ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
121-23 |
120-07 |
-1-16 |
-1.2% |
119-28 |
| High |
121-23 |
121-05 |
-0-18 |
-0.5% |
124-24 |
| Low |
120-00 |
120-01 |
0-01 |
0.0% |
119-28 |
| Close |
120-05 |
121-01 |
0-28 |
0.7% |
121-30 |
| Range |
1-23 |
1-04 |
-0-19 |
-34.5% |
4-28 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.6% |
0-00 |
| Volume |
2,043 |
413 |
-1,630 |
-79.8% |
9,615 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-22 |
121-21 |
|
| R3 |
123-00 |
122-18 |
121-11 |
|
| R2 |
121-28 |
121-28 |
121-08 |
|
| R1 |
121-14 |
121-14 |
121-04 |
121-21 |
| PP |
120-24 |
120-24 |
120-24 |
120-27 |
| S1 |
120-10 |
120-10 |
120-30 |
120-17 |
| S2 |
119-20 |
119-20 |
120-26 |
|
| S3 |
118-16 |
119-06 |
120-23 |
|
| S4 |
117-12 |
118-02 |
120-13 |
|
|
| 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 |
120-00 |
4-24 |
3.9% |
1-27 |
1.5% |
22% |
False |
False |
1,998 |
| 10 |
124-24 |
118-31 |
5-25 |
4.8% |
1-15 |
1.2% |
36% |
False |
False |
1,292 |
| 20 |
124-24 |
118-31 |
5-25 |
4.8% |
1-10 |
1.1% |
36% |
False |
False |
807 |
| 40 |
126-00 |
118-17 |
7-15 |
6.2% |
1-08 |
1.0% |
33% |
False |
False |
430 |
| 60 |
126-00 |
112-20 |
13-12 |
11.1% |
1-02 |
0.9% |
63% |
False |
False |
293 |
| 80 |
126-00 |
108-00 |
18-00 |
14.9% |
0-27 |
0.7% |
72% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-30 |
|
2.618 |
124-03 |
|
1.618 |
122-31 |
|
1.000 |
122-09 |
|
0.618 |
121-27 |
|
HIGH |
121-05 |
|
0.618 |
120-23 |
|
0.500 |
120-19 |
|
0.382 |
120-15 |
|
LOW |
120-01 |
|
0.618 |
119-11 |
|
1.000 |
118-29 |
|
1.618 |
118-07 |
|
2.618 |
117-03 |
|
4.250 |
115-08 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
122-00 |
| PP |
120-24 |
121-22 |
| S1 |
120-19 |
121-11 |
|