ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
124-05 |
122-27 |
-1-10 |
-1.1% |
124-19 |
| High |
124-05 |
123-07 |
-0-30 |
-0.8% |
124-19 |
| Low |
122-21 |
121-15 |
-1-06 |
-1.0% |
121-15 |
| Close |
122-28 |
122-02 |
-0-26 |
-0.7% |
122-02 |
| Range |
1-16 |
1-24 |
0-08 |
16.7% |
3-04 |
| ATR |
1-06 |
1-07 |
0-01 |
3.4% |
0-00 |
| Volume |
41 |
196 |
155 |
378.0% |
363 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-16 |
126-17 |
123-01 |
|
| R3 |
125-24 |
124-25 |
122-17 |
|
| R2 |
124-00 |
124-00 |
122-12 |
|
| R1 |
123-01 |
123-01 |
122-07 |
122-20 |
| PP |
122-08 |
122-08 |
122-08 |
122-02 |
| S1 |
121-09 |
121-09 |
121-29 |
120-28 |
| S2 |
120-16 |
120-16 |
121-24 |
|
| S3 |
118-24 |
119-17 |
121-19 |
|
| S4 |
117-00 |
117-25 |
121-03 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-03 |
130-06 |
123-25 |
|
| R3 |
128-31 |
127-02 |
122-30 |
|
| R2 |
125-27 |
125-27 |
122-20 |
|
| R1 |
123-30 |
123-30 |
122-11 |
123-10 |
| PP |
122-23 |
122-23 |
122-23 |
122-13 |
| S1 |
120-26 |
120-26 |
121-25 |
120-06 |
| S2 |
119-19 |
119-19 |
121-16 |
|
| S3 |
116-15 |
117-22 |
121-06 |
|
| S4 |
113-11 |
114-18 |
120-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-21 |
|
2.618 |
127-26 |
|
1.618 |
126-02 |
|
1.000 |
124-31 |
|
0.618 |
124-10 |
|
HIGH |
123-07 |
|
0.618 |
122-18 |
|
0.500 |
122-11 |
|
0.382 |
122-04 |
|
LOW |
121-15 |
|
0.618 |
120-12 |
|
1.000 |
119-23 |
|
1.618 |
118-20 |
|
2.618 |
116-28 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-11 |
122-28 |
| PP |
122-08 |
122-20 |
| S1 |
122-05 |
122-11 |
|