ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-07 |
0-04 |
0.1% |
123-01 |
| High |
121-02 |
120-24 |
-0-10 |
-0.3% |
123-01 |
| Low |
120-03 |
119-21 |
-0-14 |
-0.4% |
119-09 |
| Close |
120-22 |
119-25 |
-0-29 |
-0.8% |
119-31 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
3-24 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.7% |
0-00 |
| Volume |
671 |
157 |
-514 |
-76.6% |
2,002 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-21 |
120-12 |
|
| R3 |
122-08 |
121-18 |
120-03 |
|
| R2 |
121-05 |
121-05 |
119-31 |
|
| R1 |
120-15 |
120-15 |
119-28 |
120-08 |
| PP |
120-02 |
120-02 |
120-02 |
119-31 |
| S1 |
119-12 |
119-12 |
119-22 |
119-06 |
| S2 |
118-31 |
118-31 |
119-19 |
|
| S3 |
117-28 |
118-09 |
119-15 |
|
| S4 |
116-25 |
117-06 |
119-06 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
129-24 |
122-01 |
|
| R3 |
128-08 |
126-00 |
121-00 |
|
| R2 |
124-16 |
124-16 |
120-21 |
|
| R1 |
122-08 |
122-08 |
120-10 |
121-16 |
| PP |
120-24 |
120-24 |
120-24 |
120-12 |
| S1 |
118-16 |
118-16 |
119-20 |
117-24 |
| S2 |
117-00 |
117-00 |
119-09 |
|
| S3 |
113-08 |
114-24 |
118-30 |
|
| S4 |
109-16 |
111-00 |
117-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-18 |
119-09 |
2-09 |
1.9% |
1-03 |
0.9% |
22% |
False |
False |
303 |
| 10 |
123-12 |
119-09 |
4-03 |
3.4% |
1-05 |
1.0% |
12% |
False |
False |
322 |
| 20 |
126-00 |
119-09 |
6-23 |
5.6% |
1-06 |
1.0% |
7% |
False |
False |
196 |
| 40 |
126-00 |
114-29 |
11-03 |
9.3% |
1-05 |
1.0% |
44% |
False |
False |
117 |
| 60 |
126-00 |
109-15 |
16-17 |
13.8% |
0-26 |
0.7% |
62% |
False |
False |
78 |
| 80 |
126-00 |
108-00 |
18-00 |
15.0% |
0-21 |
0.5% |
65% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-13 |
|
2.618 |
123-20 |
|
1.618 |
122-17 |
|
1.000 |
121-27 |
|
0.618 |
121-14 |
|
HIGH |
120-24 |
|
0.618 |
120-11 |
|
0.500 |
120-06 |
|
0.382 |
120-02 |
|
LOW |
119-21 |
|
0.618 |
118-31 |
|
1.000 |
118-18 |
|
1.618 |
117-28 |
|
2.618 |
116-25 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-06 |
| PP |
120-02 |
120-01 |
| S1 |
119-30 |
119-29 |
|