ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-31 |
124-21 |
0-22 |
0.6% |
124-07 |
| High |
124-11 |
126-00 |
1-21 |
1.3% |
124-29 |
| Low |
123-31 |
124-05 |
0-06 |
0.2% |
123-09 |
| Close |
124-09 |
125-30 |
1-21 |
1.3% |
123-26 |
| Range |
0-12 |
1-27 |
1-15 |
391.7% |
1-20 |
| ATR |
1-03 |
1-05 |
0-02 |
4.9% |
0-00 |
| Volume |
10 |
31 |
21 |
210.0% |
293 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-29 |
130-08 |
126-30 |
|
| R3 |
129-02 |
128-13 |
126-14 |
|
| R2 |
127-07 |
127-07 |
126-09 |
|
| R1 |
126-18 |
126-18 |
126-03 |
126-28 |
| PP |
125-12 |
125-12 |
125-12 |
125-17 |
| S1 |
124-23 |
124-23 |
125-25 |
125-02 |
| S2 |
123-17 |
123-17 |
125-19 |
|
| S3 |
121-22 |
122-28 |
125-14 |
|
| S4 |
119-27 |
121-01 |
124-30 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
127-31 |
124-23 |
|
| R3 |
127-08 |
126-11 |
124-08 |
|
| R2 |
125-20 |
125-20 |
124-04 |
|
| R1 |
124-23 |
124-23 |
123-31 |
124-12 |
| PP |
124-00 |
124-00 |
124-00 |
123-26 |
| S1 |
123-03 |
123-03 |
123-21 |
122-24 |
| S2 |
122-12 |
122-12 |
123-16 |
|
| S3 |
120-24 |
121-15 |
123-12 |
|
| S4 |
119-04 |
119-27 |
122-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-27 |
|
2.618 |
130-26 |
|
1.618 |
128-31 |
|
1.000 |
127-27 |
|
0.618 |
127-04 |
|
HIGH |
126-00 |
|
0.618 |
125-09 |
|
0.500 |
125-02 |
|
0.382 |
124-28 |
|
LOW |
124-05 |
|
0.618 |
123-01 |
|
1.000 |
122-10 |
|
1.618 |
121-06 |
|
2.618 |
119-11 |
|
4.250 |
116-10 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-21 |
125-19 |
| PP |
125-12 |
125-07 |
| S1 |
125-02 |
124-28 |
|