |
121-27 |
|
1.618 |
120-31 |
|
2.618 |
119-18 |
|
4.250 |
117-09 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-18 |
| PP |
123-29 |
124-10 |
| S1 |
123-28 |
124-02 |
|