ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-07 |
119-30 |
-0-09 |
-0.2% |
123-01 |
| High |
120-24 |
120-20 |
-0-04 |
-0.1% |
123-01 |
| Low |
119-21 |
119-03 |
-0-18 |
-0.5% |
119-09 |
| Close |
119-25 |
119-06 |
-0-19 |
-0.5% |
119-31 |
| Range |
1-03 |
1-17 |
0-14 |
40.0% |
3-24 |
| ATR |
1-07 |
1-07 |
0-01 |
1.9% |
0-00 |
| Volume |
157 |
666 |
509 |
324.2% |
2,002 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-08 |
120-01 |
|
| R3 |
122-22 |
121-23 |
119-19 |
|
| R2 |
121-05 |
121-05 |
119-15 |
|
| R1 |
120-06 |
120-06 |
119-10 |
119-29 |
| PP |
119-20 |
119-20 |
119-20 |
119-16 |
| S1 |
118-21 |
118-21 |
119-02 |
118-12 |
| S2 |
118-03 |
118-03 |
118-29 |
|
| S3 |
116-18 |
117-04 |
118-25 |
|
| S4 |
115-01 |
115-19 |
118-11 |
|
|
| 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 |
121-02 |
119-03 |
1-31 |
1.7% |
1-06 |
1.0% |
5% |
False |
True |
373 |
| 10 |
123-12 |
119-03 |
4-09 |
3.6% |
1-08 |
1.0% |
2% |
False |
True |
373 |
| 20 |
126-00 |
119-03 |
6-29 |
5.8% |
1-07 |
1.0% |
1% |
False |
True |
228 |
| 40 |
126-00 |
114-29 |
11-03 |
9.3% |
1-05 |
1.0% |
39% |
False |
False |
131 |
| 60 |
126-00 |
109-15 |
16-17 |
13.9% |
0-26 |
0.7% |
59% |
False |
False |
89 |
| 80 |
126-00 |
108-00 |
18-00 |
15.1% |
0-21 |
0.6% |
62% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-04 |
|
2.618 |
124-20 |
|
1.618 |
123-03 |
|
1.000 |
122-05 |
|
0.618 |
121-18 |
|
HIGH |
120-20 |
|
0.618 |
120-01 |
|
0.500 |
119-28 |
|
0.382 |
119-22 |
|
LOW |
119-03 |
|
0.618 |
118-05 |
|
1.000 |
117-18 |
|
1.618 |
116-20 |
|
2.618 |
115-03 |
|
4.250 |
112-19 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
120-02 |
| PP |
119-20 |
119-25 |
| S1 |
119-13 |
119-16 |
|