ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-23 |
-0-01 |
0.0% |
121-30 |
| High |
120-04 |
120-28 |
0-24 |
0.6% |
121-31 |
| Low |
119-13 |
117-30 |
-1-15 |
-1.2% |
119-15 |
| Close |
119-27 |
117-31 |
-1-28 |
-1.6% |
119-20 |
| Range |
0-23 |
2-30 |
2-07 |
308.7% |
2-16 |
| ATR |
1-12 |
1-16 |
0-04 |
8.0% |
0-00 |
| Volume |
240,152 |
494,073 |
253,921 |
105.7% |
2,018,826 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
125-25 |
119-19 |
|
| R3 |
124-26 |
122-27 |
118-25 |
|
| R2 |
121-28 |
121-28 |
118-16 |
|
| R1 |
119-29 |
119-29 |
118-08 |
119-14 |
| PP |
118-30 |
118-30 |
118-30 |
118-22 |
| S1 |
116-31 |
116-31 |
117-22 |
116-16 |
| S2 |
116-00 |
116-00 |
117-14 |
|
| S3 |
113-02 |
114-01 |
117-05 |
|
| S4 |
110-04 |
111-03 |
116-11 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
126-08 |
121-00 |
|
| R3 |
125-11 |
123-24 |
120-10 |
|
| R2 |
122-27 |
122-27 |
120-03 |
|
| R1 |
121-08 |
121-08 |
119-27 |
120-26 |
| PP |
120-11 |
120-11 |
120-11 |
120-04 |
| S1 |
118-24 |
118-24 |
119-13 |
118-10 |
| S2 |
117-27 |
117-27 |
119-05 |
|
| S3 |
115-11 |
116-08 |
118-30 |
|
| S4 |
112-27 |
113-24 |
118-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-10 |
117-30 |
3-12 |
2.9% |
1-12 |
1.2% |
1% |
False |
True |
370,133 |
| 10 |
124-24 |
117-30 |
6-26 |
5.8% |
1-21 |
1.4% |
0% |
False |
True |
496,963 |
| 20 |
124-24 |
117-30 |
6-26 |
5.8% |
1-13 |
1.2% |
0% |
False |
True |
452,125 |
| 40 |
125-30 |
117-30 |
8-00 |
6.8% |
1-12 |
1.2% |
0% |
False |
True |
437,562 |
| 60 |
125-30 |
114-10 |
11-20 |
9.9% |
1-13 |
1.2% |
31% |
False |
False |
432,928 |
| 80 |
125-30 |
107-03 |
18-27 |
16.0% |
1-16 |
1.3% |
58% |
False |
False |
325,060 |
| 100 |
125-30 |
107-03 |
18-27 |
16.0% |
1-18 |
1.3% |
58% |
False |
False |
260,094 |
| 120 |
125-30 |
107-03 |
18-27 |
16.0% |
1-12 |
1.2% |
58% |
False |
False |
216,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-12 |
|
2.618 |
128-18 |
|
1.618 |
125-20 |
|
1.000 |
123-26 |
|
0.618 |
122-22 |
|
HIGH |
120-28 |
|
0.618 |
119-24 |
|
0.500 |
119-13 |
|
0.382 |
119-02 |
|
LOW |
117-30 |
|
0.618 |
116-04 |
|
1.000 |
115-00 |
|
1.618 |
113-06 |
|
2.618 |
110-08 |
|
4.250 |
105-14 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-13 |
| PP |
118-30 |
118-30 |
| S1 |
118-14 |
118-14 |
|