ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-23 |
118-03 |
-1-20 |
-1.4% |
121-30 |
| High |
120-28 |
118-26 |
-2-02 |
-1.7% |
121-31 |
| Low |
117-30 |
117-26 |
-0-04 |
-0.1% |
119-15 |
| Close |
117-31 |
118-17 |
0-18 |
0.5% |
119-20 |
| Range |
2-30 |
1-00 |
-1-30 |
-66.0% |
2-16 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.4% |
0-00 |
| Volume |
494,073 |
438,850 |
-55,223 |
-11.2% |
2,018,826 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
120-31 |
119-03 |
|
| R3 |
120-12 |
119-31 |
118-26 |
|
| R2 |
119-12 |
119-12 |
118-23 |
|
| R1 |
118-31 |
118-31 |
118-20 |
119-06 |
| PP |
118-12 |
118-12 |
118-12 |
118-16 |
| S1 |
117-31 |
117-31 |
118-14 |
118-06 |
| S2 |
117-12 |
117-12 |
118-11 |
|
| S3 |
116-12 |
116-31 |
118-08 |
|
| S4 |
115-12 |
115-31 |
117-31 |
|
|
| 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 |
120-28 |
117-26 |
3-02 |
2.6% |
1-12 |
1.2% |
23% |
False |
True |
377,404 |
| 10 |
124-24 |
117-26 |
6-30 |
5.9% |
1-18 |
1.3% |
10% |
False |
True |
459,719 |
| 20 |
124-24 |
117-26 |
6-30 |
5.9% |
1-13 |
1.2% |
10% |
False |
True |
446,038 |
| 40 |
125-30 |
117-26 |
8-04 |
6.9% |
1-11 |
1.1% |
9% |
False |
True |
435,787 |
| 60 |
125-30 |
114-17 |
11-13 |
9.6% |
1-13 |
1.2% |
35% |
False |
False |
440,026 |
| 80 |
125-30 |
107-03 |
18-27 |
15.9% |
1-16 |
1.3% |
61% |
False |
False |
330,542 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-18 |
1.3% |
61% |
False |
False |
264,480 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-12 |
1.2% |
61% |
False |
False |
220,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-14 |
|
1.618 |
120-14 |
|
1.000 |
119-26 |
|
0.618 |
119-14 |
|
HIGH |
118-26 |
|
0.618 |
118-14 |
|
0.500 |
118-10 |
|
0.382 |
118-06 |
|
LOW |
117-26 |
|
0.618 |
117-06 |
|
1.000 |
116-26 |
|
1.618 |
116-06 |
|
2.618 |
115-06 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
119-11 |
| PP |
118-12 |
119-02 |
| S1 |
118-10 |
118-26 |
|