ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
120-23 |
120-04 |
-0-19 |
-0.5% |
121-23 |
| High |
120-28 |
120-14 |
-0-14 |
-0.4% |
121-23 |
| Low |
119-20 |
119-17 |
-0-03 |
-0.1% |
119-17 |
| Close |
119-21 |
119-20 |
-0-01 |
0.0% |
119-20 |
| Range |
1-08 |
0-29 |
-0-11 |
-27.5% |
2-06 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.4% |
0-00 |
| Volume |
2,874 |
1,830 |
-1,044 |
-36.3% |
7,591 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-19 |
122-00 |
120-04 |
|
| R3 |
121-22 |
121-03 |
119-28 |
|
| R2 |
120-25 |
120-25 |
119-25 |
|
| R1 |
120-06 |
120-06 |
119-23 |
120-01 |
| PP |
119-28 |
119-28 |
119-28 |
119-25 |
| S1 |
119-09 |
119-09 |
119-17 |
119-04 |
| S2 |
118-31 |
118-31 |
119-15 |
|
| S3 |
118-02 |
118-12 |
119-12 |
|
| S4 |
117-05 |
117-15 |
119-04 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-27 |
125-14 |
120-26 |
|
| R3 |
124-21 |
123-08 |
120-07 |
|
| R2 |
122-15 |
122-15 |
120-01 |
|
| R1 |
121-02 |
121-02 |
119-26 |
120-22 |
| PP |
120-09 |
120-09 |
120-09 |
120-03 |
| S1 |
118-28 |
118-28 |
119-14 |
118-16 |
| S2 |
118-03 |
118-03 |
119-07 |
|
| S3 |
115-29 |
116-22 |
119-01 |
|
| S4 |
113-23 |
114-16 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
119-17 |
2-06 |
1.8% |
1-05 |
1.0% |
4% |
False |
True |
1,518 |
| 10 |
124-24 |
119-17 |
5-07 |
4.4% |
1-14 |
1.2% |
2% |
False |
True |
1,720 |
| 20 |
124-24 |
118-31 |
5-25 |
4.8% |
1-10 |
1.1% |
11% |
False |
False |
1,050 |
| 40 |
126-00 |
118-31 |
7-01 |
5.9% |
1-08 |
1.0% |
9% |
False |
False |
557 |
| 60 |
126-00 |
114-16 |
11-16 |
9.6% |
1-02 |
0.9% |
45% |
False |
False |
379 |
| 80 |
126-00 |
108-00 |
18-00 |
15.0% |
0-28 |
0.7% |
65% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-26 |
|
1.618 |
121-29 |
|
1.000 |
121-11 |
|
0.618 |
121-00 |
|
HIGH |
120-14 |
|
0.618 |
120-03 |
|
0.500 |
120-00 |
|
0.382 |
119-28 |
|
LOW |
119-17 |
|
0.618 |
118-31 |
|
1.000 |
118-20 |
|
1.618 |
118-02 |
|
2.618 |
117-05 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-00 |
120-14 |
| PP |
119-28 |
120-05 |
| S1 |
119-24 |
119-28 |
|