ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
121-17 |
0-25 |
0.6% |
120-03 |
| High |
121-18 |
123-04 |
1-18 |
1.3% |
121-02 |
| Low |
120-19 |
121-14 |
0-27 |
0.7% |
118-31 |
| Close |
121-08 |
122-11 |
1-03 |
0.9% |
119-17 |
| Range |
0-31 |
1-22 |
0-23 |
74.2% |
2-03 |
| ATR |
1-07 |
1-08 |
0-02 |
3.9% |
0-00 |
| Volume |
1,073 |
734 |
-339 |
-31.6% |
1,685 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-17 |
123-09 |
|
| R3 |
125-22 |
124-27 |
122-26 |
|
| R2 |
124-00 |
124-00 |
122-21 |
|
| R1 |
123-05 |
123-05 |
122-16 |
123-18 |
| PP |
122-10 |
122-10 |
122-10 |
122-16 |
| S1 |
121-15 |
121-15 |
122-06 |
121-28 |
| S2 |
120-20 |
120-20 |
122-01 |
|
| S3 |
118-30 |
119-25 |
121-28 |
|
| S4 |
117-08 |
118-03 |
121-13 |
|
|
| 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 |
123-04 |
118-31 |
4-05 |
3.4% |
1-05 |
0.9% |
81% |
True |
False |
600 |
| 10 |
123-04 |
118-31 |
4-05 |
3.4% |
1-06 |
1.0% |
81% |
True |
False |
487 |
| 20 |
124-10 |
118-31 |
5-11 |
4.4% |
1-08 |
1.0% |
63% |
False |
False |
369 |
| 40 |
126-00 |
117-15 |
8-17 |
7.0% |
1-05 |
0.9% |
57% |
False |
False |
199 |
| 60 |
126-00 |
112-20 |
13-12 |
10.9% |
0-30 |
0.8% |
73% |
False |
False |
139 |
| 80 |
126-00 |
108-00 |
18-00 |
14.7% |
0-24 |
0.6% |
80% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-10 |
|
2.618 |
127-17 |
|
1.618 |
125-27 |
|
1.000 |
124-26 |
|
0.618 |
124-05 |
|
HIGH |
123-04 |
|
0.618 |
122-15 |
|
0.500 |
122-09 |
|
0.382 |
122-03 |
|
LOW |
121-14 |
|
0.618 |
120-13 |
|
1.000 |
119-24 |
|
1.618 |
118-23 |
|
2.618 |
117-01 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-10 |
122-02 |
| PP |
122-10 |
121-25 |
| S1 |
122-09 |
121-16 |
|