ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
123-00 |
123-25 |
0-25 |
0.6% |
119-28 |
| High |
124-24 |
124-00 |
-0-24 |
-0.6% |
124-24 |
| Low |
122-15 |
121-20 |
-0-27 |
-0.7% |
119-28 |
| Close |
124-01 |
121-30 |
-2-03 |
-1.7% |
121-30 |
| Range |
2-09 |
2-12 |
0-03 |
4.1% |
4-28 |
| ATR |
1-11 |
1-13 |
0-02 |
5.7% |
0-00 |
| Volume |
1,218 |
5,584 |
4,366 |
358.5% |
9,615 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-21 |
128-05 |
123-08 |
|
| R3 |
127-09 |
125-25 |
122-19 |
|
| R2 |
124-29 |
124-29 |
122-12 |
|
| R1 |
123-13 |
123-13 |
122-05 |
122-31 |
| PP |
122-17 |
122-17 |
122-17 |
122-10 |
| S1 |
121-01 |
121-01 |
121-23 |
120-19 |
| S2 |
120-05 |
120-05 |
121-16 |
|
| S3 |
117-25 |
118-21 |
121-09 |
|
| S4 |
115-13 |
116-09 |
120-20 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
134-08 |
124-20 |
|
| R3 |
131-30 |
129-12 |
123-09 |
|
| R2 |
127-02 |
127-02 |
122-27 |
|
| R1 |
124-16 |
124-16 |
122-12 |
125-25 |
| PP |
122-06 |
122-06 |
122-06 |
122-26 |
| S1 |
119-20 |
119-20 |
121-16 |
120-29 |
| S2 |
117-10 |
117-10 |
121-01 |
|
| S3 |
112-14 |
114-24 |
120-19 |
|
| S4 |
107-18 |
109-28 |
119-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
119-28 |
4-28 |
4.0% |
1-22 |
1.4% |
42% |
False |
False |
1,923 |
| 10 |
124-24 |
118-31 |
5-25 |
4.7% |
1-13 |
1.2% |
51% |
False |
False |
1,130 |
| 20 |
124-24 |
118-31 |
5-25 |
4.7% |
1-11 |
1.1% |
51% |
False |
False |
704 |
| 40 |
126-00 |
118-17 |
7-15 |
6.1% |
1-07 |
1.0% |
46% |
False |
False |
369 |
| 60 |
126-00 |
112-20 |
13-12 |
11.0% |
1-00 |
0.8% |
70% |
False |
False |
252 |
| 80 |
126-00 |
108-00 |
18-00 |
14.8% |
0-25 |
0.7% |
77% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-03 |
|
2.618 |
130-07 |
|
1.618 |
127-27 |
|
1.000 |
126-12 |
|
0.618 |
125-15 |
|
HIGH |
124-00 |
|
0.618 |
123-03 |
|
0.500 |
122-26 |
|
0.382 |
122-17 |
|
LOW |
121-20 |
|
0.618 |
120-05 |
|
1.000 |
119-08 |
|
1.618 |
117-25 |
|
2.618 |
115-13 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-26 |
123-03 |
| PP |
122-17 |
122-23 |
| S1 |
122-07 |
122-10 |
|