ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
121-06 |
120-27 |
-0-11 |
-0.3% |
122-03 |
| High |
121-18 |
121-01 |
-0-17 |
-0.4% |
123-12 |
| Low |
120-16 |
119-23 |
-0-25 |
-0.6% |
121-17 |
| Close |
120-25 |
119-29 |
-0-28 |
-0.7% |
122-29 |
| Range |
1-02 |
1-10 |
0-08 |
23.5% |
1-27 |
| ATR |
1-08 |
1-08 |
0-00 |
0.4% |
0-00 |
| Volume |
317 |
279 |
-38 |
-12.0% |
589 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-05 |
123-11 |
120-20 |
|
| R3 |
122-27 |
122-01 |
120-09 |
|
| R2 |
121-17 |
121-17 |
120-05 |
|
| R1 |
120-23 |
120-23 |
120-01 |
120-15 |
| PP |
120-07 |
120-07 |
120-07 |
120-03 |
| S1 |
119-13 |
119-13 |
119-25 |
119-05 |
| S2 |
118-29 |
118-29 |
119-21 |
|
| S3 |
117-19 |
118-03 |
119-17 |
|
| S4 |
116-09 |
116-25 |
119-06 |
|
|
| 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 |
119-23 |
3-21 |
3.0% |
1-12 |
1.1% |
5% |
False |
True |
418 |
| 10 |
124-05 |
119-23 |
4-14 |
3.7% |
1-10 |
1.1% |
4% |
False |
True |
273 |
| 20 |
126-00 |
119-23 |
6-09 |
5.2% |
1-05 |
1.0% |
3% |
False |
True |
163 |
| 40 |
126-00 |
114-29 |
11-03 |
9.3% |
1-02 |
0.9% |
45% |
False |
False |
94 |
| 60 |
126-00 |
108-00 |
18-00 |
15.0% |
0-25 |
0.7% |
66% |
False |
False |
62 |
| 80 |
126-00 |
108-00 |
18-00 |
15.0% |
0-20 |
0.5% |
66% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-15 |
|
1.618 |
123-05 |
|
1.000 |
122-11 |
|
0.618 |
121-27 |
|
HIGH |
121-01 |
|
0.618 |
120-17 |
|
0.500 |
120-12 |
|
0.382 |
120-07 |
|
LOW |
119-23 |
|
0.618 |
118-29 |
|
1.000 |
118-13 |
|
1.618 |
117-19 |
|
2.618 |
116-09 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
121-12 |
| PP |
120-07 |
120-28 |
| S1 |
120-02 |
120-13 |
|