ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
120-00 |
0-30 |
0.8% |
120-03 |
| High |
120-01 |
120-09 |
0-08 |
0.2% |
121-02 |
| Low |
118-31 |
119-11 |
0-12 |
0.3% |
118-31 |
| Close |
119-25 |
119-17 |
-0-08 |
-0.2% |
119-17 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
2-03 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.7% |
0-00 |
| Volume |
98 |
93 |
-5 |
-5.1% |
1,685 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
121-31 |
120-02 |
|
| R3 |
121-19 |
121-01 |
119-25 |
|
| R2 |
120-21 |
120-21 |
119-22 |
|
| R1 |
120-03 |
120-03 |
119-20 |
119-29 |
| PP |
119-23 |
119-23 |
119-23 |
119-20 |
| S1 |
119-05 |
119-05 |
119-14 |
118-31 |
| S2 |
118-25 |
118-25 |
119-12 |
|
| S3 |
117-27 |
118-07 |
119-09 |
|
| S4 |
116-29 |
117-09 |
119-00 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-04 |
124-30 |
120-22 |
|
| R3 |
124-01 |
122-27 |
120-03 |
|
| R2 |
121-30 |
121-30 |
119-29 |
|
| R1 |
120-24 |
120-24 |
119-23 |
120-10 |
| PP |
119-27 |
119-27 |
119-27 |
119-20 |
| S1 |
118-21 |
118-21 |
119-11 |
118-06 |
| S2 |
117-24 |
117-24 |
119-05 |
|
| S3 |
115-21 |
116-18 |
118-31 |
|
| S4 |
113-18 |
114-15 |
118-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-02 |
118-31 |
2-03 |
1.8% |
1-04 |
0.9% |
27% |
False |
False |
337 |
| 10 |
123-12 |
118-31 |
4-13 |
3.7% |
1-07 |
1.0% |
13% |
False |
False |
380 |
| 20 |
125-30 |
118-31 |
6-31 |
5.8% |
1-07 |
1.0% |
8% |
False |
False |
236 |
| 40 |
126-00 |
116-13 |
9-19 |
8.0% |
1-05 |
1.0% |
33% |
False |
False |
131 |
| 60 |
126-00 |
109-20 |
16-12 |
13.7% |
0-28 |
0.7% |
60% |
False |
False |
92 |
| 80 |
126-00 |
108-00 |
18-00 |
15.1% |
0-22 |
0.6% |
64% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
122-24 |
|
1.618 |
121-26 |
|
1.000 |
121-07 |
|
0.618 |
120-28 |
|
HIGH |
120-09 |
|
0.618 |
119-30 |
|
0.500 |
119-26 |
|
0.382 |
119-22 |
|
LOW |
119-11 |
|
0.618 |
118-24 |
|
1.000 |
118-13 |
|
1.618 |
117-26 |
|
2.618 |
116-28 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
119-26 |
| PP |
119-23 |
119-23 |
| S1 |
119-20 |
119-20 |
|