ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
123-01 |
123-23 |
0-22 |
0.6% |
119-29 |
| High |
124-24 |
124-00 |
-0-24 |
-0.6% |
124-24 |
| Low |
122-15 |
121-19 |
-0-28 |
-0.7% |
119-23 |
| Close |
124-01 |
121-29 |
-2-04 |
-1.7% |
121-29 |
| Range |
2-09 |
2-13 |
0-04 |
5.5% |
5-01 |
| ATR |
1-14 |
1-17 |
0-02 |
4.9% |
0-00 |
| Volume |
737,368 |
667,930 |
-69,438 |
-9.4% |
3,011,880 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-07 |
123-07 |
|
| R3 |
127-10 |
125-26 |
122-18 |
|
| R2 |
124-29 |
124-29 |
122-11 |
|
| R1 |
123-13 |
123-13 |
122-04 |
122-30 |
| PP |
122-16 |
122-16 |
122-16 |
122-09 |
| S1 |
121-00 |
121-00 |
121-22 |
120-18 |
| S2 |
120-03 |
120-03 |
121-15 |
|
| S3 |
117-22 |
118-19 |
121-08 |
|
| S4 |
115-09 |
116-06 |
120-19 |
|
|
| 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 |
119-23 |
5-01 |
4.1% |
1-24 |
1.4% |
43% |
False |
False |
602,376 |
| 10 |
124-24 |
119-00 |
5-24 |
4.7% |
1-15 |
1.2% |
51% |
False |
False |
490,057 |
| 20 |
124-24 |
119-00 |
5-24 |
4.7% |
1-14 |
1.2% |
51% |
False |
False |
484,618 |
| 40 |
125-30 |
118-09 |
7-21 |
6.3% |
1-13 |
1.2% |
47% |
False |
False |
457,693 |
| 60 |
125-30 |
112-12 |
13-18 |
11.1% |
1-15 |
1.2% |
70% |
False |
False |
387,326 |
| 80 |
125-30 |
107-03 |
18-27 |
15.5% |
1-18 |
1.3% |
79% |
False |
False |
290,671 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-16 |
1.2% |
79% |
False |
False |
232,564 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-09 |
1.1% |
79% |
False |
False |
193,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-07 |
|
2.618 |
130-10 |
|
1.618 |
127-29 |
|
1.000 |
126-13 |
|
0.618 |
125-16 |
|
HIGH |
124-00 |
|
0.618 |
123-03 |
|
0.500 |
122-26 |
|
0.382 |
122-16 |
|
LOW |
121-19 |
|
0.618 |
120-03 |
|
1.000 |
119-06 |
|
1.618 |
117-22 |
|
2.618 |
115-09 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-26 |
123-02 |
| PP |
122-16 |
122-22 |
| S1 |
122-06 |
122-10 |
|