ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
123-01 |
121-06 |
-1-27 |
-1.5% |
122-03 |
| High |
123-01 |
121-18 |
-1-15 |
-1.2% |
123-12 |
| Low |
120-30 |
120-16 |
-0-14 |
-0.4% |
121-17 |
| Close |
121-04 |
120-25 |
-0-11 |
-0.3% |
122-29 |
| Range |
2-03 |
1-02 |
-1-01 |
-49.3% |
1-27 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
| Volume |
1,312 |
317 |
-995 |
-75.8% |
589 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-17 |
121-12 |
|
| R3 |
123-02 |
122-15 |
121-02 |
|
| R2 |
122-00 |
122-00 |
120-31 |
|
| R1 |
121-13 |
121-13 |
120-28 |
121-06 |
| PP |
120-30 |
120-30 |
120-30 |
120-27 |
| S1 |
120-11 |
120-11 |
120-22 |
120-04 |
| S2 |
119-28 |
119-28 |
120-19 |
|
| S3 |
118-26 |
119-09 |
120-16 |
|
| S4 |
117-24 |
118-07 |
120-06 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
127-12 |
123-29 |
|
| R3 |
126-09 |
125-17 |
123-13 |
|
| R2 |
124-14 |
124-14 |
123-08 |
|
| R1 |
123-22 |
123-22 |
123-02 |
124-02 |
| PP |
122-19 |
122-19 |
122-19 |
122-26 |
| S1 |
121-27 |
121-27 |
122-24 |
122-07 |
| S2 |
120-24 |
120-24 |
122-18 |
|
| S3 |
118-29 |
120-00 |
122-13 |
|
| S4 |
117-02 |
118-05 |
121-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-12 |
120-16 |
2-28 |
2.4% |
1-09 |
1.1% |
10% |
False |
True |
373 |
| 10 |
124-10 |
120-16 |
3-26 |
3.2% |
1-10 |
1.1% |
7% |
False |
True |
252 |
| 20 |
126-00 |
120-16 |
5-16 |
4.6% |
1-04 |
0.9% |
5% |
False |
True |
150 |
| 40 |
126-00 |
114-29 |
11-03 |
9.2% |
1-01 |
0.9% |
53% |
False |
False |
87 |
| 60 |
126-00 |
108-00 |
18-00 |
14.9% |
0-25 |
0.6% |
71% |
False |
False |
58 |
| 80 |
126-00 |
108-00 |
18-00 |
14.9% |
0-19 |
0.5% |
71% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-02 |
|
2.618 |
124-11 |
|
1.618 |
123-09 |
|
1.000 |
122-20 |
|
0.618 |
122-07 |
|
HIGH |
121-18 |
|
0.618 |
121-05 |
|
0.500 |
121-01 |
|
0.382 |
120-29 |
|
LOW |
120-16 |
|
0.618 |
119-27 |
|
1.000 |
119-14 |
|
1.618 |
118-25 |
|
2.618 |
117-23 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-01 |
121-30 |
| PP |
120-30 |
121-18 |
| S1 |
120-28 |
121-05 |
|