ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
119-28 |
-0-04 |
-0.1% |
120-03 |
| High |
120-09 |
121-00 |
0-23 |
0.6% |
121-02 |
| Low |
119-11 |
119-28 |
0-17 |
0.4% |
118-31 |
| Close |
119-17 |
120-16 |
0-31 |
0.8% |
119-17 |
| Range |
0-30 |
1-04 |
0-06 |
20.0% |
2-03 |
| ATR |
1-06 |
1-07 |
0-01 |
1.6% |
0-00 |
| Volume |
93 |
1,006 |
913 |
981.7% |
1,685 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-09 |
121-04 |
|
| R3 |
122-23 |
122-05 |
120-26 |
|
| R2 |
121-19 |
121-19 |
120-23 |
|
| R1 |
121-01 |
121-01 |
120-19 |
121-10 |
| PP |
120-15 |
120-15 |
120-15 |
120-19 |
| S1 |
119-29 |
119-29 |
120-13 |
120-06 |
| S2 |
119-11 |
119-11 |
120-09 |
|
| S3 |
118-07 |
118-25 |
120-06 |
|
| S4 |
117-03 |
117-21 |
119-28 |
|
|
| 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 |
121-00 |
118-31 |
2-01 |
1.7% |
1-05 |
1.0% |
75% |
True |
False |
404 |
| 10 |
123-01 |
118-31 |
4-02 |
3.4% |
1-07 |
1.0% |
38% |
False |
False |
469 |
| 20 |
125-13 |
118-31 |
6-14 |
5.3% |
1-07 |
1.0% |
24% |
False |
False |
285 |
| 40 |
126-00 |
116-13 |
9-19 |
8.0% |
1-05 |
1.0% |
43% |
False |
False |
155 |
| 60 |
126-00 |
110-19 |
15-13 |
12.8% |
0-28 |
0.7% |
64% |
False |
False |
109 |
| 80 |
126-00 |
108-00 |
18-00 |
14.9% |
0-23 |
0.6% |
69% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-25 |
|
2.618 |
123-30 |
|
1.618 |
122-26 |
|
1.000 |
122-04 |
|
0.618 |
121-22 |
|
HIGH |
121-00 |
|
0.618 |
120-18 |
|
0.500 |
120-14 |
|
0.382 |
120-10 |
|
LOW |
119-28 |
|
0.618 |
119-06 |
|
1.000 |
118-24 |
|
1.618 |
118-02 |
|
2.618 |
116-30 |
|
4.250 |
115-03 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-15 |
120-10 |
| PP |
120-15 |
120-05 |
| S1 |
120-14 |
120-00 |
|